Trading Metrics calculated at close of trading on 15-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2008 |
15-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
3,250.0 |
3,202.0 |
-48.0 |
-1.5% |
3,315.0 |
High |
3,274.0 |
3,206.0 |
-68.0 |
-2.1% |
3,371.0 |
Low |
3,207.0 |
3,126.0 |
-81.0 |
-2.5% |
3,202.0 |
Close |
3,243.0 |
3,171.0 |
-72.0 |
-2.2% |
3,220.0 |
Range |
67.0 |
80.0 |
13.0 |
19.4% |
169.0 |
ATR |
80.7 |
83.3 |
2.6 |
3.2% |
0.0 |
Volume |
1,630,736 |
2,670,091 |
1,039,355 |
63.7% |
8,811,676 |
|
Daily Pivots for day following 15-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,407.7 |
3,369.3 |
3,215.0 |
|
R3 |
3,327.7 |
3,289.3 |
3,193.0 |
|
R2 |
3,247.7 |
3,247.7 |
3,185.7 |
|
R1 |
3,209.3 |
3,209.3 |
3,178.3 |
3,188.5 |
PP |
3,167.7 |
3,167.7 |
3,167.7 |
3,157.3 |
S1 |
3,129.3 |
3,129.3 |
3,163.7 |
3,108.5 |
S2 |
3,087.7 |
3,087.7 |
3,156.3 |
|
S3 |
3,007.7 |
3,049.3 |
3,149.0 |
|
S4 |
2,927.7 |
2,969.3 |
3,127.0 |
|
|
Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,771.3 |
3,664.7 |
3,313.0 |
|
R3 |
3,602.3 |
3,495.7 |
3,266.5 |
|
R2 |
3,433.3 |
3,433.3 |
3,251.0 |
|
R1 |
3,326.7 |
3,326.7 |
3,235.5 |
3,295.5 |
PP |
3,264.3 |
3,264.3 |
3,264.3 |
3,248.8 |
S1 |
3,157.7 |
3,157.7 |
3,204.5 |
3,126.5 |
S2 |
3,095.3 |
3,095.3 |
3,189.0 |
|
S3 |
2,926.3 |
2,988.7 |
3,173.5 |
|
S4 |
2,757.3 |
2,819.7 |
3,127.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,371.0 |
3,126.0 |
245.0 |
7.7% |
83.4 |
2.6% |
18% |
False |
True |
1,971,717 |
10 |
3,373.0 |
3,126.0 |
247.0 |
7.8% |
88.5 |
2.8% |
18% |
False |
True |
1,889,399 |
20 |
3,613.0 |
3,126.0 |
487.0 |
15.4% |
80.0 |
2.5% |
9% |
False |
True |
1,684,617 |
40 |
3,870.0 |
3,126.0 |
744.0 |
23.5% |
70.5 |
2.2% |
6% |
False |
True |
869,767 |
60 |
3,905.0 |
3,126.0 |
779.0 |
24.6% |
63.1 |
2.0% |
6% |
False |
True |
580,557 |
80 |
3,905.0 |
3,126.0 |
779.0 |
24.6% |
64.3 |
2.0% |
6% |
False |
True |
435,730 |
100 |
3,905.0 |
3,126.0 |
779.0 |
24.6% |
67.8 |
2.1% |
6% |
False |
True |
351,342 |
120 |
3,905.0 |
3,126.0 |
779.0 |
24.6% |
68.7 |
2.2% |
6% |
False |
True |
292,982 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,546.0 |
2.618 |
3,415.4 |
1.618 |
3,335.4 |
1.000 |
3,286.0 |
0.618 |
3,255.4 |
HIGH |
3,206.0 |
0.618 |
3,175.4 |
0.500 |
3,166.0 |
0.382 |
3,156.6 |
LOW |
3,126.0 |
0.618 |
3,076.6 |
1.000 |
3,046.0 |
1.618 |
2,996.6 |
2.618 |
2,916.6 |
4.250 |
2,786.0 |
|
|
Fisher Pivots for day following 15-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
3,169.3 |
3,230.5 |
PP |
3,167.7 |
3,210.7 |
S1 |
3,166.0 |
3,190.8 |
|