Trading Metrics calculated at close of trading on 21-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2008 |
21-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
968.7 |
966.8 |
-1.9 |
-0.2% |
978.0 |
High |
975.3 |
979.1 |
3.8 |
0.4% |
999.4 |
Low |
960.5 |
966.3 |
5.8 |
0.6% |
960.5 |
Close |
968.3 |
974.1 |
5.8 |
0.6% |
968.3 |
Range |
14.8 |
12.8 |
-2.0 |
-13.5% |
38.9 |
ATR |
20.5 |
19.9 |
-0.5 |
-2.7% |
0.0 |
Volume |
22,924 |
13,251 |
-9,673 |
-42.2% |
106,980 |
|
Daily Pivots for day following 21-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,011.6 |
1,005.6 |
981.1 |
|
R3 |
998.8 |
992.8 |
977.6 |
|
R2 |
986.0 |
986.0 |
976.4 |
|
R1 |
980.0 |
980.0 |
975.3 |
983.0 |
PP |
973.2 |
973.2 |
973.2 |
974.7 |
S1 |
967.2 |
967.2 |
972.9 |
970.2 |
S2 |
960.4 |
960.4 |
971.8 |
|
S3 |
947.6 |
954.4 |
970.6 |
|
S4 |
934.8 |
941.6 |
967.1 |
|
|
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% |
19.5 |
2.0% |
35% |
False |
False |
20,986 |
10 |
999.4 |
923.4 |
76.0 |
7.8% |
20.2 |
2.1% |
67% |
False |
False |
17,520 |
20 |
999.4 |
884.8 |
114.6 |
11.8% |
19.3 |
2.0% |
78% |
False |
False |
11,161 |
40 |
999.4 |
869.0 |
130.4 |
13.4% |
19.6 |
2.0% |
81% |
False |
False |
7,176 |
60 |
999.4 |
858.8 |
140.6 |
14.4% |
18.7 |
1.9% |
82% |
False |
False |
5,489 |
80 |
999.4 |
858.8 |
140.6 |
14.4% |
19.1 |
2.0% |
82% |
False |
False |
4,451 |
100 |
1,048.0 |
858.8 |
189.2 |
19.4% |
20.4 |
2.1% |
61% |
False |
False |
3,828 |
120 |
1,048.0 |
858.8 |
189.2 |
19.4% |
19.8 |
2.0% |
61% |
False |
False |
3,352 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,033.5 |
2.618 |
1,012.6 |
1.618 |
999.8 |
1.000 |
991.9 |
0.618 |
987.0 |
HIGH |
979.1 |
0.618 |
974.2 |
0.500 |
972.7 |
0.382 |
971.2 |
LOW |
966.3 |
0.618 |
958.4 |
1.000 |
953.5 |
1.618 |
945.6 |
2.618 |
932.8 |
4.250 |
911.9 |
|
|
Fisher Pivots for day following 21-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
973.6 |
975.0 |
PP |
973.2 |
974.7 |
S1 |
972.7 |
974.4 |
|