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 |
4,881.0 |
4,785.0 |
-96.0 |
-2.0% |
4,994.0 |
High |
4,917.0 |
4,830.0 |
-87.0 |
-1.8% |
5,007.0 |
Low |
4,855.0 |
4,728.0 |
-127.0 |
-2.6% |
4,799.0 |
Close |
4,860.0 |
4,826.0 |
-34.0 |
-0.7% |
4,913.0 |
Range |
62.0 |
102.0 |
40.0 |
64.5% |
208.0 |
ATR |
110.0 |
111.6 |
1.6 |
1.4% |
0.0 |
Volume |
21,267 |
39,887 |
18,620 |
87.6% |
120,837 |
|
Daily Pivots for day following 05-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,100.7 |
5,065.3 |
4,882.1 |
|
R3 |
4,998.7 |
4,963.3 |
4,854.1 |
|
R2 |
4,896.7 |
4,896.7 |
4,844.7 |
|
R1 |
4,861.3 |
4,861.3 |
4,835.4 |
4,879.0 |
PP |
4,794.7 |
4,794.7 |
4,794.7 |
4,803.5 |
S1 |
4,759.3 |
4,759.3 |
4,816.7 |
4,777.0 |
S2 |
4,692.7 |
4,692.7 |
4,807.3 |
|
S3 |
4,590.7 |
4,657.3 |
4,798.0 |
|
S4 |
4,488.7 |
4,555.3 |
4,769.9 |
|
|
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 |
4,728.0 |
279.0 |
5.8% |
77.6 |
1.6% |
35% |
False |
True |
26,015 |
10 |
5,152.0 |
4,728.0 |
424.0 |
8.8% |
87.9 |
1.8% |
23% |
False |
True |
27,581 |
20 |
5,152.0 |
4,728.0 |
424.0 |
8.8% |
85.2 |
1.8% |
23% |
False |
True |
26,523 |
40 |
5,479.0 |
4,728.0 |
751.0 |
15.6% |
84.9 |
1.8% |
13% |
False |
True |
28,712 |
60 |
6,006.0 |
4,728.0 |
1,278.0 |
26.5% |
73.7 |
1.5% |
8% |
False |
True |
19,219 |
80 |
6,006.0 |
4,728.0 |
1,278.0 |
26.5% |
64.0 |
1.3% |
8% |
False |
True |
14,429 |
100 |
6,006.0 |
4,728.0 |
1,278.0 |
26.5% |
55.4 |
1.1% |
8% |
False |
True |
11,553 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,263.5 |
2.618 |
5,097.0 |
1.618 |
4,995.0 |
1.000 |
4,932.0 |
0.618 |
4,893.0 |
HIGH |
4,830.0 |
0.618 |
4,791.0 |
0.500 |
4,779.0 |
0.382 |
4,767.0 |
LOW |
4,728.0 |
0.618 |
4,665.0 |
1.000 |
4,626.0 |
1.618 |
4,563.0 |
2.618 |
4,461.0 |
4.250 |
4,294.5 |
|
|
Fisher Pivots for day following 05-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
4,810.3 |
4,837.5 |
PP |
4,794.7 |
4,833.7 |
S1 |
4,779.0 |
4,829.8 |
|