Trading Metrics calculated at close of trading on 16-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2008 |
16-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
983.8 |
988.8 |
5.0 |
0.5% |
944.1 |
High |
999.4 |
992.6 |
-6.8 |
-0.7% |
979.2 |
Low |
979.5 |
968.4 |
-11.1 |
-1.1% |
923.4 |
Close |
989.0 |
972.9 |
-16.1 |
-1.6% |
971.0 |
Range |
19.9 |
24.2 |
4.3 |
21.6% |
55.8 |
ATR |
19.7 |
20.1 |
0.3 |
1.6% |
0.0 |
Volume |
22,166 |
24,301 |
2,135 |
9.6% |
61,208 |
|
Daily Pivots for day following 16-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,050.6 |
1,035.9 |
986.2 |
|
R3 |
1,026.4 |
1,011.7 |
979.6 |
|
R2 |
1,002.2 |
1,002.2 |
977.3 |
|
R1 |
987.5 |
987.5 |
975.1 |
982.8 |
PP |
978.0 |
978.0 |
978.0 |
975.6 |
S1 |
963.3 |
963.3 |
970.7 |
958.6 |
S2 |
953.8 |
953.8 |
968.5 |
|
S3 |
929.6 |
939.1 |
966.2 |
|
S4 |
905.4 |
914.9 |
959.6 |
|
|
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 |
936.5 |
62.9 |
6.5% |
22.9 |
2.4% |
58% |
False |
False |
18,630 |
10 |
999.4 |
923.4 |
76.0 |
7.8% |
19.7 |
2.0% |
65% |
False |
False |
13,212 |
20 |
999.4 |
884.8 |
114.6 |
11.8% |
19.9 |
2.0% |
77% |
False |
False |
8,633 |
40 |
999.4 |
869.0 |
130.4 |
13.4% |
19.1 |
2.0% |
80% |
False |
False |
5,964 |
60 |
999.4 |
858.8 |
140.6 |
14.5% |
18.6 |
1.9% |
81% |
False |
False |
4,574 |
80 |
999.4 |
858.8 |
140.6 |
14.5% |
19.3 |
2.0% |
81% |
False |
False |
3,820 |
100 |
1,048.0 |
858.8 |
189.2 |
19.4% |
20.3 |
2.1% |
60% |
False |
False |
3,269 |
120 |
1,048.0 |
858.8 |
189.2 |
19.4% |
19.9 |
2.0% |
60% |
False |
False |
2,881 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,095.5 |
2.618 |
1,056.0 |
1.618 |
1,031.8 |
1.000 |
1,016.8 |
0.618 |
1,007.6 |
HIGH |
992.6 |
0.618 |
983.4 |
0.500 |
980.5 |
0.382 |
977.6 |
LOW |
968.4 |
0.618 |
953.4 |
1.000 |
944.2 |
1.618 |
929.2 |
2.618 |
905.0 |
4.250 |
865.6 |
|
|
Fisher Pivots for day following 16-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
980.5 |
982.1 |
PP |
978.0 |
979.0 |
S1 |
975.4 |
976.0 |
|