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 |
1,249.25 |
1,282.75 |
33.50 |
2.7% |
1,255.25 |
High |
1,284.50 |
1,291.75 |
7.25 |
0.6% |
1,290.00 |
Low |
1,247.25 |
1,275.25 |
28.00 |
2.2% |
1,231.50 |
Close |
1,283.00 |
1,287.75 |
4.75 |
0.4% |
1,260.25 |
Range |
37.25 |
16.50 |
-20.75 |
-55.7% |
58.50 |
ATR |
26.25 |
25.56 |
-0.70 |
-2.7% |
0.00 |
Volume |
1,521,764 |
2,002,327 |
480,563 |
31.6% |
10,008,327 |
|
Daily Pivots for day following 06-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,334.50 |
1,327.50 |
1,296.75 |
|
R3 |
1,318.00 |
1,311.00 |
1,292.25 |
|
R2 |
1,301.50 |
1,301.50 |
1,290.75 |
|
R1 |
1,294.50 |
1,294.50 |
1,289.25 |
1,298.00 |
PP |
1,285.00 |
1,285.00 |
1,285.00 |
1,286.50 |
S1 |
1,278.00 |
1,278.00 |
1,286.25 |
1,281.50 |
S2 |
1,268.50 |
1,268.50 |
1,284.75 |
|
S3 |
1,252.00 |
1,261.50 |
1,283.25 |
|
S4 |
1,235.50 |
1,245.00 |
1,278.75 |
|
|
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 |
1,291.75 |
1,246.25 |
45.50 |
3.5% |
23.50 |
1.8% |
91% |
True |
False |
2,012,873 |
10 |
1,291.75 |
1,231.50 |
60.25 |
4.7% |
25.00 |
1.9% |
93% |
True |
False |
1,950,889 |
20 |
1,291.75 |
1,200.75 |
91.00 |
7.1% |
26.50 |
2.1% |
96% |
True |
False |
2,293,314 |
40 |
1,372.00 |
1,200.75 |
171.25 |
13.3% |
25.75 |
2.0% |
51% |
False |
False |
2,159,195 |
60 |
1,442.25 |
1,200.75 |
241.50 |
18.8% |
24.00 |
1.9% |
36% |
False |
False |
1,445,989 |
80 |
1,442.25 |
1,200.75 |
241.50 |
18.8% |
23.00 |
1.8% |
36% |
False |
False |
1,085,571 |
100 |
1,442.25 |
1,200.75 |
241.50 |
18.8% |
23.00 |
1.8% |
36% |
False |
False |
868,939 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,362.00 |
2.618 |
1,335.00 |
1.618 |
1,318.50 |
1.000 |
1,308.25 |
0.618 |
1,302.00 |
HIGH |
1,291.75 |
0.618 |
1,285.50 |
0.500 |
1,283.50 |
0.382 |
1,281.50 |
LOW |
1,275.25 |
0.618 |
1,265.00 |
1.000 |
1,258.75 |
1.618 |
1,248.50 |
2.618 |
1,232.00 |
4.250 |
1,205.00 |
|
|
Fisher Pivots for day following 06-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
1,286.25 |
1,281.50 |
PP |
1,285.00 |
1,275.25 |
S1 |
1,283.50 |
1,269.00 |
|