Trading Metrics calculated at close of trading on 28-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2008 |
28-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
3,346.0 |
3,355.0 |
9.0 |
0.3% |
3,350.0 |
High |
3,386.0 |
3,364.0 |
-22.0 |
-0.6% |
3,432.0 |
Low |
3,317.0 |
3,297.0 |
-20.0 |
-0.6% |
3,285.0 |
Close |
3,368.0 |
3,330.0 |
-38.0 |
-1.1% |
3,368.0 |
Range |
69.0 |
67.0 |
-2.0 |
-2.9% |
147.0 |
ATR |
87.0 |
85.9 |
-1.1 |
-1.3% |
0.0 |
Volume |
1,238,499 |
936,994 |
-301,505 |
-24.3% |
6,461,761 |
|
Daily Pivots for day following 28-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,531.3 |
3,497.7 |
3,366.9 |
|
R3 |
3,464.3 |
3,430.7 |
3,348.4 |
|
R2 |
3,397.3 |
3,397.3 |
3,342.3 |
|
R1 |
3,363.7 |
3,363.7 |
3,336.1 |
3,347.0 |
PP |
3,330.3 |
3,330.3 |
3,330.3 |
3,322.0 |
S1 |
3,296.7 |
3,296.7 |
3,323.9 |
3,280.0 |
S2 |
3,263.3 |
3,263.3 |
3,317.7 |
|
S3 |
3,196.3 |
3,229.7 |
3,311.6 |
|
S4 |
3,129.3 |
3,162.7 |
3,293.2 |
|
|
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% |
75.6 |
2.3% |
31% |
False |
False |
1,245,634 |
10 |
3,432.0 |
3,107.0 |
325.0 |
9.8% |
85.8 |
2.6% |
69% |
False |
False |
1,646,002 |
20 |
3,432.0 |
3,107.0 |
325.0 |
9.8% |
86.5 |
2.6% |
69% |
False |
False |
1,709,311 |
40 |
3,812.0 |
3,107.0 |
705.0 |
21.2% |
79.3 |
2.4% |
32% |
False |
False |
1,213,730 |
60 |
3,905.0 |
3,107.0 |
798.0 |
24.0% |
68.0 |
2.0% |
28% |
False |
False |
810,263 |
80 |
3,905.0 |
3,107.0 |
798.0 |
24.0% |
65.3 |
2.0% |
28% |
False |
False |
607,938 |
100 |
3,905.0 |
3,107.0 |
798.0 |
24.0% |
70.0 |
2.1% |
28% |
False |
False |
489,187 |
120 |
3,905.0 |
3,107.0 |
798.0 |
24.0% |
69.1 |
2.1% |
28% |
False |
False |
407,800 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,648.8 |
2.618 |
3,539.4 |
1.618 |
3,472.4 |
1.000 |
3,431.0 |
0.618 |
3,405.4 |
HIGH |
3,364.0 |
0.618 |
3,338.4 |
0.500 |
3,330.5 |
0.382 |
3,322.6 |
LOW |
3,297.0 |
0.618 |
3,255.6 |
1.000 |
3,230.0 |
1.618 |
3,188.6 |
2.618 |
3,121.6 |
4.250 |
3,012.3 |
|
|
Fisher Pivots for day following 28-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
3,330.5 |
3,364.5 |
PP |
3,330.3 |
3,353.0 |
S1 |
3,330.2 |
3,341.5 |
|