Trading Metrics calculated at close of trading on 17-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2008 |
17-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
988.8 |
970.9 |
-17.9 |
-1.8% |
944.1 |
High |
992.6 |
989.4 |
-3.2 |
-0.3% |
979.2 |
Low |
968.4 |
963.5 |
-4.9 |
-0.5% |
923.4 |
Close |
972.9 |
981.0 |
8.1 |
0.8% |
971.0 |
Range |
24.2 |
25.9 |
1.7 |
7.0% |
55.8 |
ATR |
20.1 |
20.5 |
0.4 |
2.1% |
0.0 |
Volume |
24,301 |
22,292 |
-2,009 |
-8.3% |
61,208 |
|
Daily Pivots for day following 17-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,055.7 |
1,044.2 |
995.2 |
|
R3 |
1,029.8 |
1,018.3 |
988.1 |
|
R2 |
1,003.9 |
1,003.9 |
985.7 |
|
R1 |
992.4 |
992.4 |
983.4 |
998.2 |
PP |
978.0 |
978.0 |
978.0 |
980.8 |
S1 |
966.5 |
966.5 |
978.6 |
972.3 |
S2 |
952.1 |
952.1 |
976.3 |
|
S3 |
926.2 |
940.6 |
973.9 |
|
S4 |
900.3 |
914.7 |
966.8 |
|
|
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 |
953.4 |
46.0 |
4.7% |
23.5 |
2.4% |
60% |
False |
False |
19,982 |
10 |
999.4 |
923.4 |
76.0 |
7.7% |
19.9 |
2.0% |
76% |
False |
False |
14,983 |
20 |
999.4 |
884.8 |
114.6 |
11.7% |
20.1 |
2.0% |
84% |
False |
False |
9,641 |
40 |
999.4 |
869.0 |
130.4 |
13.3% |
19.3 |
2.0% |
86% |
False |
False |
6,429 |
60 |
999.4 |
858.8 |
140.6 |
14.3% |
18.7 |
1.9% |
87% |
False |
False |
4,923 |
80 |
999.4 |
858.8 |
140.6 |
14.3% |
19.4 |
2.0% |
87% |
False |
False |
4,057 |
100 |
1,048.0 |
858.8 |
189.2 |
19.3% |
20.5 |
2.1% |
65% |
False |
False |
3,480 |
120 |
1,048.0 |
858.8 |
189.2 |
19.3% |
19.9 |
2.0% |
65% |
False |
False |
3,061 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,099.5 |
2.618 |
1,057.2 |
1.618 |
1,031.3 |
1.000 |
1,015.3 |
0.618 |
1,005.4 |
HIGH |
989.4 |
0.618 |
979.5 |
0.500 |
976.5 |
0.382 |
973.4 |
LOW |
963.5 |
0.618 |
947.5 |
1.000 |
937.6 |
1.618 |
921.6 |
2.618 |
895.7 |
4.250 |
853.4 |
|
|
Fisher Pivots for day following 17-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
979.5 |
981.5 |
PP |
978.0 |
981.3 |
S1 |
976.5 |
981.2 |
|