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 |
1,266.50 |
1,261.25 |
-5.25 |
-0.4% |
1,255.25 |
High |
1,275.00 |
1,263.25 |
-11.75 |
-0.9% |
1,290.00 |
Low |
1,253.00 |
1,246.25 |
-6.75 |
-0.5% |
1,231.50 |
Close |
1,260.25 |
1,248.75 |
-11.50 |
-0.9% |
1,260.25 |
Range |
22.00 |
17.00 |
-5.00 |
-22.7% |
58.50 |
ATR |
26.05 |
25.41 |
-0.65 |
-2.5% |
0.00 |
Volume |
2,330,165 |
1,861,777 |
-468,388 |
-20.1% |
10,008,327 |
|
Daily Pivots for day following 04-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,303.75 |
1,293.25 |
1,258.00 |
|
R3 |
1,286.75 |
1,276.25 |
1,253.50 |
|
R2 |
1,269.75 |
1,269.75 |
1,251.75 |
|
R1 |
1,259.25 |
1,259.25 |
1,250.25 |
1,256.00 |
PP |
1,252.75 |
1,252.75 |
1,252.75 |
1,251.00 |
S1 |
1,242.25 |
1,242.25 |
1,247.25 |
1,239.00 |
S2 |
1,235.75 |
1,235.75 |
1,245.75 |
|
S3 |
1,218.75 |
1,225.25 |
1,244.00 |
|
S4 |
1,201.75 |
1,208.25 |
1,239.50 |
|
|
Weekly Pivots for week ending 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,436.00 |
1,406.75 |
1,292.50 |
|
R3 |
1,377.50 |
1,348.25 |
1,276.25 |
|
R2 |
1,319.00 |
1,319.00 |
1,271.00 |
|
R1 |
1,289.75 |
1,289.75 |
1,265.50 |
1,304.50 |
PP |
1,260.50 |
1,260.50 |
1,260.50 |
1,268.00 |
S1 |
1,231.25 |
1,231.25 |
1,255.00 |
1,246.00 |
S2 |
1,202.00 |
1,202.00 |
1,249.50 |
|
S3 |
1,143.50 |
1,172.75 |
1,244.25 |
|
S4 |
1,085.00 |
1,114.25 |
1,228.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,290.00 |
1,231.50 |
58.50 |
4.7% |
24.25 |
1.9% |
29% |
False |
False |
2,051,215 |
10 |
1,291.25 |
1,231.50 |
59.75 |
4.8% |
24.50 |
2.0% |
29% |
False |
False |
1,962,422 |
20 |
1,291.25 |
1,200.75 |
90.50 |
7.2% |
27.50 |
2.2% |
53% |
False |
False |
2,383,735 |
40 |
1,373.25 |
1,200.75 |
172.50 |
13.8% |
25.50 |
2.0% |
28% |
False |
False |
2,074,875 |
60 |
1,442.25 |
1,200.75 |
241.50 |
19.3% |
23.75 |
1.9% |
20% |
False |
False |
1,387,367 |
80 |
1,442.25 |
1,200.75 |
241.50 |
19.3% |
22.75 |
1.8% |
20% |
False |
False |
1,041,559 |
100 |
1,442.25 |
1,200.75 |
241.50 |
19.3% |
23.50 |
1.9% |
20% |
False |
False |
833,698 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,335.50 |
2.618 |
1,307.75 |
1.618 |
1,290.75 |
1.000 |
1,280.25 |
0.618 |
1,273.75 |
HIGH |
1,263.25 |
0.618 |
1,256.75 |
0.500 |
1,254.75 |
0.382 |
1,252.75 |
LOW |
1,246.25 |
0.618 |
1,235.75 |
1.000 |
1,229.25 |
1.618 |
1,218.75 |
2.618 |
1,201.75 |
4.250 |
1,174.00 |
|
|
Fisher Pivots for day following 04-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
1,254.75 |
1,268.00 |
PP |
1,252.75 |
1,261.75 |
S1 |
1,250.75 |
1,255.25 |
|