Trading Metrics calculated at close of trading on 08-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2008 |
08-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
1,289.00 |
1,270.00 |
-19.00 |
-1.5% |
1,260.50 |
High |
1,290.25 |
1,299.25 |
9.00 |
0.7% |
1,299.25 |
Low |
1,265.25 |
1,263.50 |
-1.75 |
-0.1% |
1,248.00 |
Close |
1,269.50 |
1,294.00 |
24.50 |
1.9% |
1,294.00 |
Range |
25.00 |
35.75 |
10.75 |
43.0% |
51.25 |
ATR |
24.46 |
25.27 |
0.81 |
3.3% |
0.00 |
Volume |
3,785 |
6,634 |
2,849 |
75.3% |
18,908 |
|
Daily Pivots for day following 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,392.75 |
1,379.25 |
1,313.75 |
|
R3 |
1,357.00 |
1,343.50 |
1,303.75 |
|
R2 |
1,321.25 |
1,321.25 |
1,300.50 |
|
R1 |
1,307.75 |
1,307.75 |
1,297.25 |
1,314.50 |
PP |
1,285.50 |
1,285.50 |
1,285.50 |
1,289.00 |
S1 |
1,272.00 |
1,272.00 |
1,290.75 |
1,278.75 |
S2 |
1,249.75 |
1,249.75 |
1,287.50 |
|
S3 |
1,214.00 |
1,236.25 |
1,284.25 |
|
S4 |
1,178.25 |
1,200.50 |
1,274.25 |
|
|
Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,434.25 |
1,415.25 |
1,322.25 |
|
R3 |
1,383.00 |
1,364.00 |
1,308.00 |
|
R2 |
1,331.75 |
1,331.75 |
1,303.50 |
|
R1 |
1,312.75 |
1,312.75 |
1,298.75 |
1,322.25 |
PP |
1,280.50 |
1,280.50 |
1,280.50 |
1,285.00 |
S1 |
1,261.50 |
1,261.50 |
1,289.25 |
1,271.00 |
S2 |
1,229.25 |
1,229.25 |
1,284.50 |
|
S3 |
1,178.00 |
1,210.25 |
1,280.00 |
|
S4 |
1,126.75 |
1,159.00 |
1,265.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,299.25 |
1,248.00 |
51.25 |
4.0% |
25.75 |
2.0% |
90% |
True |
False |
3,781 |
10 |
1,299.25 |
1,234.00 |
65.25 |
5.0% |
25.50 |
2.0% |
92% |
True |
False |
3,399 |
20 |
1,299.25 |
1,202.00 |
97.25 |
7.5% |
26.00 |
2.0% |
95% |
True |
False |
3,786 |
40 |
1,371.75 |
1,202.00 |
169.75 |
13.1% |
24.50 |
1.9% |
54% |
False |
False |
3,185 |
60 |
1,443.50 |
1,202.00 |
241.50 |
18.7% |
21.75 |
1.7% |
38% |
False |
False |
2,217 |
80 |
1,443.50 |
1,202.00 |
241.50 |
18.7% |
18.50 |
1.4% |
38% |
False |
False |
1,671 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,451.25 |
2.618 |
1,392.75 |
1.618 |
1,357.00 |
1.000 |
1,335.00 |
0.618 |
1,321.25 |
HIGH |
1,299.25 |
0.618 |
1,285.50 |
0.500 |
1,281.50 |
0.382 |
1,277.25 |
LOW |
1,263.50 |
0.618 |
1,241.50 |
1.000 |
1,227.75 |
1.618 |
1,205.75 |
2.618 |
1,170.00 |
4.250 |
1,111.50 |
|
|
Fisher Pivots for day following 08-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
1,289.75 |
1,289.75 |
PP |
1,285.50 |
1,285.50 |
S1 |
1,281.50 |
1,281.50 |
|