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 |
11,655.42 |
11,432.09 |
-223.33 |
-1.9% |
11,326.32 |
High |
11,655.58 |
11,759.96 |
104.38 |
0.9% |
11,759.96 |
Low |
11,416.70 |
11,388.04 |
-28.66 |
-0.3% |
11,221.53 |
Close |
11,431.43 |
11,734.32 |
302.89 |
2.6% |
11,734.32 |
Range |
238.88 |
371.92 |
133.04 |
55.7% |
538.43 |
ATR |
211.86 |
223.29 |
11.43 |
5.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,743.20 |
12,610.68 |
11,938.88 |
|
R3 |
12,371.28 |
12,238.76 |
11,836.60 |
|
R2 |
11,999.36 |
11,999.36 |
11,802.51 |
|
R1 |
11,866.84 |
11,866.84 |
11,768.41 |
11,933.10 |
PP |
11,627.44 |
11,627.44 |
11,627.44 |
11,660.57 |
S1 |
11,494.92 |
11,494.92 |
11,700.23 |
11,561.18 |
S2 |
11,255.52 |
11,255.52 |
11,666.13 |
|
S3 |
10,883.60 |
11,123.00 |
11,632.04 |
|
S4 |
10,511.68 |
10,751.08 |
11,529.76 |
|
|
Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,187.23 |
12,999.20 |
12,030.46 |
|
R3 |
12,648.80 |
12,460.77 |
11,882.39 |
|
R2 |
12,110.37 |
12,110.37 |
11,833.03 |
|
R1 |
11,922.34 |
11,922.34 |
11,783.68 |
12,016.36 |
PP |
11,571.94 |
11,571.94 |
11,571.94 |
11,618.94 |
S1 |
11,383.91 |
11,383.91 |
11,684.96 |
11,477.93 |
S2 |
11,033.51 |
11,033.51 |
11,635.61 |
|
S3 |
10,495.08 |
10,845.48 |
11,586.25 |
|
S4 |
9,956.65 |
10,307.05 |
11,438.18 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,759.96 |
11,221.53 |
538.43 |
4.6% |
253.10 |
2.2% |
95% |
True |
False |
|
10 |
11,759.96 |
11,125.13 |
634.83 |
5.4% |
234.32 |
2.0% |
96% |
True |
False |
|
20 |
11,759.96 |
10,827.71 |
932.25 |
7.9% |
223.95 |
1.9% |
97% |
True |
False |
|
40 |
12,322.82 |
10,827.71 |
1,495.11 |
12.7% |
209.73 |
1.8% |
61% |
False |
False |
|
60 |
13,136.69 |
10,827.71 |
2,308.98 |
19.7% |
199.67 |
1.7% |
39% |
False |
False |
|
80 |
13,136.69 |
10,827.71 |
2,308.98 |
19.7% |
189.32 |
1.6% |
39% |
False |
False |
|
100 |
13,136.69 |
10,827.71 |
2,308.98 |
19.7% |
189.66 |
1.6% |
39% |
False |
False |
|
120 |
13,136.69 |
10,827.71 |
2,308.98 |
19.7% |
201.21 |
1.7% |
39% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,340.62 |
2.618 |
12,733.65 |
1.618 |
12,361.73 |
1.000 |
12,131.88 |
0.618 |
11,989.81 |
HIGH |
11,759.96 |
0.618 |
11,617.89 |
0.500 |
11,574.00 |
0.382 |
11,530.11 |
LOW |
11,388.04 |
0.618 |
11,158.19 |
1.000 |
11,016.12 |
1.618 |
10,786.27 |
2.618 |
10,414.35 |
4.250 |
9,807.38 |
|
|
Fisher Pivots for day following 08-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
11,680.88 |
11,680.88 |
PP |
11,627.44 |
11,627.44 |
S1 |
11,574.00 |
11,574.00 |
|