Trading Metrics calculated at close of trading on 25-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2008 |
25-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
3,412.0 |
3,346.0 |
-66.0 |
-1.9% |
3,350.0 |
High |
3,432.0 |
3,386.0 |
-46.0 |
-1.3% |
3,432.0 |
Low |
3,336.0 |
3,317.0 |
-19.0 |
-0.6% |
3,285.0 |
Close |
3,367.0 |
3,368.0 |
1.0 |
0.0% |
3,368.0 |
Range |
96.0 |
69.0 |
-27.0 |
-28.1% |
147.0 |
ATR |
88.4 |
87.0 |
-1.4 |
-1.6% |
0.0 |
Volume |
1,348,999 |
1,238,499 |
-110,500 |
-8.2% |
6,461,761 |
|
Daily Pivots for day following 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,564.0 |
3,535.0 |
3,406.0 |
|
R3 |
3,495.0 |
3,466.0 |
3,387.0 |
|
R2 |
3,426.0 |
3,426.0 |
3,380.7 |
|
R1 |
3,397.0 |
3,397.0 |
3,374.3 |
3,411.5 |
PP |
3,357.0 |
3,357.0 |
3,357.0 |
3,364.3 |
S1 |
3,328.0 |
3,328.0 |
3,361.7 |
3,342.5 |
S2 |
3,288.0 |
3,288.0 |
3,355.4 |
|
S3 |
3,219.0 |
3,259.0 |
3,349.0 |
|
S4 |
3,150.0 |
3,190.0 |
3,330.1 |
|
|
Weekly Pivots for week ending 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,802.7 |
3,732.3 |
3,448.9 |
|
R3 |
3,655.7 |
3,585.3 |
3,408.4 |
|
R2 |
3,508.7 |
3,508.7 |
3,395.0 |
|
R1 |
3,438.3 |
3,438.3 |
3,381.5 |
3,473.5 |
PP |
3,361.7 |
3,361.7 |
3,361.7 |
3,379.3 |
S1 |
3,291.3 |
3,291.3 |
3,354.5 |
3,326.5 |
S2 |
3,214.7 |
3,214.7 |
3,341.1 |
|
S3 |
3,067.7 |
3,144.3 |
3,327.6 |
|
S4 |
2,920.7 |
2,997.3 |
3,287.2 |
|
|
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 |
3,285.0 |
147.0 |
4.4% |
76.6 |
2.3% |
56% |
False |
False |
1,292,352 |
10 |
3,432.0 |
3,107.0 |
325.0 |
9.6% |
85.8 |
2.5% |
80% |
False |
False |
1,715,376 |
20 |
3,432.0 |
3,107.0 |
325.0 |
9.6% |
86.3 |
2.6% |
80% |
False |
False |
1,752,693 |
40 |
3,822.0 |
3,107.0 |
715.0 |
21.2% |
78.3 |
2.3% |
37% |
False |
False |
1,190,461 |
60 |
3,905.0 |
3,107.0 |
798.0 |
23.7% |
67.8 |
2.0% |
33% |
False |
False |
794,655 |
80 |
3,905.0 |
3,107.0 |
798.0 |
23.7% |
65.2 |
1.9% |
33% |
False |
False |
596,235 |
100 |
3,905.0 |
3,107.0 |
798.0 |
23.7% |
70.4 |
2.1% |
33% |
False |
False |
479,826 |
120 |
3,905.0 |
3,107.0 |
798.0 |
23.7% |
69.9 |
2.1% |
33% |
False |
False |
400,028 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,679.3 |
2.618 |
3,566.6 |
1.618 |
3,497.6 |
1.000 |
3,455.0 |
0.618 |
3,428.6 |
HIGH |
3,386.0 |
0.618 |
3,359.6 |
0.500 |
3,351.5 |
0.382 |
3,343.4 |
LOW |
3,317.0 |
0.618 |
3,274.4 |
1.000 |
3,248.0 |
1.618 |
3,205.4 |
2.618 |
3,136.4 |
4.250 |
3,023.8 |
|
|
Fisher Pivots for day following 25-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
3,362.5 |
3,374.5 |
PP |
3,357.0 |
3,372.3 |
S1 |
3,351.5 |
3,370.2 |
|