Trading Metrics calculated at close of trading on 22-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2008 |
22-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
3,350.0 |
3,332.0 |
-18.0 |
-0.5% |
3,250.0 |
High |
3,385.0 |
3,381.0 |
-4.0 |
-0.1% |
3,349.0 |
Low |
3,313.0 |
3,285.0 |
-28.0 |
-0.8% |
3,107.0 |
Close |
3,357.0 |
3,350.0 |
-7.0 |
-0.2% |
3,341.0 |
Range |
72.0 |
96.0 |
24.0 |
33.3% |
242.0 |
ATR |
88.8 |
89.3 |
0.5 |
0.6% |
0.0 |
Volume |
1,170,585 |
1,361,884 |
191,299 |
16.3% |
10,692,001 |
|
Daily Pivots for day following 22-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,626.7 |
3,584.3 |
3,402.8 |
|
R3 |
3,530.7 |
3,488.3 |
3,376.4 |
|
R2 |
3,434.7 |
3,434.7 |
3,367.6 |
|
R1 |
3,392.3 |
3,392.3 |
3,358.8 |
3,413.5 |
PP |
3,338.7 |
3,338.7 |
3,338.7 |
3,349.3 |
S1 |
3,296.3 |
3,296.3 |
3,341.2 |
3,317.5 |
S2 |
3,242.7 |
3,242.7 |
3,332.4 |
|
S3 |
3,146.7 |
3,200.3 |
3,323.6 |
|
S4 |
3,050.7 |
3,104.3 |
3,297.2 |
|
|
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% |
99.2 |
3.0% |
87% |
False |
False |
1,784,728 |
10 |
3,385.0 |
3,107.0 |
278.0 |
8.3% |
91.3 |
2.7% |
87% |
False |
False |
1,878,223 |
20 |
3,499.0 |
3,107.0 |
392.0 |
11.7% |
89.1 |
2.7% |
62% |
False |
False |
1,785,576 |
40 |
3,822.0 |
3,107.0 |
715.0 |
21.3% |
76.5 |
2.3% |
34% |
False |
False |
1,092,611 |
60 |
3,905.0 |
3,107.0 |
798.0 |
23.8% |
66.1 |
2.0% |
30% |
False |
False |
729,214 |
80 |
3,905.0 |
3,107.0 |
798.0 |
23.8% |
66.5 |
2.0% |
30% |
False |
False |
547,151 |
100 |
3,905.0 |
3,107.0 |
798.0 |
23.8% |
70.1 |
2.1% |
30% |
False |
False |
440,545 |
120 |
3,905.0 |
3,107.0 |
798.0 |
23.8% |
69.8 |
2.1% |
30% |
False |
False |
367,319 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,789.0 |
2.618 |
3,632.3 |
1.618 |
3,536.3 |
1.000 |
3,477.0 |
0.618 |
3,440.3 |
HIGH |
3,381.0 |
0.618 |
3,344.3 |
0.500 |
3,333.0 |
0.382 |
3,321.7 |
LOW |
3,285.0 |
0.618 |
3,225.7 |
1.000 |
3,189.0 |
1.618 |
3,129.7 |
2.618 |
3,033.7 |
4.250 |
2,877.0 |
|
|
Fisher Pivots for day following 22-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
3,344.3 |
3,339.3 |
PP |
3,338.7 |
3,328.7 |
S1 |
3,333.0 |
3,318.0 |
|