Trading Metrics calculated at close of trading on 21-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2008 |
21-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
3,275.0 |
3,350.0 |
75.0 |
2.3% |
3,250.0 |
High |
3,349.0 |
3,385.0 |
36.0 |
1.1% |
3,349.0 |
Low |
3,251.0 |
3,313.0 |
62.0 |
1.9% |
3,107.0 |
Close |
3,341.0 |
3,357.0 |
16.0 |
0.5% |
3,341.0 |
Range |
98.0 |
72.0 |
-26.0 |
-26.5% |
242.0 |
ATR |
90.1 |
88.8 |
-1.3 |
-1.4% |
0.0 |
Volume |
1,867,148 |
1,170,585 |
-696,563 |
-37.3% |
10,692,001 |
|
Daily Pivots for day following 21-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,567.7 |
3,534.3 |
3,396.6 |
|
R3 |
3,495.7 |
3,462.3 |
3,376.8 |
|
R2 |
3,423.7 |
3,423.7 |
3,370.2 |
|
R1 |
3,390.3 |
3,390.3 |
3,363.6 |
3,407.0 |
PP |
3,351.7 |
3,351.7 |
3,351.7 |
3,360.0 |
S1 |
3,318.3 |
3,318.3 |
3,350.4 |
3,335.0 |
S2 |
3,279.7 |
3,279.7 |
3,343.8 |
|
S3 |
3,207.7 |
3,246.3 |
3,337.2 |
|
S4 |
3,135.7 |
3,174.3 |
3,317.4 |
|
|
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 |
3,385.0 |
3,107.0 |
278.0 |
8.3% |
96.0 |
2.9% |
90% |
True |
False |
2,046,370 |
10 |
3,385.0 |
3,107.0 |
278.0 |
8.3% |
90.5 |
2.7% |
90% |
True |
False |
1,921,191 |
20 |
3,499.0 |
3,107.0 |
392.0 |
11.7% |
86.3 |
2.6% |
64% |
False |
False |
1,770,416 |
40 |
3,822.0 |
3,107.0 |
715.0 |
21.3% |
74.6 |
2.2% |
35% |
False |
False |
1,058,592 |
60 |
3,905.0 |
3,107.0 |
798.0 |
23.8% |
65.2 |
1.9% |
31% |
False |
False |
706,522 |
80 |
3,905.0 |
3,107.0 |
798.0 |
23.8% |
66.1 |
2.0% |
31% |
False |
False |
530,137 |
100 |
3,905.0 |
3,107.0 |
798.0 |
23.8% |
69.8 |
2.1% |
31% |
False |
False |
426,929 |
120 |
3,905.0 |
3,107.0 |
798.0 |
23.8% |
69.2 |
2.1% |
31% |
False |
False |
355,981 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,691.0 |
2.618 |
3,573.5 |
1.618 |
3,501.5 |
1.000 |
3,457.0 |
0.618 |
3,429.5 |
HIGH |
3,385.0 |
0.618 |
3,357.5 |
0.500 |
3,349.0 |
0.382 |
3,340.5 |
LOW |
3,313.0 |
0.618 |
3,268.5 |
1.000 |
3,241.0 |
1.618 |
3,196.5 |
2.618 |
3,124.5 |
4.250 |
3,007.0 |
|
|
Fisher Pivots for day following 21-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
3,354.3 |
3,338.5 |
PP |
3,351.7 |
3,320.0 |
S1 |
3,349.0 |
3,301.5 |
|