Trading Metrics calculated at close of trading on 07-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2008 |
07-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
5,471.0 |
5,474.5 |
3.5 |
0.1% |
5,358.0 |
High |
5,530.0 |
5,543.5 |
13.5 |
0.2% |
5,455.0 |
Low |
5,444.0 |
5,433.0 |
-11.0 |
-0.2% |
5,256.0 |
Close |
5,493.5 |
5,482.5 |
-11.0 |
-0.2% |
5,343.5 |
Range |
86.0 |
110.5 |
24.5 |
28.5% |
199.0 |
ATR |
128.6 |
127.3 |
-1.3 |
-1.0% |
0.0 |
Volume |
111,023 |
100,622 |
-10,401 |
-9.4% |
486,003 |
|
Daily Pivots for day following 07-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,818.0 |
5,760.5 |
5,543.5 |
|
R3 |
5,707.5 |
5,650.0 |
5,513.0 |
|
R2 |
5,597.0 |
5,597.0 |
5,503.0 |
|
R1 |
5,539.5 |
5,539.5 |
5,492.5 |
5,568.0 |
PP |
5,486.5 |
5,486.5 |
5,486.5 |
5,500.5 |
S1 |
5,429.0 |
5,429.0 |
5,472.5 |
5,458.0 |
S2 |
5,376.0 |
5,376.0 |
5,462.0 |
|
S3 |
5,265.5 |
5,318.5 |
5,452.0 |
|
S4 |
5,155.0 |
5,208.0 |
5,421.5 |
|
|
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 |
5,543.5 |
5,289.0 |
254.5 |
4.6% |
124.5 |
2.3% |
76% |
True |
False |
99,048 |
10 |
5,543.5 |
5,256.0 |
287.5 |
5.2% |
109.0 |
2.0% |
79% |
True |
False |
98,234 |
20 |
5,543.5 |
5,073.0 |
470.5 |
8.6% |
127.0 |
2.3% |
87% |
True |
False |
112,940 |
40 |
5,963.5 |
5,073.0 |
890.5 |
16.2% |
123.0 |
2.2% |
46% |
False |
False |
109,935 |
60 |
6,424.5 |
5,073.0 |
1,351.5 |
24.7% |
112.5 |
2.1% |
30% |
False |
False |
73,529 |
80 |
6,424.5 |
5,073.0 |
1,351.5 |
24.7% |
101.0 |
1.8% |
30% |
False |
False |
55,277 |
100 |
6,424.5 |
5,073.0 |
1,351.5 |
24.7% |
92.0 |
1.7% |
30% |
False |
False |
44,259 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,013.0 |
2.618 |
5,833.0 |
1.618 |
5,722.5 |
1.000 |
5,654.0 |
0.618 |
5,612.0 |
HIGH |
5,543.5 |
0.618 |
5,501.5 |
0.500 |
5,488.0 |
0.382 |
5,475.0 |
LOW |
5,433.0 |
0.618 |
5,364.5 |
1.000 |
5,322.5 |
1.618 |
5,254.0 |
2.618 |
5,143.5 |
4.250 |
4,963.5 |
|
|
Fisher Pivots for day following 07-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
5,488.0 |
5,460.5 |
PP |
5,486.5 |
5,438.5 |
S1 |
5,484.5 |
5,416.0 |
|