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 |
4,945.0 |
4,881.0 |
-64.0 |
-1.3% |
4,994.0 |
High |
4,947.0 |
4,917.0 |
-30.0 |
-0.6% |
5,007.0 |
Low |
4,848.0 |
4,855.0 |
7.0 |
0.1% |
4,799.0 |
Close |
4,913.0 |
4,860.0 |
-53.0 |
-1.1% |
4,913.0 |
Range |
99.0 |
62.0 |
-37.0 |
-37.4% |
208.0 |
ATR |
113.7 |
110.0 |
-3.7 |
-3.2% |
0.0 |
Volume |
25,720 |
21,267 |
-4,453 |
-17.3% |
120,837 |
|
Daily Pivots for day following 04-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,063.3 |
5,023.7 |
4,894.1 |
|
R3 |
5,001.3 |
4,961.7 |
4,877.1 |
|
R2 |
4,939.3 |
4,939.3 |
4,871.4 |
|
R1 |
4,899.7 |
4,899.7 |
4,865.7 |
4,888.5 |
PP |
4,877.3 |
4,877.3 |
4,877.3 |
4,871.8 |
S1 |
4,837.7 |
4,837.7 |
4,854.3 |
4,826.5 |
S2 |
4,815.3 |
4,815.3 |
4,848.6 |
|
S3 |
4,753.3 |
4,775.7 |
4,843.0 |
|
S4 |
4,691.3 |
4,713.7 |
4,825.9 |
|
|
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 |
4.3% |
74.2 |
1.5% |
29% |
False |
False |
22,732 |
10 |
5,152.0 |
4,799.0 |
353.0 |
7.3% |
86.2 |
1.8% |
17% |
False |
False |
25,810 |
20 |
5,152.0 |
4,784.0 |
368.0 |
7.6% |
85.2 |
1.8% |
21% |
False |
False |
25,888 |
40 |
5,509.0 |
4,784.0 |
725.0 |
14.9% |
84.2 |
1.7% |
10% |
False |
False |
27,741 |
60 |
6,006.0 |
4,784.0 |
1,222.0 |
25.1% |
73.3 |
1.5% |
6% |
False |
False |
18,555 |
80 |
6,006.0 |
4,784.0 |
1,222.0 |
25.1% |
63.3 |
1.3% |
6% |
False |
False |
13,931 |
100 |
6,006.0 |
4,784.0 |
1,222.0 |
25.1% |
54.3 |
1.1% |
6% |
False |
False |
11,154 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,180.5 |
2.618 |
5,079.3 |
1.618 |
5,017.3 |
1.000 |
4,979.0 |
0.618 |
4,955.3 |
HIGH |
4,917.0 |
0.618 |
4,893.3 |
0.500 |
4,886.0 |
0.382 |
4,878.7 |
LOW |
4,855.0 |
0.618 |
4,816.7 |
1.000 |
4,793.0 |
1.618 |
4,754.7 |
2.618 |
4,692.7 |
4.250 |
4,591.5 |
|
|
Fisher Pivots for day following 04-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
4,886.0 |
4,927.5 |
PP |
4,877.3 |
4,905.0 |
S1 |
4,868.7 |
4,882.5 |
|