Trading Metrics calculated at close of trading on 04-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2008 |
04-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
11,379.89 |
11,326.32 |
-53.57 |
-0.5% |
11,369.47 |
High |
11,425.73 |
11,382.17 |
-43.56 |
-0.4% |
11,586.62 |
Low |
11,267.05 |
11,221.53 |
-45.52 |
-0.4% |
11,125.13 |
Close |
11,326.32 |
11,284.15 |
-42.17 |
-0.4% |
11,326.32 |
Range |
158.68 |
160.64 |
1.96 |
1.2% |
461.49 |
ATR |
207.48 |
204.13 |
-3.35 |
-1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,777.87 |
11,691.65 |
11,372.50 |
|
R3 |
11,617.23 |
11,531.01 |
11,328.33 |
|
R2 |
11,456.59 |
11,456.59 |
11,313.60 |
|
R1 |
11,370.37 |
11,370.37 |
11,298.88 |
11,333.16 |
PP |
11,295.95 |
11,295.95 |
11,295.95 |
11,277.35 |
S1 |
11,209.73 |
11,209.73 |
11,269.42 |
11,172.52 |
S2 |
11,135.31 |
11,135.31 |
11,254.70 |
|
S3 |
10,974.67 |
11,049.09 |
11,239.97 |
|
S4 |
10,814.03 |
10,888.45 |
11,195.80 |
|
|
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 |
11,128.06 |
458.56 |
4.1% |
198.78 |
1.8% |
34% |
False |
False |
|
10 |
11,698.17 |
11,125.13 |
573.04 |
5.1% |
201.53 |
1.8% |
28% |
False |
False |
|
20 |
11,698.17 |
10,827.71 |
870.46 |
7.7% |
215.67 |
1.9% |
52% |
False |
False |
|
40 |
12,369.23 |
10,827.71 |
1,541.52 |
13.7% |
199.58 |
1.8% |
30% |
False |
False |
|
60 |
13,136.69 |
10,827.71 |
2,308.98 |
20.5% |
191.07 |
1.7% |
20% |
False |
False |
|
80 |
13,136.69 |
10,827.71 |
2,308.98 |
20.5% |
184.73 |
1.6% |
20% |
False |
False |
|
100 |
13,136.69 |
10,827.71 |
2,308.98 |
20.5% |
192.98 |
1.7% |
20% |
False |
False |
|
120 |
13,136.69 |
10,827.71 |
2,308.98 |
20.5% |
197.84 |
1.8% |
20% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,064.89 |
2.618 |
11,802.73 |
1.618 |
11,642.09 |
1.000 |
11,542.81 |
0.618 |
11,481.45 |
HIGH |
11,382.17 |
0.618 |
11,320.81 |
0.500 |
11,301.85 |
0.382 |
11,282.89 |
LOW |
11,221.53 |
0.618 |
11,122.25 |
1.000 |
11,060.89 |
1.618 |
10,961.61 |
2.618 |
10,800.97 |
4.250 |
10,538.81 |
|
|
Fisher Pivots for day following 04-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
11,301.85 |
11,400.21 |
PP |
11,295.95 |
11,361.52 |
S1 |
11,290.05 |
11,322.84 |
|