Trading Metrics calculated at close of trading on 05-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2008 |
05-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
1,260.50 |
1,252.00 |
-8.50 |
-0.7% |
1,255.00 |
High |
1,264.00 |
1,286.00 |
22.00 |
1.7% |
1,291.00 |
Low |
1,248.00 |
1,249.50 |
1.50 |
0.1% |
1,234.00 |
Close |
1,250.25 |
1,284.50 |
34.25 |
2.7% |
1,262.00 |
Range |
16.00 |
36.50 |
20.50 |
128.1% |
57.00 |
ATR |
24.21 |
25.09 |
0.88 |
3.6% |
0.00 |
Volume |
4,078 |
1,981 |
-2,097 |
-51.4% |
15,091 |
|
Daily Pivots for day following 05-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,382.75 |
1,370.25 |
1,304.50 |
|
R3 |
1,346.25 |
1,333.75 |
1,294.50 |
|
R2 |
1,309.75 |
1,309.75 |
1,291.25 |
|
R1 |
1,297.25 |
1,297.25 |
1,287.75 |
1,303.50 |
PP |
1,273.25 |
1,273.25 |
1,273.25 |
1,276.50 |
S1 |
1,260.75 |
1,260.75 |
1,281.25 |
1,267.00 |
S2 |
1,236.75 |
1,236.75 |
1,277.75 |
|
S3 |
1,200.25 |
1,224.25 |
1,274.50 |
|
S4 |
1,163.75 |
1,187.75 |
1,264.50 |
|
|
Weekly Pivots for week ending 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,433.25 |
1,404.75 |
1,293.25 |
|
R3 |
1,376.25 |
1,347.75 |
1,277.75 |
|
R2 |
1,319.25 |
1,319.25 |
1,272.50 |
|
R1 |
1,290.75 |
1,290.75 |
1,267.25 |
1,305.00 |
PP |
1,262.25 |
1,262.25 |
1,262.25 |
1,269.50 |
S1 |
1,233.75 |
1,233.75 |
1,256.75 |
1,248.00 |
S2 |
1,205.25 |
1,205.25 |
1,251.50 |
|
S3 |
1,148.25 |
1,176.75 |
1,246.25 |
|
S4 |
1,091.25 |
1,119.75 |
1,230.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,291.00 |
1,248.00 |
43.00 |
3.3% |
24.25 |
1.9% |
85% |
False |
False |
3,226 |
10 |
1,293.00 |
1,234.00 |
59.00 |
4.6% |
24.25 |
1.9% |
86% |
False |
False |
3,567 |
20 |
1,293.00 |
1,202.00 |
91.00 |
7.1% |
26.75 |
2.1% |
91% |
False |
False |
3,908 |
40 |
1,371.75 |
1,202.00 |
169.75 |
13.2% |
24.50 |
1.9% |
49% |
False |
False |
2,877 |
60 |
1,443.50 |
1,202.00 |
241.50 |
18.8% |
21.00 |
1.6% |
34% |
False |
False |
2,004 |
80 |
1,443.50 |
1,202.00 |
241.50 |
18.8% |
18.00 |
1.4% |
34% |
False |
False |
1,511 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,441.00 |
2.618 |
1,381.50 |
1.618 |
1,345.00 |
1.000 |
1,322.50 |
0.618 |
1,308.50 |
HIGH |
1,286.00 |
0.618 |
1,272.00 |
0.500 |
1,267.75 |
0.382 |
1,263.50 |
LOW |
1,249.50 |
0.618 |
1,227.00 |
1.000 |
1,213.00 |
1.618 |
1,190.50 |
2.618 |
1,154.00 |
4.250 |
1,094.50 |
|
|
Fisher Pivots for day following 05-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
1,279.00 |
1,278.75 |
PP |
1,273.25 |
1,272.75 |
S1 |
1,267.75 |
1,267.00 |
|