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 |
6,480.0 |
6,420.0 |
-60.0 |
-0.9% |
6,462.0 |
High |
6,528.5 |
6,437.5 |
-91.0 |
-1.4% |
6,581.5 |
Low |
6,402.0 |
6,356.5 |
-45.5 |
-0.7% |
6,303.0 |
Close |
6,427.5 |
6,373.0 |
-54.5 |
-0.8% |
6,427.5 |
Range |
126.5 |
81.0 |
-45.5 |
-36.0% |
278.5 |
ATR |
151.4 |
146.4 |
-5.0 |
-3.3% |
0.0 |
Volume |
154,607 |
116,202 |
-38,405 |
-24.8% |
761,125 |
|
Daily Pivots for day following 04-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,632.0 |
6,583.5 |
6,417.6 |
|
R3 |
6,551.0 |
6,502.5 |
6,395.3 |
|
R2 |
6,470.0 |
6,470.0 |
6,387.9 |
|
R1 |
6,421.5 |
6,421.5 |
6,380.4 |
6,405.3 |
PP |
6,389.0 |
6,389.0 |
6,389.0 |
6,380.9 |
S1 |
6,340.5 |
6,340.5 |
6,365.6 |
6,324.3 |
S2 |
6,308.0 |
6,308.0 |
6,358.2 |
|
S3 |
6,227.0 |
6,259.5 |
6,350.7 |
|
S4 |
6,146.0 |
6,178.5 |
6,328.5 |
|
|
Weekly Pivots for week ending 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,272.8 |
7,128.7 |
6,580.7 |
|
R3 |
6,994.3 |
6,850.2 |
6,504.1 |
|
R2 |
6,715.8 |
6,715.8 |
6,478.6 |
|
R1 |
6,571.7 |
6,571.7 |
6,453.0 |
6,504.5 |
PP |
6,437.3 |
6,437.3 |
6,437.3 |
6,403.8 |
S1 |
6,293.2 |
6,293.2 |
6,402.0 |
6,226.0 |
S2 |
6,158.8 |
6,158.8 |
6,376.4 |
|
S3 |
5,880.3 |
6,014.7 |
6,350.9 |
|
S4 |
5,601.8 |
5,736.2 |
6,274.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,581.5 |
6,303.0 |
278.5 |
4.4% |
121.0 |
1.9% |
25% |
False |
False |
148,782 |
10 |
6,616.5 |
6,303.0 |
313.5 |
4.9% |
135.8 |
2.1% |
22% |
False |
False |
149,602 |
20 |
6,616.5 |
6,041.5 |
575.0 |
9.0% |
147.4 |
2.3% |
58% |
False |
False |
175,841 |
40 |
6,932.5 |
6,041.5 |
891.0 |
14.0% |
141.7 |
2.2% |
37% |
False |
False |
147,331 |
60 |
7,340.0 |
6,041.5 |
1,298.5 |
20.4% |
129.2 |
2.0% |
26% |
False |
False |
98,494 |
80 |
7,340.0 |
6,041.5 |
1,298.5 |
20.4% |
122.2 |
1.9% |
26% |
False |
False |
73,958 |
100 |
7,340.0 |
6,041.5 |
1,298.5 |
20.4% |
124.0 |
1.9% |
26% |
False |
False |
59,626 |
120 |
7,340.0 |
6,041.5 |
1,298.5 |
20.4% |
122.8 |
1.9% |
26% |
False |
False |
49,743 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,781.8 |
2.618 |
6,649.6 |
1.618 |
6,568.6 |
1.000 |
6,518.5 |
0.618 |
6,487.6 |
HIGH |
6,437.5 |
0.618 |
6,406.6 |
0.500 |
6,397.0 |
0.382 |
6,387.4 |
LOW |
6,356.5 |
0.618 |
6,306.4 |
1.000 |
6,275.5 |
1.618 |
6,225.4 |
2.618 |
6,144.4 |
4.250 |
6,012.3 |
|
|
Fisher Pivots for day following 04-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
6,397.0 |
6,469.0 |
PP |
6,389.0 |
6,437.0 |
S1 |
6,381.0 |
6,405.0 |
|