Trading Metrics calculated at close of trading on 07-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2008 |
07-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
11,579 |
11,628 |
49 |
0.4% |
11,332 |
High |
11,672 |
11,629 |
-43 |
-0.4% |
11,601 |
Low |
11,507 |
11,401 |
-106 |
-0.9% |
11,101 |
Close |
11,631 |
11,439 |
-192 |
-1.7% |
11,306 |
Range |
165 |
228 |
63 |
38.2% |
500 |
ATR |
228 |
228 |
0 |
0.1% |
0 |
Volume |
205,837 |
185,946 |
-19,891 |
-9.7% |
941,715 |
|
Daily Pivots for day following 07-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,174 |
12,034 |
11,565 |
|
R3 |
11,946 |
11,806 |
11,502 |
|
R2 |
11,718 |
11,718 |
11,481 |
|
R1 |
11,578 |
11,578 |
11,460 |
11,534 |
PP |
11,490 |
11,490 |
11,490 |
11,468 |
S1 |
11,350 |
11,350 |
11,418 |
11,306 |
S2 |
11,262 |
11,262 |
11,397 |
|
S3 |
11,034 |
11,122 |
11,376 |
|
S4 |
10,806 |
10,894 |
11,314 |
|
|
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 |
11,672 |
11,197 |
475 |
4.2% |
219 |
1.9% |
51% |
False |
False |
196,144 |
10 |
11,672 |
11,101 |
571 |
5.0% |
222 |
1.9% |
59% |
False |
False |
188,658 |
20 |
11,682 |
10,812 |
870 |
7.6% |
240 |
2.1% |
72% |
False |
False |
212,671 |
40 |
12,353 |
10,812 |
1,541 |
13.5% |
225 |
2.0% |
41% |
False |
False |
201,141 |
60 |
13,139 |
10,812 |
2,327 |
20.3% |
210 |
1.8% |
27% |
False |
False |
134,295 |
80 |
13,140 |
10,812 |
2,328 |
20.4% |
197 |
1.7% |
27% |
False |
False |
100,741 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,598 |
2.618 |
12,226 |
1.618 |
11,998 |
1.000 |
11,857 |
0.618 |
11,770 |
HIGH |
11,629 |
0.618 |
11,542 |
0.500 |
11,515 |
0.382 |
11,488 |
LOW |
11,401 |
0.618 |
11,260 |
1.000 |
11,173 |
1.618 |
11,032 |
2.618 |
10,804 |
4.250 |
10,432 |
|
|
Fisher Pivots for day following 07-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
11,515 |
11,466 |
PP |
11,490 |
11,457 |
S1 |
11,464 |
11,448 |
|