Trading Metrics calculated at close of trading on 24-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2008 |
24-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
3,368.0 |
3,412.0 |
44.0 |
1.3% |
3,250.0 |
High |
3,418.0 |
3,432.0 |
14.0 |
0.4% |
3,349.0 |
Low |
3,368.0 |
3,336.0 |
-32.0 |
-1.0% |
3,107.0 |
Close |
3,408.0 |
3,367.0 |
-41.0 |
-1.2% |
3,341.0 |
Range |
50.0 |
96.0 |
46.0 |
92.0% |
242.0 |
ATR |
87.8 |
88.4 |
0.6 |
0.7% |
0.0 |
Volume |
1,341,794 |
1,348,999 |
7,205 |
0.5% |
10,692,001 |
|
Daily Pivots for day following 24-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,666.3 |
3,612.7 |
3,419.8 |
|
R3 |
3,570.3 |
3,516.7 |
3,393.4 |
|
R2 |
3,474.3 |
3,474.3 |
3,384.6 |
|
R1 |
3,420.7 |
3,420.7 |
3,375.8 |
3,399.5 |
PP |
3,378.3 |
3,378.3 |
3,378.3 |
3,367.8 |
S1 |
3,324.7 |
3,324.7 |
3,358.2 |
3,303.5 |
S2 |
3,282.3 |
3,282.3 |
3,349.4 |
|
S3 |
3,186.3 |
3,228.7 |
3,340.6 |
|
S4 |
3,090.3 |
3,132.7 |
3,314.2 |
|
|
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 |
3,432.0 |
3,251.0 |
181.0 |
5.4% |
82.4 |
2.4% |
64% |
True |
False |
1,418,082 |
10 |
3,432.0 |
3,107.0 |
325.0 |
9.7% |
92.2 |
2.7% |
80% |
True |
False |
1,807,175 |
20 |
3,464.0 |
3,107.0 |
357.0 |
10.6% |
88.5 |
2.6% |
73% |
False |
False |
1,773,923 |
40 |
3,822.0 |
3,107.0 |
715.0 |
21.2% |
77.8 |
2.3% |
36% |
False |
False |
1,159,758 |
60 |
3,905.0 |
3,107.0 |
798.0 |
23.7% |
67.6 |
2.0% |
33% |
False |
False |
774,057 |
80 |
3,905.0 |
3,107.0 |
798.0 |
23.7% |
64.9 |
1.9% |
33% |
False |
False |
580,762 |
100 |
3,905.0 |
3,107.0 |
798.0 |
23.7% |
70.0 |
2.1% |
33% |
False |
False |
467,444 |
120 |
3,905.0 |
3,107.0 |
798.0 |
23.7% |
69.7 |
2.1% |
33% |
False |
False |
389,716 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,840.0 |
2.618 |
3,683.3 |
1.618 |
3,587.3 |
1.000 |
3,528.0 |
0.618 |
3,491.3 |
HIGH |
3,432.0 |
0.618 |
3,395.3 |
0.500 |
3,384.0 |
0.382 |
3,372.7 |
LOW |
3,336.0 |
0.618 |
3,276.7 |
1.000 |
3,240.0 |
1.618 |
3,180.7 |
2.618 |
3,084.7 |
4.250 |
2,928.0 |
|
|
Fisher Pivots for day following 24-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
3,384.0 |
3,364.2 |
PP |
3,378.3 |
3,361.3 |
S1 |
3,372.7 |
3,358.5 |
|