Trading Metrics calculated at close of trading on 22-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2008 |
22-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
966.8 |
977.1 |
10.3 |
1.1% |
978.0 |
High |
979.1 |
987.1 |
8.0 |
0.8% |
999.4 |
Low |
966.3 |
952.5 |
-13.8 |
-1.4% |
960.5 |
Close |
974.1 |
958.7 |
-15.4 |
-1.6% |
968.3 |
Range |
12.8 |
34.6 |
21.8 |
170.3% |
38.9 |
ATR |
19.9 |
21.0 |
1.0 |
5.3% |
0.0 |
Volume |
13,251 |
22,278 |
9,027 |
68.1% |
106,980 |
|
Daily Pivots for day following 22-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,069.9 |
1,048.9 |
977.7 |
|
R3 |
1,035.3 |
1,014.3 |
968.2 |
|
R2 |
1,000.7 |
1,000.7 |
965.0 |
|
R1 |
979.7 |
979.7 |
961.9 |
972.9 |
PP |
966.1 |
966.1 |
966.1 |
962.7 |
S1 |
945.1 |
945.1 |
955.5 |
938.3 |
S2 |
931.5 |
931.5 |
952.4 |
|
S3 |
896.9 |
910.5 |
949.2 |
|
S4 |
862.3 |
875.9 |
939.7 |
|
|
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 |
992.6 |
952.5 |
40.1 |
4.2% |
22.5 |
2.3% |
15% |
False |
True |
21,009 |
10 |
999.4 |
927.2 |
72.2 |
7.5% |
21.6 |
2.2% |
44% |
False |
False |
18,993 |
20 |
999.4 |
884.8 |
114.6 |
12.0% |
20.5 |
2.1% |
64% |
False |
False |
12,071 |
40 |
999.4 |
869.0 |
130.4 |
13.6% |
19.8 |
2.1% |
69% |
False |
False |
7,697 |
60 |
999.4 |
858.8 |
140.6 |
14.7% |
18.9 |
2.0% |
71% |
False |
False |
5,847 |
80 |
999.4 |
858.8 |
140.6 |
14.7% |
18.9 |
2.0% |
71% |
False |
False |
4,720 |
100 |
1,048.0 |
858.8 |
189.2 |
19.7% |
20.6 |
2.2% |
53% |
False |
False |
4,044 |
120 |
1,048.0 |
858.8 |
189.2 |
19.7% |
19.9 |
2.1% |
53% |
False |
False |
3,530 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,134.2 |
2.618 |
1,077.7 |
1.618 |
1,043.1 |
1.000 |
1,021.7 |
0.618 |
1,008.5 |
HIGH |
987.1 |
0.618 |
973.9 |
0.500 |
969.8 |
0.382 |
965.7 |
LOW |
952.5 |
0.618 |
931.1 |
1.000 |
917.9 |
1.618 |
896.5 |
2.618 |
861.9 |
4.250 |
805.5 |
|
|
Fisher Pivots for day following 22-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
969.8 |
969.8 |
PP |
966.1 |
966.1 |
S1 |
962.4 |
962.4 |
|