Trading Metrics calculated at close of trading on 05-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2008 |
05-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
1,261.25 |
1,249.25 |
-12.00 |
-1.0% |
1,255.25 |
High |
1,263.25 |
1,284.50 |
21.25 |
1.7% |
1,290.00 |
Low |
1,246.25 |
1,247.25 |
1.00 |
0.1% |
1,231.50 |
Close |
1,248.75 |
1,283.00 |
34.25 |
2.7% |
1,260.25 |
Range |
17.00 |
37.25 |
20.25 |
119.1% |
58.50 |
ATR |
25.41 |
26.25 |
0.85 |
3.3% |
0.00 |
Volume |
1,861,777 |
1,521,764 |
-340,013 |
-18.3% |
10,008,327 |
|
Daily Pivots for day following 05-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,383.25 |
1,370.50 |
1,303.50 |
|
R3 |
1,346.00 |
1,333.25 |
1,293.25 |
|
R2 |
1,308.75 |
1,308.75 |
1,289.75 |
|
R1 |
1,296.00 |
1,296.00 |
1,286.50 |
1,302.50 |
PP |
1,271.50 |
1,271.50 |
1,271.50 |
1,274.75 |
S1 |
1,258.75 |
1,258.75 |
1,279.50 |
1,265.00 |
S2 |
1,234.25 |
1,234.25 |
1,276.25 |
|
S3 |
1,197.00 |
1,221.50 |
1,272.75 |
|
S4 |
1,159.75 |
1,184.25 |
1,262.50 |
|
|
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 |
1,246.25 |
43.75 |
3.4% |
25.25 |
2.0% |
84% |
False |
False |
2,031,638 |
10 |
1,291.25 |
1,231.50 |
59.75 |
4.7% |
25.00 |
2.0% |
86% |
False |
False |
1,960,984 |
20 |
1,291.25 |
1,200.75 |
90.50 |
7.1% |
27.50 |
2.1% |
91% |
False |
False |
2,330,795 |
40 |
1,372.00 |
1,200.75 |
171.25 |
13.3% |
26.00 |
2.0% |
48% |
False |
False |
2,111,042 |
60 |
1,442.25 |
1,200.75 |
241.50 |
18.8% |
24.00 |
1.9% |
34% |
False |
False |
1,412,677 |
80 |
1,442.25 |
1,200.75 |
241.50 |
18.8% |
23.00 |
1.8% |
34% |
False |
False |
1,060,546 |
100 |
1,442.25 |
1,200.75 |
241.50 |
18.8% |
23.25 |
1.8% |
34% |
False |
False |
848,916 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,442.75 |
2.618 |
1,382.00 |
1.618 |
1,344.75 |
1.000 |
1,321.75 |
0.618 |
1,307.50 |
HIGH |
1,284.50 |
0.618 |
1,270.25 |
0.500 |
1,266.00 |
0.382 |
1,261.50 |
LOW |
1,247.25 |
0.618 |
1,224.25 |
1.000 |
1,210.00 |
1.618 |
1,187.00 |
2.618 |
1,149.75 |
4.250 |
1,089.00 |
|
|
Fisher Pivots for day following 05-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
1,277.25 |
1,277.00 |
PP |
1,271.50 |
1,271.25 |
S1 |
1,266.00 |
1,265.50 |
|