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 |
5,000.0 |
4,945.0 |
-55.0 |
-1.1% |
4,994.0 |
High |
5,007.0 |
4,947.0 |
-60.0 |
-1.2% |
5,007.0 |
Low |
4,941.0 |
4,848.0 |
-93.0 |
-1.9% |
4,799.0 |
Close |
4,978.0 |
4,913.0 |
-65.0 |
-1.3% |
4,913.0 |
Range |
66.0 |
99.0 |
33.0 |
50.0% |
208.0 |
ATR |
112.5 |
113.7 |
1.3 |
1.1% |
0.0 |
Volume |
24,691 |
25,720 |
1,029 |
4.2% |
120,837 |
|
Daily Pivots for day following 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,199.7 |
5,155.3 |
4,967.5 |
|
R3 |
5,100.7 |
5,056.3 |
4,940.2 |
|
R2 |
5,001.7 |
5,001.7 |
4,931.2 |
|
R1 |
4,957.3 |
4,957.3 |
4,922.1 |
4,930.0 |
PP |
4,902.7 |
4,902.7 |
4,902.7 |
4,889.0 |
S1 |
4,858.3 |
4,858.3 |
4,903.9 |
4,831.0 |
S2 |
4,803.7 |
4,803.7 |
4,894.9 |
|
S3 |
4,704.7 |
4,759.3 |
4,885.8 |
|
S4 |
4,605.7 |
4,660.3 |
4,858.6 |
|
|
Weekly Pivots for week ending 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,530.3 |
5,429.7 |
5,027.4 |
|
R3 |
5,322.3 |
5,221.7 |
4,970.2 |
|
R2 |
5,114.3 |
5,114.3 |
4,951.1 |
|
R1 |
5,013.7 |
5,013.7 |
4,932.1 |
4,960.0 |
PP |
4,906.3 |
4,906.3 |
4,906.3 |
4,879.5 |
S1 |
4,805.7 |
4,805.7 |
4,893.9 |
4,752.0 |
S2 |
4,698.3 |
4,698.3 |
4,874.9 |
|
S3 |
4,490.3 |
4,597.7 |
4,855.8 |
|
S4 |
4,282.3 |
4,389.7 |
4,798.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,007.0 |
4,799.0 |
208.0 |
4.2% |
86.6 |
1.8% |
55% |
False |
False |
24,167 |
10 |
5,152.0 |
4,799.0 |
353.0 |
7.2% |
89.1 |
1.8% |
32% |
False |
False |
26,792 |
20 |
5,152.0 |
4,784.0 |
368.0 |
7.5% |
85.3 |
1.7% |
35% |
False |
False |
25,738 |
40 |
5,636.0 |
4,784.0 |
852.0 |
17.3% |
83.8 |
1.7% |
15% |
False |
False |
27,218 |
60 |
6,006.0 |
4,784.0 |
1,222.0 |
24.9% |
73.7 |
1.5% |
11% |
False |
False |
18,203 |
80 |
6,006.0 |
4,784.0 |
1,222.0 |
24.9% |
62.5 |
1.3% |
11% |
False |
False |
13,665 |
100 |
6,006.0 |
4,784.0 |
1,222.0 |
24.9% |
53.7 |
1.1% |
11% |
False |
False |
10,942 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,367.8 |
2.618 |
5,206.2 |
1.618 |
5,107.2 |
1.000 |
5,046.0 |
0.618 |
5,008.2 |
HIGH |
4,947.0 |
0.618 |
4,909.2 |
0.500 |
4,897.5 |
0.382 |
4,885.8 |
LOW |
4,848.0 |
0.618 |
4,786.8 |
1.000 |
4,749.0 |
1.618 |
4,687.8 |
2.618 |
4,588.8 |
4.250 |
4,427.3 |
|
|
Fisher Pivots for day following 01-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
4,907.8 |
4,927.5 |
PP |
4,902.7 |
4,922.7 |
S1 |
4,897.5 |
4,917.8 |
|