Trading Metrics calculated at close of trading on 07-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2008 |
07-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
1,284.50 |
1,289.00 |
4.50 |
0.4% |
1,255.00 |
High |
1,293.25 |
1,290.25 |
-3.00 |
-0.2% |
1,291.00 |
Low |
1,277.50 |
1,265.25 |
-12.25 |
-1.0% |
1,234.00 |
Close |
1,289.50 |
1,269.50 |
-20.00 |
-1.6% |
1,262.00 |
Range |
15.75 |
25.00 |
9.25 |
58.7% |
57.00 |
ATR |
24.42 |
24.46 |
0.04 |
0.2% |
0.00 |
Volume |
2,430 |
3,785 |
1,355 |
55.8% |
15,091 |
|
Daily Pivots for day following 07-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,350.00 |
1,334.75 |
1,283.25 |
|
R3 |
1,325.00 |
1,309.75 |
1,276.50 |
|
R2 |
1,300.00 |
1,300.00 |
1,274.00 |
|
R1 |
1,284.75 |
1,284.75 |
1,271.75 |
1,280.00 |
PP |
1,275.00 |
1,275.00 |
1,275.00 |
1,272.50 |
S1 |
1,259.75 |
1,259.75 |
1,267.25 |
1,255.00 |
S2 |
1,250.00 |
1,250.00 |
1,265.00 |
|
S3 |
1,225.00 |
1,234.75 |
1,262.50 |
|
S4 |
1,200.00 |
1,209.75 |
1,255.75 |
|
|
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 |
1,293.25 |
1,248.00 |
45.25 |
3.6% |
22.75 |
1.8% |
48% |
False |
False |
3,286 |
10 |
1,293.25 |
1,234.00 |
59.25 |
4.7% |
23.25 |
1.8% |
60% |
False |
False |
3,110 |
20 |
1,293.25 |
1,202.00 |
91.25 |
7.2% |
26.00 |
2.1% |
74% |
False |
False |
4,061 |
40 |
1,371.75 |
1,202.00 |
169.75 |
13.4% |
24.25 |
1.9% |
40% |
False |
False |
3,022 |
60 |
1,443.50 |
1,202.00 |
241.50 |
19.0% |
21.25 |
1.7% |
28% |
False |
False |
2,106 |
80 |
1,443.50 |
1,202.00 |
241.50 |
19.0% |
18.00 |
1.4% |
28% |
False |
False |
1,588 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,396.50 |
2.618 |
1,355.75 |
1.618 |
1,330.75 |
1.000 |
1,315.25 |
0.618 |
1,305.75 |
HIGH |
1,290.25 |
0.618 |
1,280.75 |
0.500 |
1,277.75 |
0.382 |
1,274.75 |
LOW |
1,265.25 |
0.618 |
1,249.75 |
1.000 |
1,240.25 |
1.618 |
1,224.75 |
2.618 |
1,199.75 |
4.250 |
1,159.00 |
|
|
Fisher Pivots for day following 07-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
1,277.75 |
1,271.50 |
PP |
1,275.00 |
1,270.75 |
S1 |
1,272.25 |
1,270.00 |
|