Trading Metrics calculated at close of trading on 23-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2008 |
23-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
977.1 |
956.1 |
-21.0 |
-2.1% |
978.0 |
High |
987.1 |
959.1 |
-28.0 |
-2.8% |
999.4 |
Low |
952.5 |
927.4 |
-25.1 |
-2.6% |
960.5 |
Close |
958.7 |
932.9 |
-25.8 |
-2.7% |
968.3 |
Range |
34.6 |
31.7 |
-2.9 |
-8.4% |
38.9 |
ATR |
21.0 |
21.7 |
0.8 |
3.6% |
0.0 |
Volume |
22,278 |
27,305 |
5,027 |
22.6% |
106,980 |
|
Daily Pivots for day following 23-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,034.9 |
1,015.6 |
950.3 |
|
R3 |
1,003.2 |
983.9 |
941.6 |
|
R2 |
971.5 |
971.5 |
938.7 |
|
R1 |
952.2 |
952.2 |
935.8 |
946.0 |
PP |
939.8 |
939.8 |
939.8 |
936.7 |
S1 |
920.5 |
920.5 |
930.0 |
914.3 |
S2 |
908.1 |
908.1 |
927.1 |
|
S3 |
876.4 |
888.8 |
924.2 |
|
S4 |
844.7 |
857.1 |
915.5 |
|
|
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 |
989.4 |
927.4 |
62.0 |
6.6% |
24.0 |
2.6% |
9% |
False |
True |
21,610 |
10 |
999.4 |
927.4 |
72.0 |
7.7% |
23.4 |
2.5% |
8% |
False |
True |
20,120 |
20 |
999.4 |
896.7 |
102.7 |
11.0% |
21.3 |
2.3% |
35% |
False |
False |
13,331 |
40 |
999.4 |
869.0 |
130.4 |
14.0% |
20.1 |
2.2% |
49% |
False |
False |
8,249 |
60 |
999.4 |
858.8 |
140.6 |
15.1% |
19.2 |
2.1% |
53% |
False |
False |
6,281 |
80 |
999.4 |
858.8 |
140.6 |
15.1% |
19.0 |
2.0% |
53% |
False |
False |
5,015 |
100 |
1,048.0 |
858.8 |
189.2 |
20.3% |
20.6 |
2.2% |
39% |
False |
False |
4,311 |
120 |
1,048.0 |
858.8 |
189.2 |
20.3% |
20.0 |
2.1% |
39% |
False |
False |
3,754 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,093.8 |
2.618 |
1,042.1 |
1.618 |
1,010.4 |
1.000 |
990.8 |
0.618 |
978.7 |
HIGH |
959.1 |
0.618 |
947.0 |
0.500 |
943.3 |
0.382 |
939.5 |
LOW |
927.4 |
0.618 |
907.8 |
1.000 |
895.7 |
1.618 |
876.1 |
2.618 |
844.4 |
4.250 |
792.7 |
|
|
Fisher Pivots for day following 23-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
943.3 |
957.3 |
PP |
939.8 |
949.1 |
S1 |
936.4 |
941.0 |
|