Trading Metrics calculated at close of trading on 16-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2008 |
16-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
3,202.0 |
3,174.0 |
-28.0 |
-0.9% |
3,315.0 |
High |
3,206.0 |
3,238.0 |
32.0 |
1.0% |
3,371.0 |
Low |
3,126.0 |
3,107.0 |
-19.0 |
-0.6% |
3,202.0 |
Close |
3,171.0 |
3,191.0 |
20.0 |
0.6% |
3,220.0 |
Range |
80.0 |
131.0 |
51.0 |
63.8% |
169.0 |
ATR |
83.3 |
86.7 |
3.4 |
4.1% |
0.0 |
Volume |
2,670,091 |
2,312,730 |
-357,361 |
-13.4% |
8,811,676 |
|
Daily Pivots for day following 16-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,571.7 |
3,512.3 |
3,263.1 |
|
R3 |
3,440.7 |
3,381.3 |
3,227.0 |
|
R2 |
3,309.7 |
3,309.7 |
3,215.0 |
|
R1 |
3,250.3 |
3,250.3 |
3,203.0 |
3,280.0 |
PP |
3,178.7 |
3,178.7 |
3,178.7 |
3,193.5 |
S1 |
3,119.3 |
3,119.3 |
3,179.0 |
3,149.0 |
S2 |
3,047.7 |
3,047.7 |
3,167.0 |
|
S3 |
2,916.7 |
2,988.3 |
3,155.0 |
|
S4 |
2,785.7 |
2,857.3 |
3,119.0 |
|
|
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 |
3,354.0 |
3,107.0 |
247.0 |
7.7% |
95.6 |
3.0% |
34% |
False |
True |
2,138,339 |
10 |
3,371.0 |
3,107.0 |
264.0 |
8.3% |
90.5 |
2.8% |
32% |
False |
True |
1,905,154 |
20 |
3,585.0 |
3,107.0 |
478.0 |
15.0% |
83.9 |
2.6% |
18% |
False |
True |
1,730,861 |
40 |
3,854.0 |
3,107.0 |
747.0 |
23.4% |
72.8 |
2.3% |
11% |
False |
True |
927,570 |
60 |
3,905.0 |
3,107.0 |
798.0 |
25.0% |
64.4 |
2.0% |
11% |
False |
True |
619,101 |
80 |
3,905.0 |
3,107.0 |
798.0 |
25.0% |
64.9 |
2.0% |
11% |
False |
True |
464,566 |
100 |
3,905.0 |
3,107.0 |
798.0 |
25.0% |
68.8 |
2.2% |
11% |
False |
True |
374,456 |
120 |
3,905.0 |
3,107.0 |
798.0 |
25.0% |
69.0 |
2.2% |
11% |
False |
True |
312,253 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,794.8 |
2.618 |
3,581.0 |
1.618 |
3,450.0 |
1.000 |
3,369.0 |
0.618 |
3,319.0 |
HIGH |
3,238.0 |
0.618 |
3,188.0 |
0.500 |
3,172.5 |
0.382 |
3,157.0 |
LOW |
3,107.0 |
0.618 |
3,026.0 |
1.000 |
2,976.0 |
1.618 |
2,895.0 |
2.618 |
2,764.0 |
4.250 |
2,550.3 |
|
|
Fisher Pivots for day following 16-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
3,184.8 |
3,190.8 |
PP |
3,178.7 |
3,190.7 |
S1 |
3,172.5 |
3,190.5 |
|