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 |
5,366.0 |
5,348.5 |
-17.5 |
-0.3% |
5,358.0 |
High |
5,415.0 |
5,412.0 |
-3.0 |
-0.1% |
5,455.0 |
Low |
5,308.5 |
5,297.5 |
-11.0 |
-0.2% |
5,256.0 |
Close |
5,343.5 |
5,303.5 |
-40.0 |
-0.7% |
5,343.5 |
Range |
106.5 |
114.5 |
8.0 |
7.5% |
199.0 |
ATR |
127.1 |
126.2 |
-0.9 |
-0.7% |
0.0 |
Volume |
98,331 |
95,166 |
-3,165 |
-3.2% |
486,003 |
|
Daily Pivots for day following 04-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,681.0 |
5,607.0 |
5,366.5 |
|
R3 |
5,566.5 |
5,492.5 |
5,335.0 |
|
R2 |
5,452.0 |
5,452.0 |
5,324.5 |
|
R1 |
5,378.0 |
5,378.0 |
5,314.0 |
5,358.0 |
PP |
5,337.5 |
5,337.5 |
5,337.5 |
5,327.5 |
S1 |
5,263.5 |
5,263.5 |
5,293.0 |
5,243.0 |
S2 |
5,223.0 |
5,223.0 |
5,282.5 |
|
S3 |
5,108.5 |
5,149.0 |
5,272.0 |
|
S4 |
4,994.0 |
5,034.5 |
5,240.5 |
|
|
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 |
5,257.0 |
198.0 |
3.7% |
98.5 |
1.9% |
23% |
False |
False |
96,272 |
10 |
5,480.5 |
5,256.0 |
224.5 |
4.2% |
108.0 |
2.0% |
21% |
False |
False |
97,874 |
20 |
5,552.5 |
5,073.0 |
479.5 |
9.0% |
126.0 |
2.4% |
48% |
False |
False |
114,717 |
40 |
5,978.5 |
5,073.0 |
905.5 |
17.1% |
120.5 |
2.3% |
25% |
False |
False |
102,495 |
60 |
6,424.5 |
5,073.0 |
1,351.5 |
25.5% |
110.0 |
2.1% |
17% |
False |
False |
68,528 |
80 |
6,424.5 |
5,073.0 |
1,351.5 |
25.5% |
99.0 |
1.9% |
17% |
False |
False |
51,508 |
100 |
6,424.5 |
5,073.0 |
1,351.5 |
25.5% |
88.5 |
1.7% |
17% |
False |
False |
41,242 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,898.5 |
2.618 |
5,712.0 |
1.618 |
5,597.5 |
1.000 |
5,526.5 |
0.618 |
5,483.0 |
HIGH |
5,412.0 |
0.618 |
5,368.5 |
0.500 |
5,355.0 |
0.382 |
5,341.0 |
LOW |
5,297.5 |
0.618 |
5,226.5 |
1.000 |
5,183.0 |
1.618 |
5,112.0 |
2.618 |
4,997.5 |
4.250 |
4,811.0 |
|
|
Fisher Pivots for day following 04-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
5,355.0 |
5,376.0 |
PP |
5,337.5 |
5,352.0 |
S1 |
5,320.5 |
5,328.0 |
|