Trading Metrics calculated at close of trading on 18-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2008 |
18-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
970.9 |
968.7 |
-2.2 |
-0.2% |
978.0 |
High |
989.4 |
975.3 |
-14.1 |
-1.4% |
999.4 |
Low |
963.5 |
960.5 |
-3.0 |
-0.3% |
960.5 |
Close |
981.0 |
968.3 |
-12.7 |
-1.3% |
968.3 |
Range |
25.9 |
14.8 |
-11.1 |
-42.9% |
38.9 |
ATR |
20.5 |
20.5 |
0.0 |
0.0% |
0.0 |
Volume |
22,292 |
22,924 |
632 |
2.8% |
106,980 |
|
Daily Pivots for day following 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,012.4 |
1,005.2 |
976.4 |
|
R3 |
997.6 |
990.4 |
972.4 |
|
R2 |
982.8 |
982.8 |
971.0 |
|
R1 |
975.6 |
975.6 |
969.7 |
971.8 |
PP |
968.0 |
968.0 |
968.0 |
966.2 |
S1 |
960.8 |
960.8 |
966.9 |
957.0 |
S2 |
953.2 |
953.2 |
965.6 |
|
S3 |
938.4 |
946.0 |
964.2 |
|
S4 |
923.6 |
931.2 |
960.2 |
|
|
Weekly Pivots for week ending 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,092.8 |
1,069.4 |
989.7 |
|
R3 |
1,053.9 |
1,030.5 |
979.0 |
|
R2 |
1,015.0 |
1,015.0 |
975.4 |
|
R1 |
991.6 |
991.6 |
971.9 |
983.9 |
PP |
976.1 |
976.1 |
976.1 |
972.2 |
S1 |
952.7 |
952.7 |
964.7 |
945.0 |
S2 |
937.2 |
937.2 |
961.2 |
|
S3 |
898.3 |
913.8 |
957.6 |
|
S4 |
859.4 |
874.9 |
946.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
999.4 |
960.5 |
38.9 |
4.0% |
21.3 |
2.2% |
20% |
False |
True |
21,396 |
10 |
999.4 |
923.4 |
76.0 |
7.8% |
20.7 |
2.1% |
59% |
False |
False |
16,818 |
20 |
999.4 |
884.8 |
114.6 |
11.8% |
20.3 |
2.1% |
73% |
False |
False |
10,627 |
40 |
999.4 |
869.0 |
130.4 |
13.5% |
19.4 |
2.0% |
76% |
False |
False |
6,924 |
60 |
999.4 |
858.8 |
140.6 |
14.5% |
18.6 |
1.9% |
78% |
False |
False |
5,286 |
80 |
999.4 |
858.8 |
140.6 |
14.5% |
19.3 |
2.0% |
78% |
False |
False |
4,304 |
100 |
1,048.0 |
858.8 |
189.2 |
19.5% |
20.4 |
2.1% |
58% |
False |
False |
3,703 |
120 |
1,048.0 |
858.8 |
189.2 |
19.5% |
20.0 |
2.1% |
58% |
False |
False |
3,244 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,038.2 |
2.618 |
1,014.0 |
1.618 |
999.2 |
1.000 |
990.1 |
0.618 |
984.4 |
HIGH |
975.3 |
0.618 |
969.6 |
0.500 |
967.9 |
0.382 |
966.2 |
LOW |
960.5 |
0.618 |
951.4 |
1.000 |
945.7 |
1.618 |
936.6 |
2.618 |
921.8 |
4.250 |
897.6 |
|
|
Fisher Pivots for day following 18-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
968.2 |
976.6 |
PP |
968.0 |
973.8 |
S1 |
967.9 |
971.1 |
|