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 |
1,896.50 |
1,886.25 |
-10.25 |
-0.5% |
1,833.25 |
High |
1,907.75 |
1,932.00 |
24.25 |
1.3% |
1,932.00 |
Low |
1,876.50 |
1,879.25 |
2.75 |
0.1% |
1,801.75 |
Close |
1,886.00 |
1,923.75 |
37.75 |
2.0% |
1,923.75 |
Range |
31.25 |
52.75 |
21.50 |
68.8% |
130.25 |
ATR |
46.99 |
47.40 |
0.41 |
0.9% |
0.00 |
Volume |
418,191 |
361,538 |
-56,653 |
-13.5% |
1,924,787 |
|
Daily Pivots for day following 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,070.00 |
2,049.50 |
1,952.75 |
|
R3 |
2,017.25 |
1,996.75 |
1,938.25 |
|
R2 |
1,964.50 |
1,964.50 |
1,933.50 |
|
R1 |
1,944.00 |
1,944.00 |
1,928.50 |
1,954.25 |
PP |
1,911.75 |
1,911.75 |
1,911.75 |
1,916.75 |
S1 |
1,891.25 |
1,891.25 |
1,919.00 |
1,901.50 |
S2 |
1,859.00 |
1,859.00 |
1,914.00 |
|
S3 |
1,806.25 |
1,838.50 |
1,909.25 |
|
S4 |
1,753.50 |
1,785.75 |
1,894.75 |
|
|
Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,276.50 |
2,230.50 |
1,995.50 |
|
R3 |
2,146.25 |
2,100.25 |
1,959.50 |
|
R2 |
2,016.00 |
2,016.00 |
1,947.75 |
|
R1 |
1,970.00 |
1,970.00 |
1,935.75 |
1,993.00 |
PP |
1,885.75 |
1,885.75 |
1,885.75 |
1,897.50 |
S1 |
1,839.75 |
1,839.75 |
1,911.75 |
1,862.75 |
S2 |
1,755.50 |
1,755.50 |
1,899.75 |
|
S3 |
1,625.25 |
1,709.50 |
1,888.00 |
|
S4 |
1,495.00 |
1,579.25 |
1,852.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,932.00 |
1,801.75 |
130.25 |
6.8% |
46.75 |
2.4% |
94% |
True |
False |
384,957 |
10 |
1,932.00 |
1,800.00 |
132.00 |
6.9% |
48.00 |
2.5% |
94% |
True |
False |
380,568 |
20 |
1,932.00 |
1,765.25 |
166.75 |
8.7% |
47.00 |
2.4% |
95% |
True |
False |
436,946 |
40 |
2,005.75 |
1,765.25 |
240.50 |
12.5% |
48.25 |
2.5% |
66% |
False |
False |
439,482 |
60 |
2,070.75 |
1,765.25 |
305.50 |
15.9% |
45.50 |
2.4% |
52% |
False |
False |
294,200 |
80 |
2,070.75 |
1,765.25 |
305.50 |
15.9% |
43.00 |
2.2% |
52% |
False |
False |
220,764 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,156.25 |
2.618 |
2,070.00 |
1.618 |
2,017.25 |
1.000 |
1,984.75 |
0.618 |
1,964.50 |
HIGH |
1,932.00 |
0.618 |
1,911.75 |
0.500 |
1,905.50 |
0.382 |
1,899.50 |
LOW |
1,879.25 |
0.618 |
1,846.75 |
1.000 |
1,826.50 |
1.618 |
1,794.00 |
2.618 |
1,741.25 |
4.250 |
1,655.00 |
|
|
Fisher Pivots for day following 08-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
1,917.75 |
1,913.75 |
PP |
1,911.75 |
1,904.00 |
S1 |
1,905.50 |
1,894.00 |
|