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 |
11,580 |
11,354 |
-226 |
-2.0% |
11,332 |
High |
11,601 |
11,438 |
-163 |
-1.4% |
11,601 |
Low |
11,341 |
11,243 |
-98 |
-0.9% |
11,101 |
Close |
11,359 |
11,306 |
-53 |
-0.5% |
11,306 |
Range |
260 |
195 |
-65 |
-25.0% |
500 |
ATR |
232 |
229 |
-3 |
-1.1% |
0 |
Volume |
219,961 |
213,190 |
-6,771 |
-3.1% |
941,715 |
|
Daily Pivots for day following 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,914 |
11,805 |
11,413 |
|
R3 |
11,719 |
11,610 |
11,360 |
|
R2 |
11,524 |
11,524 |
11,342 |
|
R1 |
11,415 |
11,415 |
11,324 |
11,372 |
PP |
11,329 |
11,329 |
11,329 |
11,308 |
S1 |
11,220 |
11,220 |
11,288 |
11,177 |
S2 |
11,134 |
11,134 |
11,270 |
|
S3 |
10,939 |
11,025 |
11,253 |
|
S4 |
10,744 |
10,830 |
11,199 |
|
|
Weekly Pivots for week ending 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,836 |
12,571 |
11,581 |
|
R3 |
12,336 |
12,071 |
11,444 |
|
R2 |
11,836 |
11,836 |
11,398 |
|
R1 |
11,571 |
11,571 |
11,352 |
11,454 |
PP |
11,336 |
11,336 |
11,336 |
11,277 |
S1 |
11,071 |
11,071 |
11,260 |
10,954 |
S2 |
10,836 |
10,836 |
11,214 |
|
S3 |
10,336 |
10,571 |
11,169 |
|
S4 |
9,836 |
10,071 |
11,031 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,601 |
11,101 |
500 |
4.4% |
240 |
2.1% |
41% |
False |
False |
188,343 |
10 |
11,682 |
11,101 |
581 |
5.1% |
218 |
1.9% |
35% |
False |
False |
181,325 |
20 |
11,682 |
10,812 |
870 |
7.7% |
248 |
2.2% |
57% |
False |
False |
219,081 |
40 |
12,655 |
10,812 |
1,843 |
16.3% |
228 |
2.0% |
27% |
False |
False |
182,157 |
60 |
13,139 |
10,812 |
2,327 |
20.6% |
206 |
1.8% |
21% |
False |
False |
121,509 |
80 |
13,140 |
10,812 |
2,328 |
20.6% |
196 |
1.7% |
21% |
False |
False |
91,148 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,267 |
2.618 |
11,949 |
1.618 |
11,754 |
1.000 |
11,633 |
0.618 |
11,559 |
HIGH |
11,438 |
0.618 |
11,364 |
0.500 |
11,341 |
0.382 |
11,318 |
LOW |
11,243 |
0.618 |
11,123 |
1.000 |
11,048 |
1.618 |
10,928 |
2.618 |
10,733 |
4.250 |
10,414 |
|
|
Fisher Pivots for day following 01-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
11,341 |
11,422 |
PP |
11,329 |
11,383 |
S1 |
11,318 |
11,345 |
|