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 |
1,811.50 |
1,869.00 |
57.50 |
3.2% |
1,845.25 |
High |
1,874.00 |
1,906.75 |
32.75 |
1.7% |
1,878.75 |
Low |
1,810.00 |
1,856.00 |
46.00 |
2.5% |
1,800.00 |
Close |
1,869.00 |
1,896.25 |
27.25 |
1.5% |
1,833.00 |
Range |
64.00 |
50.75 |
-13.25 |
-20.7% |
78.75 |
ATR |
48.00 |
48.20 |
0.20 |
0.4% |
0.00 |
Volume |
282,460 |
408,417 |
125,957 |
44.6% |
1,880,899 |
|
Daily Pivots for day following 06-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,038.50 |
2,018.25 |
1,924.25 |
|
R3 |
1,987.75 |
1,967.50 |
1,910.25 |
|
R2 |
1,937.00 |
1,937.00 |
1,905.50 |
|
R1 |
1,916.75 |
1,916.75 |
1,901.00 |
1,927.00 |
PP |
1,886.25 |
1,886.25 |
1,886.25 |
1,891.50 |
S1 |
1,866.00 |
1,866.00 |
1,891.50 |
1,876.00 |
S2 |
1,835.50 |
1,835.50 |
1,887.00 |
|
S3 |
1,784.75 |
1,815.25 |
1,882.25 |
|
S4 |
1,734.00 |
1,764.50 |
1,868.25 |
|
|
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 |
1,906.75 |
1,801.75 |
105.00 |
5.5% |
50.50 |
2.7% |
90% |
True |
False |
401,237 |
10 |
1,906.75 |
1,800.00 |
106.75 |
5.6% |
48.50 |
2.6% |
90% |
True |
False |
393,255 |
20 |
1,906.75 |
1,765.25 |
141.50 |
7.5% |
48.50 |
2.6% |
93% |
True |
False |
445,223 |
40 |
2,005.75 |
1,765.25 |
240.50 |
12.7% |
48.75 |
2.6% |
54% |
False |
False |
421,101 |
60 |
2,070.75 |
1,765.25 |
305.50 |
16.1% |
45.25 |
2.4% |
43% |
False |
False |
281,216 |
80 |
2,070.75 |
1,765.25 |
305.50 |
16.1% |
43.00 |
2.3% |
43% |
False |
False |
211,056 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,122.50 |
2.618 |
2,039.50 |
1.618 |
1,988.75 |
1.000 |
1,957.50 |
0.618 |
1,938.00 |
HIGH |
1,906.75 |
0.618 |
1,887.25 |
0.500 |
1,881.50 |
0.382 |
1,875.50 |
LOW |
1,856.00 |
0.618 |
1,824.75 |
1.000 |
1,805.25 |
1.618 |
1,774.00 |
2.618 |
1,723.25 |
4.250 |
1,640.25 |
|
|
Fisher Pivots for day following 06-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
1,891.25 |
1,882.25 |
PP |
1,886.25 |
1,868.25 |
S1 |
1,881.50 |
1,854.25 |
|