Trading Metrics calculated at close of trading on 07-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2008 |
07-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
1,282.75 |
1,288.25 |
5.50 |
0.4% |
1,255.25 |
High |
1,291.75 |
1,289.00 |
-2.75 |
-0.2% |
1,290.00 |
Low |
1,275.25 |
1,263.50 |
-11.75 |
-0.9% |
1,231.50 |
Close |
1,287.75 |
1,268.00 |
-19.75 |
-1.5% |
1,260.25 |
Range |
16.50 |
25.50 |
9.00 |
54.5% |
58.50 |
ATR |
25.56 |
25.55 |
0.00 |
0.0% |
0.00 |
Volume |
2,002,327 |
1,730,315 |
-272,012 |
-13.6% |
10,008,327 |
|
Daily Pivots for day following 07-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,350.00 |
1,334.50 |
1,282.00 |
|
R3 |
1,324.50 |
1,309.00 |
1,275.00 |
|
R2 |
1,299.00 |
1,299.00 |
1,272.75 |
|
R1 |
1,283.50 |
1,283.50 |
1,270.25 |
1,278.50 |
PP |
1,273.50 |
1,273.50 |
1,273.50 |
1,271.00 |
S1 |
1,258.00 |
1,258.00 |
1,265.75 |
1,253.00 |
S2 |
1,248.00 |
1,248.00 |
1,263.25 |
|
S3 |
1,222.50 |
1,232.50 |
1,261.00 |
|
S4 |
1,197.00 |
1,207.00 |
1,254.00 |
|
|
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 |
3.6% |
23.75 |
1.9% |
48% |
False |
False |
1,889,269 |
10 |
1,291.75 |
1,231.50 |
60.25 |
4.8% |
24.00 |
1.9% |
61% |
False |
False |
1,911,346 |
20 |
1,291.75 |
1,200.75 |
91.00 |
7.2% |
26.75 |
2.1% |
74% |
False |
False |
2,259,578 |
40 |
1,372.00 |
1,200.75 |
171.25 |
13.5% |
25.75 |
2.0% |
39% |
False |
False |
2,198,592 |
60 |
1,442.25 |
1,200.75 |
241.50 |
19.0% |
24.00 |
1.9% |
28% |
False |
False |
1,474,768 |
80 |
1,442.25 |
1,200.75 |
241.50 |
19.0% |
23.00 |
1.8% |
28% |
False |
False |
1,107,169 |
100 |
1,442.25 |
1,200.75 |
241.50 |
19.0% |
23.25 |
1.8% |
28% |
False |
False |
886,242 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,397.50 |
2.618 |
1,355.75 |
1.618 |
1,330.25 |
1.000 |
1,314.50 |
0.618 |
1,304.75 |
HIGH |
1,289.00 |
0.618 |
1,279.25 |
0.500 |
1,276.25 |
0.382 |
1,273.25 |
LOW |
1,263.50 |
0.618 |
1,247.75 |
1.000 |
1,238.00 |
1.618 |
1,222.25 |
2.618 |
1,196.75 |
4.250 |
1,155.00 |
|
|
Fisher Pivots for day following 07-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
1,276.25 |
1,269.50 |
PP |
1,273.50 |
1,269.00 |
S1 |
1,270.75 |
1,268.50 |
|