Trading Metrics calculated at close of trading on 18-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2008 |
18-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
3,232.0 |
3,275.0 |
43.0 |
1.3% |
3,250.0 |
High |
3,317.0 |
3,349.0 |
32.0 |
1.0% |
3,349.0 |
Low |
3,218.0 |
3,251.0 |
33.0 |
1.0% |
3,107.0 |
Close |
3,278.0 |
3,341.0 |
63.0 |
1.9% |
3,341.0 |
Range |
99.0 |
98.0 |
-1.0 |
-1.0% |
242.0 |
ATR |
89.5 |
90.1 |
0.6 |
0.7% |
0.0 |
Volume |
2,211,296 |
1,867,148 |
-344,148 |
-15.6% |
10,692,001 |
|
Daily Pivots for day following 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,607.7 |
3,572.3 |
3,394.9 |
|
R3 |
3,509.7 |
3,474.3 |
3,368.0 |
|
R2 |
3,411.7 |
3,411.7 |
3,359.0 |
|
R1 |
3,376.3 |
3,376.3 |
3,350.0 |
3,394.0 |
PP |
3,313.7 |
3,313.7 |
3,313.7 |
3,322.5 |
S1 |
3,278.3 |
3,278.3 |
3,332.0 |
3,296.0 |
S2 |
3,215.7 |
3,215.7 |
3,323.0 |
|
S3 |
3,117.7 |
3,180.3 |
3,314.1 |
|
S4 |
3,019.7 |
3,082.3 |
3,287.1 |
|
|
Weekly Pivots for week ending 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,991.7 |
3,908.3 |
3,474.1 |
|
R3 |
3,749.7 |
3,666.3 |
3,407.6 |
|
R2 |
3,507.7 |
3,507.7 |
3,385.4 |
|
R1 |
3,424.3 |
3,424.3 |
3,363.2 |
3,466.0 |
PP |
3,265.7 |
3,265.7 |
3,265.7 |
3,286.5 |
S1 |
3,182.3 |
3,182.3 |
3,318.8 |
3,224.0 |
S2 |
3,023.7 |
3,023.7 |
3,296.6 |
|
S3 |
2,781.7 |
2,940.3 |
3,274.5 |
|
S4 |
2,539.7 |
2,698.3 |
3,207.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,349.0 |
3,107.0 |
242.0 |
7.2% |
95.0 |
2.8% |
97% |
True |
False |
2,138,400 |
10 |
3,371.0 |
3,107.0 |
264.0 |
7.9% |
90.9 |
2.7% |
89% |
False |
False |
1,950,367 |
20 |
3,533.0 |
3,107.0 |
426.0 |
12.8% |
88.5 |
2.6% |
55% |
False |
False |
1,805,021 |
40 |
3,822.0 |
3,107.0 |
715.0 |
21.4% |
74.3 |
2.2% |
33% |
False |
False |
1,029,416 |
60 |
3,905.0 |
3,107.0 |
798.0 |
23.9% |
65.4 |
2.0% |
29% |
False |
False |
687,035 |
80 |
3,905.0 |
3,107.0 |
798.0 |
23.9% |
66.0 |
2.0% |
29% |
False |
False |
515,519 |
100 |
3,905.0 |
3,107.0 |
798.0 |
23.9% |
69.7 |
2.1% |
29% |
False |
False |
415,227 |
120 |
3,905.0 |
3,107.0 |
798.0 |
23.9% |
68.9 |
2.1% |
29% |
False |
False |
346,226 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,765.5 |
2.618 |
3,605.6 |
1.618 |
3,507.6 |
1.000 |
3,447.0 |
0.618 |
3,409.6 |
HIGH |
3,349.0 |
0.618 |
3,311.6 |
0.500 |
3,300.0 |
0.382 |
3,288.4 |
LOW |
3,251.0 |
0.618 |
3,190.4 |
1.000 |
3,153.0 |
1.618 |
3,092.4 |
2.618 |
2,994.4 |
4.250 |
2,834.5 |
|
|
Fisher Pivots for day following 18-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
3,327.3 |
3,303.3 |
PP |
3,313.7 |
3,265.7 |
S1 |
3,300.0 |
3,228.0 |
|