Trading Metrics calculated at close of trading on 08-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2008 |
08-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
4,989.0 |
4,924.0 |
-65.0 |
-1.3% |
4,881.0 |
High |
4,993.0 |
4,978.0 |
-15.0 |
-0.3% |
4,993.0 |
Low |
4,910.0 |
4,880.0 |
-30.0 |
-0.6% |
4,728.0 |
Close |
4,975.0 |
4,962.0 |
-13.0 |
-0.3% |
4,962.0 |
Range |
83.0 |
98.0 |
15.0 |
18.1% |
265.0 |
ATR |
112.3 |
111.3 |
-1.0 |
-0.9% |
0.0 |
Volume |
20,497 |
25,073 |
4,576 |
22.3% |
136,751 |
|
Daily Pivots for day following 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,234.0 |
5,196.0 |
5,015.9 |
|
R3 |
5,136.0 |
5,098.0 |
4,989.0 |
|
R2 |
5,038.0 |
5,038.0 |
4,980.0 |
|
R1 |
5,000.0 |
5,000.0 |
4,971.0 |
5,019.0 |
PP |
4,940.0 |
4,940.0 |
4,940.0 |
4,949.5 |
S1 |
4,902.0 |
4,902.0 |
4,953.0 |
4,921.0 |
S2 |
4,842.0 |
4,842.0 |
4,944.0 |
|
S3 |
4,744.0 |
4,804.0 |
4,935.1 |
|
S4 |
4,646.0 |
4,706.0 |
4,908.1 |
|
|
Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,689.3 |
5,590.7 |
5,107.8 |
|
R3 |
5,424.3 |
5,325.7 |
5,034.9 |
|
R2 |
5,159.3 |
5,159.3 |
5,010.6 |
|
R1 |
5,060.7 |
5,060.7 |
4,986.3 |
5,110.0 |
PP |
4,894.3 |
4,894.3 |
4,894.3 |
4,919.0 |
S1 |
4,795.7 |
4,795.7 |
4,937.7 |
4,845.0 |
S2 |
4,629.3 |
4,629.3 |
4,913.4 |
|
S3 |
4,364.3 |
4,530.7 |
4,889.1 |
|
S4 |
4,099.3 |
4,265.7 |
4,816.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,993.0 |
4,728.0 |
265.0 |
5.3% |
85.2 |
1.7% |
88% |
False |
False |
27,350 |
10 |
5,007.0 |
4,728.0 |
279.0 |
5.6% |
85.9 |
1.7% |
84% |
False |
False |
25,758 |
20 |
5,152.0 |
4,728.0 |
424.0 |
8.5% |
87.9 |
1.8% |
55% |
False |
False |
26,637 |
40 |
5,454.0 |
4,728.0 |
726.0 |
14.6% |
86.0 |
1.7% |
32% |
False |
False |
30,136 |
60 |
6,006.0 |
4,728.0 |
1,278.0 |
25.8% |
75.6 |
1.5% |
18% |
False |
False |
20,474 |
80 |
6,006.0 |
4,728.0 |
1,278.0 |
25.8% |
66.2 |
1.3% |
18% |
False |
False |
15,373 |
100 |
6,006.0 |
4,728.0 |
1,278.0 |
25.8% |
57.5 |
1.2% |
18% |
False |
False |
12,305 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,394.5 |
2.618 |
5,234.6 |
1.618 |
5,136.6 |
1.000 |
5,076.0 |
0.618 |
5,038.6 |
HIGH |
4,978.0 |
0.618 |
4,940.6 |
0.500 |
4,929.0 |
0.382 |
4,917.4 |
LOW |
4,880.0 |
0.618 |
4,819.4 |
1.000 |
4,782.0 |
1.618 |
4,721.4 |
2.618 |
4,623.4 |
4.250 |
4,463.5 |
|
|
Fisher Pivots for day following 08-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
4,951.0 |
4,953.5 |
PP |
4,940.0 |
4,945.0 |
S1 |
4,929.0 |
4,936.5 |
|