Trading Metrics calculated at close of trading on 05-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2008 |
05-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
11,310 |
11,274 |
-36 |
-0.3% |
11,332 |
High |
11,362 |
11,599 |
237 |
2.1% |
11,601 |
Low |
11,197 |
11,259 |
62 |
0.6% |
11,101 |
Close |
11,271 |
11,585 |
314 |
2.8% |
11,306 |
Range |
165 |
340 |
175 |
106.1% |
500 |
ATR |
225 |
233 |
8 |
3.7% |
0 |
Volume |
208,379 |
167,369 |
-41,010 |
-19.7% |
941,715 |
|
Daily Pivots for day following 05-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,501 |
12,383 |
11,772 |
|
R3 |
12,161 |
12,043 |
11,679 |
|
R2 |
11,821 |
11,821 |
11,647 |
|
R1 |
11,703 |
11,703 |
11,616 |
11,762 |
PP |
11,481 |
11,481 |
11,481 |
11,511 |
S1 |
11,363 |
11,363 |
11,554 |
11,422 |
S2 |
11,141 |
11,141 |
11,523 |
|
S3 |
10,801 |
11,023 |
11,492 |
|
S4 |
10,461 |
10,683 |
11,398 |
|
|
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 |
11,197 |
404 |
3.5% |
237 |
2.0% |
96% |
False |
False |
198,455 |
10 |
11,682 |
11,101 |
581 |
5.0% |
227 |
2.0% |
83% |
False |
False |
187,109 |
20 |
11,682 |
10,812 |
870 |
7.5% |
244 |
2.1% |
89% |
False |
False |
216,572 |
40 |
12,372 |
10,812 |
1,560 |
13.5% |
226 |
1.9% |
50% |
False |
False |
191,488 |
60 |
13,139 |
10,812 |
2,327 |
20.1% |
209 |
1.8% |
33% |
False |
False |
127,767 |
80 |
13,140 |
10,812 |
2,328 |
20.1% |
197 |
1.7% |
33% |
False |
False |
95,844 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,044 |
2.618 |
12,489 |
1.618 |
12,149 |
1.000 |
11,939 |
0.618 |
11,809 |
HIGH |
11,599 |
0.618 |
11,469 |
0.500 |
11,429 |
0.382 |
11,389 |
LOW |
11,259 |
0.618 |
11,049 |
1.000 |
10,919 |
1.618 |
10,709 |
2.618 |
10,369 |
4.250 |
9,814 |
|
|
Fisher Pivots for day following 05-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
11,533 |
11,523 |
PP |
11,481 |
11,460 |
S1 |
11,429 |
11,398 |
|