Trading Metrics calculated at close of trading on 17-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2008 |
17-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
3,174.0 |
3,232.0 |
58.0 |
1.8% |
3,315.0 |
High |
3,238.0 |
3,317.0 |
79.0 |
2.4% |
3,371.0 |
Low |
3,107.0 |
3,218.0 |
111.0 |
3.6% |
3,202.0 |
Close |
3,191.0 |
3,278.0 |
87.0 |
2.7% |
3,220.0 |
Range |
131.0 |
99.0 |
-32.0 |
-24.4% |
169.0 |
ATR |
86.7 |
89.5 |
2.8 |
3.2% |
0.0 |
Volume |
2,312,730 |
2,211,296 |
-101,434 |
-4.4% |
8,811,676 |
|
Daily Pivots for day following 17-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,568.0 |
3,522.0 |
3,332.5 |
|
R3 |
3,469.0 |
3,423.0 |
3,305.2 |
|
R2 |
3,370.0 |
3,370.0 |
3,296.2 |
|
R1 |
3,324.0 |
3,324.0 |
3,287.1 |
3,347.0 |
PP |
3,271.0 |
3,271.0 |
3,271.0 |
3,282.5 |
S1 |
3,225.0 |
3,225.0 |
3,268.9 |
3,248.0 |
S2 |
3,172.0 |
3,172.0 |
3,259.9 |
|
S3 |
3,073.0 |
3,126.0 |
3,250.8 |
|
S4 |
2,974.0 |
3,027.0 |
3,223.6 |
|
|
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 |
3,335.0 |
3,107.0 |
228.0 |
7.0% |
102.0 |
3.1% |
75% |
False |
False |
2,196,269 |
10 |
3,371.0 |
3,107.0 |
264.0 |
8.1% |
91.9 |
2.8% |
65% |
False |
False |
1,978,012 |
20 |
3,544.0 |
3,107.0 |
437.0 |
13.3% |
85.5 |
2.6% |
39% |
False |
False |
1,774,008 |
40 |
3,823.0 |
3,107.0 |
716.0 |
21.8% |
73.1 |
2.2% |
24% |
False |
False |
982,807 |
60 |
3,905.0 |
3,107.0 |
798.0 |
24.3% |
65.0 |
2.0% |
21% |
False |
False |
655,925 |
80 |
3,905.0 |
3,107.0 |
798.0 |
24.3% |
65.3 |
2.0% |
21% |
False |
False |
492,184 |
100 |
3,905.0 |
3,107.0 |
798.0 |
24.3% |
69.0 |
2.1% |
21% |
False |
False |
396,556 |
120 |
3,905.0 |
3,107.0 |
798.0 |
24.3% |
68.9 |
2.1% |
21% |
False |
False |
330,674 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,737.8 |
2.618 |
3,576.2 |
1.618 |
3,477.2 |
1.000 |
3,416.0 |
0.618 |
3,378.2 |
HIGH |
3,317.0 |
0.618 |
3,279.2 |
0.500 |
3,267.5 |
0.382 |
3,255.8 |
LOW |
3,218.0 |
0.618 |
3,156.8 |
1.000 |
3,119.0 |
1.618 |
3,057.8 |
2.618 |
2,958.8 |
4.250 |
2,797.3 |
|
|
Fisher Pivots for day following 17-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
3,274.5 |
3,256.0 |
PP |
3,271.0 |
3,234.0 |
S1 |
3,267.5 |
3,212.0 |
|