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 |
5,444.5 |
5,366.0 |
-78.5 |
-1.4% |
5,358.0 |
High |
5,455.0 |
5,415.0 |
-40.0 |
-0.7% |
5,455.0 |
Low |
5,364.5 |
5,308.5 |
-56.0 |
-1.0% |
5,256.0 |
Close |
5,405.5 |
5,343.5 |
-62.0 |
-1.1% |
5,343.5 |
Range |
90.5 |
106.5 |
16.0 |
17.7% |
199.0 |
ATR |
128.7 |
127.1 |
-1.6 |
-1.2% |
0.0 |
Volume |
112,950 |
98,331 |
-14,619 |
-12.9% |
486,003 |
|
Daily Pivots for day following 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,675.0 |
5,616.0 |
5,402.0 |
|
R3 |
5,568.5 |
5,509.5 |
5,373.0 |
|
R2 |
5,462.0 |
5,462.0 |
5,363.0 |
|
R1 |
5,403.0 |
5,403.0 |
5,353.5 |
5,379.0 |
PP |
5,355.5 |
5,355.5 |
5,355.5 |
5,344.0 |
S1 |
5,296.5 |
5,296.5 |
5,333.5 |
5,273.0 |
S2 |
5,249.0 |
5,249.0 |
5,324.0 |
|
S3 |
5,142.5 |
5,190.0 |
5,314.0 |
|
S4 |
5,036.0 |
5,083.5 |
5,285.0 |
|
|
Weekly Pivots for week ending 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,948.5 |
5,845.0 |
5,453.0 |
|
R3 |
5,749.5 |
5,646.0 |
5,398.0 |
|
R2 |
5,550.5 |
5,550.5 |
5,380.0 |
|
R1 |
5,447.0 |
5,447.0 |
5,361.5 |
5,399.0 |
PP |
5,351.5 |
5,351.5 |
5,351.5 |
5,327.5 |
S1 |
5,248.0 |
5,248.0 |
5,325.5 |
5,200.0 |
S2 |
5,152.5 |
5,152.5 |
5,307.0 |
|
S3 |
4,953.5 |
5,049.0 |
5,289.0 |
|
S4 |
4,754.5 |
4,850.0 |
5,234.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,455.0 |
5,256.0 |
199.0 |
3.7% |
97.5 |
1.8% |
44% |
False |
False |
97,200 |
10 |
5,480.5 |
5,256.0 |
224.5 |
4.2% |
108.5 |
2.0% |
39% |
False |
False |
104,184 |
20 |
5,552.5 |
5,073.0 |
479.5 |
9.0% |
127.0 |
2.4% |
56% |
False |
False |
112,093 |
40 |
6,115.5 |
5,073.0 |
1,042.5 |
19.5% |
123.0 |
2.3% |
26% |
False |
False |
100,142 |
60 |
6,424.5 |
5,073.0 |
1,351.5 |
25.3% |
109.0 |
2.0% |
20% |
False |
False |
66,944 |
80 |
6,424.5 |
5,073.0 |
1,351.5 |
25.3% |
98.0 |
1.8% |
20% |
False |
False |
50,320 |
100 |
6,424.5 |
5,073.0 |
1,351.5 |
25.3% |
87.5 |
1.6% |
20% |
False |
False |
40,290 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,867.5 |
2.618 |
5,694.0 |
1.618 |
5,587.5 |
1.000 |
5,521.5 |
0.618 |
5,481.0 |
HIGH |
5,415.0 |
0.618 |
5,374.5 |
0.500 |
5,362.0 |
0.382 |
5,349.0 |
LOW |
5,308.5 |
0.618 |
5,242.5 |
1.000 |
5,202.0 |
1.618 |
5,136.0 |
2.618 |
5,029.5 |
4.250 |
4,856.0 |
|
|
Fisher Pivots for day following 01-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
5,362.0 |
5,382.0 |
PP |
5,355.5 |
5,369.0 |
S1 |
5,349.5 |
5,356.0 |
|