Trading Metrics calculated at close of trading on 23-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2008 |
23-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
3,332.0 |
3,368.0 |
36.0 |
1.1% |
3,250.0 |
High |
3,381.0 |
3,418.0 |
37.0 |
1.1% |
3,349.0 |
Low |
3,285.0 |
3,368.0 |
83.0 |
2.5% |
3,107.0 |
Close |
3,350.0 |
3,408.0 |
58.0 |
1.7% |
3,341.0 |
Range |
96.0 |
50.0 |
-46.0 |
-47.9% |
242.0 |
ATR |
89.3 |
87.8 |
-1.5 |
-1.7% |
0.0 |
Volume |
1,361,884 |
1,341,794 |
-20,090 |
-1.5% |
10,692,001 |
|
Daily Pivots for day following 23-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,548.0 |
3,528.0 |
3,435.5 |
|
R3 |
3,498.0 |
3,478.0 |
3,421.8 |
|
R2 |
3,448.0 |
3,448.0 |
3,417.2 |
|
R1 |
3,428.0 |
3,428.0 |
3,412.6 |
3,438.0 |
PP |
3,398.0 |
3,398.0 |
3,398.0 |
3,403.0 |
S1 |
3,378.0 |
3,378.0 |
3,403.4 |
3,388.0 |
S2 |
3,348.0 |
3,348.0 |
3,398.8 |
|
S3 |
3,298.0 |
3,328.0 |
3,394.3 |
|
S4 |
3,248.0 |
3,278.0 |
3,380.5 |
|
|
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 |
3,418.0 |
3,218.0 |
200.0 |
5.9% |
83.0 |
2.4% |
95% |
True |
False |
1,590,541 |
10 |
3,418.0 |
3,107.0 |
311.0 |
9.1% |
89.3 |
2.6% |
97% |
True |
False |
1,864,440 |
20 |
3,499.0 |
3,107.0 |
392.0 |
11.5% |
87.3 |
2.6% |
77% |
False |
False |
1,769,536 |
40 |
3,822.0 |
3,107.0 |
715.0 |
21.0% |
76.7 |
2.2% |
42% |
False |
False |
1,126,090 |
60 |
3,905.0 |
3,107.0 |
798.0 |
23.4% |
66.5 |
2.0% |
38% |
False |
False |
751,576 |
80 |
3,905.0 |
3,107.0 |
798.0 |
23.4% |
66.1 |
1.9% |
38% |
False |
False |
563,911 |
100 |
3,905.0 |
3,107.0 |
798.0 |
23.4% |
69.9 |
2.1% |
38% |
False |
False |
453,958 |
120 |
3,905.0 |
3,107.0 |
798.0 |
23.4% |
69.5 |
2.0% |
38% |
False |
False |
378,489 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,630.5 |
2.618 |
3,548.9 |
1.618 |
3,498.9 |
1.000 |
3,468.0 |
0.618 |
3,448.9 |
HIGH |
3,418.0 |
0.618 |
3,398.9 |
0.500 |
3,393.0 |
0.382 |
3,387.1 |
LOW |
3,368.0 |
0.618 |
3,337.1 |
1.000 |
3,318.0 |
1.618 |
3,287.1 |
2.618 |
3,237.1 |
4.250 |
3,155.5 |
|
|
Fisher Pivots for day following 23-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
3,403.0 |
3,389.2 |
PP |
3,398.0 |
3,370.3 |
S1 |
3,393.0 |
3,351.5 |
|