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 |
1,288.25 |
1,268.00 |
-20.25 |
-1.6% |
1,261.25 |
High |
1,289.00 |
1,298.00 |
9.00 |
0.7% |
1,298.00 |
Low |
1,263.50 |
1,262.00 |
-1.50 |
-0.1% |
1,246.25 |
Close |
1,268.00 |
1,292.25 |
24.25 |
1.9% |
1,292.25 |
Range |
25.50 |
36.00 |
10.50 |
41.2% |
51.75 |
ATR |
25.55 |
26.30 |
0.75 |
2.9% |
0.00 |
Volume |
1,730,315 |
1,993,044 |
262,729 |
15.2% |
9,109,227 |
|
Daily Pivots for day following 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,392.00 |
1,378.25 |
1,312.00 |
|
R3 |
1,356.00 |
1,342.25 |
1,302.25 |
|
R2 |
1,320.00 |
1,320.00 |
1,298.75 |
|
R1 |
1,306.25 |
1,306.25 |
1,295.50 |
1,313.00 |
PP |
1,284.00 |
1,284.00 |
1,284.00 |
1,287.50 |
S1 |
1,270.25 |
1,270.25 |
1,289.00 |
1,277.00 |
S2 |
1,248.00 |
1,248.00 |
1,285.75 |
|
S3 |
1,212.00 |
1,234.25 |
1,282.25 |
|
S4 |
1,176.00 |
1,198.25 |
1,272.50 |
|
|
Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,434.00 |
1,415.00 |
1,320.75 |
|
R3 |
1,382.25 |
1,363.25 |
1,306.50 |
|
R2 |
1,330.50 |
1,330.50 |
1,301.75 |
|
R1 |
1,311.50 |
1,311.50 |
1,297.00 |
1,321.00 |
PP |
1,278.75 |
1,278.75 |
1,278.75 |
1,283.50 |
S1 |
1,259.75 |
1,259.75 |
1,287.50 |
1,269.25 |
S2 |
1,227.00 |
1,227.00 |
1,282.75 |
|
S3 |
1,175.25 |
1,208.00 |
1,278.00 |
|
S4 |
1,123.50 |
1,156.25 |
1,263.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,298.00 |
1,246.25 |
51.75 |
4.0% |
26.50 |
2.0% |
89% |
True |
False |
1,821,845 |
10 |
1,298.00 |
1,231.50 |
66.50 |
5.1% |
26.25 |
2.0% |
91% |
True |
False |
1,911,755 |
20 |
1,298.00 |
1,200.75 |
97.25 |
7.5% |
26.75 |
2.1% |
94% |
True |
False |
2,207,835 |
40 |
1,372.00 |
1,200.75 |
171.25 |
13.3% |
26.00 |
2.0% |
53% |
False |
False |
2,239,899 |
60 |
1,442.25 |
1,200.75 |
241.50 |
18.7% |
24.50 |
1.9% |
38% |
False |
False |
1,507,823 |
80 |
1,442.25 |
1,200.75 |
241.50 |
18.7% |
23.25 |
1.8% |
38% |
False |
False |
1,132,033 |
100 |
1,442.25 |
1,200.75 |
241.50 |
18.7% |
23.25 |
1.8% |
38% |
False |
False |
906,172 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,451.00 |
2.618 |
1,392.25 |
1.618 |
1,356.25 |
1.000 |
1,334.00 |
0.618 |
1,320.25 |
HIGH |
1,298.00 |
0.618 |
1,284.25 |
0.500 |
1,280.00 |
0.382 |
1,275.75 |
LOW |
1,262.00 |
0.618 |
1,239.75 |
1.000 |
1,226.00 |
1.618 |
1,203.75 |
2.618 |
1,167.75 |
4.250 |
1,109.00 |
|
|
Fisher Pivots for day following 08-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
1,288.25 |
1,288.25 |
PP |
1,284.00 |
1,284.00 |
S1 |
1,280.00 |
1,280.00 |
|