Trading Metrics calculated at close of trading on 15-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2008 |
15-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
978.0 |
983.8 |
5.8 |
0.6% |
944.1 |
High |
986.5 |
999.4 |
12.9 |
1.3% |
979.2 |
Low |
964.7 |
979.5 |
14.8 |
1.5% |
923.4 |
Close |
984.1 |
989.0 |
4.9 |
0.5% |
971.0 |
Range |
21.8 |
19.9 |
-1.9 |
-8.7% |
55.8 |
ATR |
19.7 |
19.7 |
0.0 |
0.1% |
0.0 |
Volume |
15,297 |
22,166 |
6,869 |
44.9% |
61,208 |
|
Daily Pivots for day following 15-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,049.0 |
1,038.9 |
999.9 |
|
R3 |
1,029.1 |
1,019.0 |
994.5 |
|
R2 |
1,009.2 |
1,009.2 |
992.6 |
|
R1 |
999.1 |
999.1 |
990.8 |
1,004.2 |
PP |
989.3 |
989.3 |
989.3 |
991.8 |
S1 |
979.2 |
979.2 |
987.2 |
984.3 |
S2 |
969.4 |
969.4 |
985.4 |
|
S3 |
949.5 |
959.3 |
983.5 |
|
S4 |
929.6 |
939.4 |
978.1 |
|
|
Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,125.3 |
1,103.9 |
1,001.7 |
|
R3 |
1,069.5 |
1,048.1 |
986.3 |
|
R2 |
1,013.7 |
1,013.7 |
981.2 |
|
R1 |
992.3 |
992.3 |
976.1 |
1,003.0 |
PP |
957.9 |
957.9 |
957.9 |
963.2 |
S1 |
936.5 |
936.5 |
965.9 |
947.2 |
S2 |
902.1 |
902.1 |
960.8 |
|
S3 |
846.3 |
880.7 |
955.7 |
|
S4 |
790.5 |
824.9 |
940.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
999.4 |
927.2 |
72.2 |
7.3% |
20.6 |
2.1% |
86% |
True |
False |
16,978 |
10 |
999.4 |
923.4 |
76.0 |
7.7% |
18.7 |
1.9% |
86% |
True |
False |
11,452 |
20 |
999.4 |
884.8 |
114.6 |
11.6% |
19.3 |
2.0% |
91% |
True |
False |
7,520 |
40 |
999.4 |
869.0 |
130.4 |
13.2% |
18.9 |
1.9% |
92% |
True |
False |
5,398 |
60 |
999.4 |
858.8 |
140.6 |
14.2% |
18.6 |
1.9% |
93% |
True |
False |
4,182 |
80 |
999.4 |
858.8 |
140.6 |
14.2% |
19.2 |
1.9% |
93% |
True |
False |
3,536 |
100 |
1,048.0 |
858.8 |
189.2 |
19.1% |
20.3 |
2.1% |
69% |
False |
False |
3,037 |
120 |
1,048.0 |
858.8 |
189.2 |
19.1% |
19.8 |
2.0% |
69% |
False |
False |
2,681 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,084.0 |
2.618 |
1,051.5 |
1.618 |
1,031.6 |
1.000 |
1,019.3 |
0.618 |
1,011.7 |
HIGH |
999.4 |
0.618 |
991.8 |
0.500 |
989.5 |
0.382 |
987.1 |
LOW |
979.5 |
0.618 |
967.2 |
1.000 |
959.6 |
1.618 |
947.3 |
2.618 |
927.4 |
4.250 |
894.9 |
|
|
Fisher Pivots for day following 15-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
989.5 |
984.8 |
PP |
989.3 |
980.6 |
S1 |
989.2 |
976.4 |
|