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 |
5,474.5 |
5,456.0 |
-18.5 |
-0.3% |
5,348.5 |
High |
5,543.5 |
5,531.5 |
-12.0 |
-0.2% |
5,543.5 |
Low |
5,433.0 |
5,411.0 |
-22.0 |
-0.4% |
5,289.0 |
Close |
5,482.5 |
5,479.5 |
-3.0 |
-0.1% |
5,479.5 |
Range |
110.5 |
120.5 |
10.0 |
9.0% |
254.5 |
ATR |
127.3 |
126.8 |
-0.5 |
-0.4% |
0.0 |
Volume |
100,622 |
89,562 |
-11,060 |
-11.0% |
486,472 |
|
Daily Pivots for day following 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,835.5 |
5,778.0 |
5,546.0 |
|
R3 |
5,715.0 |
5,657.5 |
5,512.5 |
|
R2 |
5,594.5 |
5,594.5 |
5,501.5 |
|
R1 |
5,537.0 |
5,537.0 |
5,490.5 |
5,566.0 |
PP |
5,474.0 |
5,474.0 |
5,474.0 |
5,488.5 |
S1 |
5,416.5 |
5,416.5 |
5,468.5 |
5,445.0 |
S2 |
5,353.5 |
5,353.5 |
5,457.5 |
|
S3 |
5,233.0 |
5,296.0 |
5,446.5 |
|
S4 |
5,112.5 |
5,175.5 |
5,413.0 |
|
|
Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,201.0 |
6,094.5 |
5,619.5 |
|
R3 |
5,946.5 |
5,840.0 |
5,549.5 |
|
R2 |
5,692.0 |
5,692.0 |
5,526.0 |
|
R1 |
5,585.5 |
5,585.5 |
5,503.0 |
5,639.0 |
PP |
5,437.5 |
5,437.5 |
5,437.5 |
5,464.0 |
S1 |
5,331.0 |
5,331.0 |
5,456.0 |
5,384.0 |
S2 |
5,183.0 |
5,183.0 |
5,433.0 |
|
S3 |
4,928.5 |
5,076.5 |
5,409.5 |
|
S4 |
4,674.0 |
4,822.0 |
5,339.5 |
|
|
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% |
127.5 |
2.3% |
75% |
False |
False |
97,294 |
10 |
5,543.5 |
5,256.0 |
287.5 |
5.2% |
112.5 |
2.1% |
78% |
False |
False |
97,247 |
20 |
5,543.5 |
5,073.0 |
470.5 |
8.6% |
122.5 |
2.2% |
86% |
False |
False |
112,405 |
40 |
5,963.5 |
5,073.0 |
890.5 |
16.3% |
124.5 |
2.3% |
46% |
False |
False |
111,982 |
60 |
6,424.5 |
5,073.0 |
1,351.5 |
24.7% |
113.0 |
2.1% |
30% |
False |
False |
74,988 |
80 |
6,424.5 |
5,073.0 |
1,351.5 |
24.7% |
102.0 |
1.9% |
30% |
False |
False |
56,396 |
100 |
6,424.5 |
5,073.0 |
1,351.5 |
24.7% |
92.5 |
1.7% |
30% |
False |
False |
45,154 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,043.5 |
2.618 |
5,847.0 |
1.618 |
5,726.5 |
1.000 |
5,652.0 |
0.618 |
5,606.0 |
HIGH |
5,531.5 |
0.618 |
5,485.5 |
0.500 |
5,471.0 |
0.382 |
5,457.0 |
LOW |
5,411.0 |
0.618 |
5,336.5 |
1.000 |
5,290.5 |
1.618 |
5,216.0 |
2.618 |
5,095.5 |
4.250 |
4,899.0 |
|
|
Fisher Pivots for day following 08-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
5,477.0 |
5,479.0 |
PP |
5,474.0 |
5,478.0 |
S1 |
5,471.0 |
5,477.0 |
|