Trading Metrics calculated at close of trading on 06-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2008 |
06-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
11,286.02 |
11,603.64 |
317.62 |
2.8% |
11,369.47 |
High |
11,615.93 |
11,685.46 |
69.53 |
0.6% |
11,586.62 |
Low |
11,286.02 |
11,521.32 |
235.30 |
2.1% |
11,125.13 |
Close |
11,615.77 |
11,656.07 |
40.30 |
0.3% |
11,326.32 |
Range |
329.91 |
164.14 |
-165.77 |
-50.2% |
461.49 |
ATR |
213.25 |
209.74 |
-3.51 |
-1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,113.37 |
12,048.86 |
11,746.35 |
|
R3 |
11,949.23 |
11,884.72 |
11,701.21 |
|
R2 |
11,785.09 |
11,785.09 |
11,686.16 |
|
R1 |
11,720.58 |
11,720.58 |
11,671.12 |
11,752.84 |
PP |
11,620.95 |
11,620.95 |
11,620.95 |
11,637.08 |
S1 |
11,556.44 |
11,556.44 |
11,641.02 |
11,588.70 |
S2 |
11,456.81 |
11,456.81 |
11,625.98 |
|
S3 |
11,292.67 |
11,392.30 |
11,610.93 |
|
S4 |
11,128.53 |
11,228.16 |
11,565.79 |
|
|
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 |
11,685.46 |
11,221.53 |
463.93 |
4.0% |
205.71 |
1.8% |
94% |
True |
False |
|
10 |
11,685.46 |
11,125.13 |
560.33 |
4.8% |
214.02 |
1.8% |
95% |
True |
False |
|
20 |
11,698.17 |
10,827.71 |
870.46 |
7.5% |
215.75 |
1.9% |
95% |
False |
False |
|
40 |
12,322.82 |
10,827.71 |
1,495.11 |
12.8% |
204.46 |
1.8% |
55% |
False |
False |
|
60 |
13,136.69 |
10,827.71 |
2,308.98 |
19.8% |
194.13 |
1.7% |
36% |
False |
False |
|
80 |
13,136.69 |
10,827.71 |
2,308.98 |
19.8% |
186.34 |
1.6% |
36% |
False |
False |
|
100 |
13,136.69 |
10,827.71 |
2,308.98 |
19.8% |
190.92 |
1.6% |
36% |
False |
False |
|
120 |
13,136.69 |
10,827.71 |
2,308.98 |
19.8% |
198.62 |
1.7% |
36% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,383.06 |
2.618 |
12,115.18 |
1.618 |
11,951.04 |
1.000 |
11,849.60 |
0.618 |
11,786.90 |
HIGH |
11,685.46 |
0.618 |
11,622.76 |
0.500 |
11,603.39 |
0.382 |
11,584.02 |
LOW |
11,521.32 |
0.618 |
11,419.88 |
1.000 |
11,357.18 |
1.618 |
11,255.74 |
2.618 |
11,091.60 |
4.250 |
10,823.73 |
|
|
Fisher Pivots for day following 06-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
11,638.51 |
11,588.55 |
PP |
11,620.95 |
11,521.02 |
S1 |
11,603.39 |
11,453.50 |
|