Trading Metrics calculated at close of trading on 30-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2008 |
30-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
3,310.0 |
3,377.0 |
67.0 |
2.0% |
3,350.0 |
High |
3,374.0 |
3,407.0 |
33.0 |
1.0% |
3,432.0 |
Low |
3,282.0 |
3,360.0 |
78.0 |
2.4% |
3,285.0 |
Close |
3,344.0 |
3,389.0 |
45.0 |
1.3% |
3,368.0 |
Range |
92.0 |
47.0 |
-45.0 |
-48.9% |
147.0 |
ATR |
86.3 |
84.6 |
-1.7 |
-1.9% |
0.0 |
Volume |
1,310,200 |
1,344,301 |
34,101 |
2.6% |
6,461,761 |
|
Daily Pivots for day following 30-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,526.3 |
3,504.7 |
3,414.9 |
|
R3 |
3,479.3 |
3,457.7 |
3,401.9 |
|
R2 |
3,432.3 |
3,432.3 |
3,397.6 |
|
R1 |
3,410.7 |
3,410.7 |
3,393.3 |
3,421.5 |
PP |
3,385.3 |
3,385.3 |
3,385.3 |
3,390.8 |
S1 |
3,363.7 |
3,363.7 |
3,384.7 |
3,374.5 |
S2 |
3,338.3 |
3,338.3 |
3,380.4 |
|
S3 |
3,291.3 |
3,316.7 |
3,376.1 |
|
S4 |
3,244.3 |
3,269.7 |
3,363.2 |
|
|
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 |
3,282.0 |
150.0 |
4.4% |
74.2 |
2.2% |
71% |
False |
False |
1,235,798 |
10 |
3,432.0 |
3,218.0 |
214.0 |
6.3% |
78.6 |
2.3% |
80% |
False |
False |
1,413,170 |
20 |
3,432.0 |
3,107.0 |
325.0 |
9.6% |
84.6 |
2.5% |
87% |
False |
False |
1,659,162 |
40 |
3,756.0 |
3,107.0 |
649.0 |
19.2% |
79.5 |
2.3% |
43% |
False |
False |
1,279,740 |
60 |
3,905.0 |
3,107.0 |
798.0 |
23.5% |
69.0 |
2.0% |
35% |
False |
False |
854,473 |
80 |
3,905.0 |
3,107.0 |
798.0 |
23.5% |
66.0 |
1.9% |
35% |
False |
False |
641,113 |
100 |
3,905.0 |
3,107.0 |
798.0 |
23.5% |
70.2 |
2.1% |
35% |
False |
False |
515,703 |
120 |
3,905.0 |
3,107.0 |
798.0 |
23.5% |
69.6 |
2.1% |
35% |
False |
False |
429,915 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,606.8 |
2.618 |
3,530.0 |
1.618 |
3,483.0 |
1.000 |
3,454.0 |
0.618 |
3,436.0 |
HIGH |
3,407.0 |
0.618 |
3,389.0 |
0.500 |
3,383.5 |
0.382 |
3,378.0 |
LOW |
3,360.0 |
0.618 |
3,331.0 |
1.000 |
3,313.0 |
1.618 |
3,284.0 |
2.618 |
3,237.0 |
4.250 |
3,160.3 |
|
|
Fisher Pivots for day following 30-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
3,387.2 |
3,374.2 |
PP |
3,385.3 |
3,359.3 |
S1 |
3,383.5 |
3,344.5 |
|