Trading Metrics calculated at close of trading on 01-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2008 |
01-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
1,857.25 |
1,854.50 |
-2.75 |
-0.1% |
1,845.25 |
High |
1,878.75 |
1,863.25 |
-15.50 |
-0.8% |
1,878.75 |
Low |
1,832.50 |
1,806.75 |
-25.75 |
-1.4% |
1,800.00 |
Close |
1,853.75 |
1,833.00 |
-20.75 |
-1.1% |
1,833.00 |
Range |
46.25 |
56.50 |
10.25 |
22.2% |
78.75 |
ATR |
46.96 |
47.64 |
0.68 |
1.5% |
0.00 |
Volume |
412,764 |
448,365 |
35,601 |
8.6% |
1,880,899 |
|
Daily Pivots for day following 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,003.75 |
1,975.00 |
1,864.00 |
|
R3 |
1,947.25 |
1,918.50 |
1,848.50 |
|
R2 |
1,890.75 |
1,890.75 |
1,843.25 |
|
R1 |
1,862.00 |
1,862.00 |
1,838.25 |
1,848.00 |
PP |
1,834.25 |
1,834.25 |
1,834.25 |
1,827.50 |
S1 |
1,805.50 |
1,805.50 |
1,827.75 |
1,791.50 |
S2 |
1,777.75 |
1,777.75 |
1,822.75 |
|
S3 |
1,721.25 |
1,749.00 |
1,817.50 |
|
S4 |
1,664.75 |
1,692.50 |
1,802.00 |
|
|
Weekly Pivots for week ending 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,073.50 |
2,032.00 |
1,876.25 |
|
R3 |
1,994.75 |
1,953.25 |
1,854.75 |
|
R2 |
1,916.00 |
1,916.00 |
1,847.50 |
|
R1 |
1,874.50 |
1,874.50 |
1,840.25 |
1,856.00 |
PP |
1,837.25 |
1,837.25 |
1,837.25 |
1,828.00 |
S1 |
1,795.75 |
1,795.75 |
1,825.75 |
1,777.00 |
S2 |
1,758.50 |
1,758.50 |
1,818.50 |
|
S3 |
1,679.75 |
1,717.00 |
1,811.25 |
|
S4 |
1,601.00 |
1,638.25 |
1,789.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,878.75 |
1,800.00 |
78.75 |
4.3% |
49.00 |
2.7% |
42% |
False |
False |
376,179 |
10 |
1,878.75 |
1,787.75 |
91.00 |
5.0% |
45.50 |
2.5% |
50% |
False |
False |
398,670 |
20 |
1,878.75 |
1,765.25 |
113.50 |
6.2% |
49.50 |
2.7% |
60% |
False |
False |
454,178 |
40 |
2,070.75 |
1,765.25 |
305.50 |
16.7% |
49.00 |
2.7% |
22% |
False |
False |
392,779 |
60 |
2,070.75 |
1,765.25 |
305.50 |
16.7% |
44.25 |
2.4% |
22% |
False |
False |
262,157 |
80 |
2,070.75 |
1,765.25 |
305.50 |
16.7% |
42.75 |
2.3% |
22% |
False |
False |
196,762 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,103.50 |
2.618 |
2,011.25 |
1.618 |
1,954.75 |
1.000 |
1,919.75 |
0.618 |
1,898.25 |
HIGH |
1,863.25 |
0.618 |
1,841.75 |
0.500 |
1,835.00 |
0.382 |
1,828.25 |
LOW |
1,806.75 |
0.618 |
1,771.75 |
1.000 |
1,750.25 |
1.618 |
1,715.25 |
2.618 |
1,658.75 |
4.250 |
1,566.50 |
|
|
Fisher Pivots for day following 01-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
1,835.00 |
1,842.75 |
PP |
1,834.25 |
1,839.50 |
S1 |
1,833.75 |
1,836.25 |
|