Trading Metrics calculated at close of trading on 04-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2008 |
04-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
11,354 |
11,310 |
-44 |
-0.4% |
11,332 |
High |
11,438 |
11,362 |
-76 |
-0.7% |
11,601 |
Low |
11,243 |
11,197 |
-46 |
-0.4% |
11,101 |
Close |
11,306 |
11,271 |
-35 |
-0.3% |
11,306 |
Range |
195 |
165 |
-30 |
-15.4% |
500 |
ATR |
229 |
225 |
-5 |
-2.0% |
0 |
Volume |
213,190 |
208,379 |
-4,811 |
-2.3% |
941,715 |
|
Daily Pivots for day following 04-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,772 |
11,686 |
11,362 |
|
R3 |
11,607 |
11,521 |
11,317 |
|
R2 |
11,442 |
11,442 |
11,301 |
|
R1 |
11,356 |
11,356 |
11,286 |
11,317 |
PP |
11,277 |
11,277 |
11,277 |
11,257 |
S1 |
11,191 |
11,191 |
11,256 |
11,152 |
S2 |
11,112 |
11,112 |
11,241 |
|
S3 |
10,947 |
11,026 |
11,226 |
|
S4 |
10,782 |
10,861 |
11,180 |
|
|
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% |
225 |
2.0% |
34% |
False |
False |
197,163 |
10 |
11,682 |
11,101 |
581 |
5.2% |
219 |
1.9% |
29% |
False |
False |
185,051 |
20 |
11,682 |
10,812 |
870 |
7.7% |
242 |
2.1% |
53% |
False |
False |
220,989 |
40 |
12,372 |
10,812 |
1,560 |
13.8% |
221 |
2.0% |
29% |
False |
False |
187,344 |
60 |
13,139 |
10,812 |
2,327 |
20.6% |
206 |
1.8% |
20% |
False |
False |
124,979 |
80 |
13,140 |
10,812 |
2,328 |
20.7% |
194 |
1.7% |
20% |
False |
False |
93,752 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,063 |
2.618 |
11,794 |
1.618 |
11,629 |
1.000 |
11,527 |
0.618 |
11,464 |
HIGH |
11,362 |
0.618 |
11,299 |
0.500 |
11,280 |
0.382 |
11,260 |
LOW |
11,197 |
0.618 |
11,095 |
1.000 |
11,032 |
1.618 |
10,930 |
2.618 |
10,765 |
4.250 |
10,496 |
|
|
Fisher Pivots for day following 04-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
11,280 |
11,399 |
PP |
11,277 |
11,356 |
S1 |
11,274 |
11,314 |
|