Trading Metrics calculated at close of trading on 01-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2008 |
01-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
11,577.99 |
11,379.89 |
-198.10 |
-1.7% |
11,369.47 |
High |
11,578.89 |
11,425.73 |
-153.16 |
-1.3% |
11,586.62 |
Low |
11,363.69 |
11,267.05 |
-96.64 |
-0.9% |
11,125.13 |
Close |
11,378.02 |
11,326.32 |
-51.70 |
-0.5% |
11,326.32 |
Range |
215.20 |
158.68 |
-56.52 |
-26.3% |
461.49 |
ATR |
211.23 |
207.48 |
-3.75 |
-1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,815.74 |
11,729.71 |
11,413.59 |
|
R3 |
11,657.06 |
11,571.03 |
11,369.96 |
|
R2 |
11,498.38 |
11,498.38 |
11,355.41 |
|
R1 |
11,412.35 |
11,412.35 |
11,340.87 |
11,376.03 |
PP |
11,339.70 |
11,339.70 |
11,339.70 |
11,321.54 |
S1 |
11,253.67 |
11,253.67 |
11,311.77 |
11,217.35 |
S2 |
11,181.02 |
11,181.02 |
11,297.23 |
|
S3 |
11,022.34 |
11,094.99 |
11,282.68 |
|
S4 |
10,863.66 |
10,936.31 |
11,239.05 |
|
|
Weekly Pivots for week ending 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,730.49 |
12,489.90 |
11,580.14 |
|
R3 |
12,269.00 |
12,028.41 |
11,453.23 |
|
R2 |
11,807.51 |
11,807.51 |
11,410.93 |
|
R1 |
11,566.92 |
11,566.92 |
11,368.62 |
11,456.47 |
PP |
11,346.02 |
11,346.02 |
11,346.02 |
11,290.80 |
S1 |
11,105.43 |
11,105.43 |
11,284.02 |
10,994.98 |
S2 |
10,884.53 |
10,884.53 |
11,241.71 |
|
S3 |
10,423.04 |
10,643.94 |
11,199.41 |
|
S4 |
9,961.55 |
10,182.45 |
11,072.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,586.62 |
11,125.13 |
461.49 |
4.1% |
215.54 |
1.9% |
44% |
False |
False |
|
10 |
11,698.17 |
11,125.13 |
573.04 |
5.1% |
199.04 |
1.8% |
35% |
False |
False |
|
20 |
11,698.17 |
10,827.71 |
870.46 |
7.7% |
221.56 |
2.0% |
57% |
False |
False |
|
40 |
12,603.07 |
10,827.71 |
1,775.36 |
15.7% |
205.84 |
1.8% |
28% |
False |
False |
|
60 |
13,136.69 |
10,827.71 |
2,308.98 |
20.4% |
190.31 |
1.7% |
22% |
False |
False |
|
80 |
13,136.69 |
10,827.71 |
2,308.98 |
20.4% |
184.62 |
1.6% |
22% |
False |
False |
|
100 |
13,136.69 |
10,827.71 |
2,308.98 |
20.4% |
193.49 |
1.7% |
22% |
False |
False |
|
120 |
13,136.69 |
10,827.71 |
2,308.98 |
20.4% |
198.40 |
1.8% |
22% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,100.12 |
2.618 |
11,841.15 |
1.618 |
11,682.47 |
1.000 |
11,584.41 |
0.618 |
11,523.79 |
HIGH |
11,425.73 |
0.618 |
11,365.11 |
0.500 |
11,346.39 |
0.382 |
11,327.67 |
LOW |
11,267.05 |
0.618 |
11,168.99 |
1.000 |
11,108.37 |
1.618 |
11,010.31 |
2.618 |
10,851.63 |
4.250 |
10,592.66 |
|
|
Fisher Pivots for day following 01-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
11,346.39 |
11,426.84 |
PP |
11,339.70 |
11,393.33 |
S1 |
11,333.01 |
11,359.83 |
|