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 |
3,250.0 |
3,285.0 |
35.0 |
1.1% |
3,272.0 |
High |
3,335.0 |
3,370.0 |
35.0 |
1.0% |
3,370.0 |
Low |
3,240.0 |
3,278.0 |
38.0 |
1.2% |
3,133.0 |
Close |
3,299.0 |
3,363.0 |
64.0 |
1.9% |
3,363.0 |
Range |
95.0 |
92.0 |
-3.0 |
-3.2% |
237.0 |
ATR |
83.5 |
84.1 |
0.6 |
0.7% |
0.0 |
Volume |
5,667 |
3,077 |
-2,590 |
-45.7% |
58,822 |
|
Daily Pivots for day following 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,613.0 |
3,580.0 |
3,413.6 |
|
R3 |
3,521.0 |
3,488.0 |
3,388.3 |
|
R2 |
3,429.0 |
3,429.0 |
3,379.9 |
|
R1 |
3,396.0 |
3,396.0 |
3,371.4 |
3,412.5 |
PP |
3,337.0 |
3,337.0 |
3,337.0 |
3,345.3 |
S1 |
3,304.0 |
3,304.0 |
3,354.6 |
3,320.5 |
S2 |
3,245.0 |
3,245.0 |
3,346.1 |
|
S3 |
3,153.0 |
3,212.0 |
3,337.7 |
|
S4 |
3,061.0 |
3,120.0 |
3,312.4 |
|
|
Weekly Pivots for week ending 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,999.7 |
3,918.3 |
3,493.4 |
|
R3 |
3,762.7 |
3,681.3 |
3,428.2 |
|
R2 |
3,525.7 |
3,525.7 |
3,406.5 |
|
R1 |
3,444.3 |
3,444.3 |
3,384.7 |
3,485.0 |
PP |
3,288.7 |
3,288.7 |
3,288.7 |
3,309.0 |
S1 |
3,207.3 |
3,207.3 |
3,341.3 |
3,248.0 |
S2 |
3,051.7 |
3,051.7 |
3,319.6 |
|
S3 |
2,814.7 |
2,970.3 |
3,297.8 |
|
S4 |
2,577.7 |
2,733.3 |
3,232.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,370.0 |
3,133.0 |
237.0 |
7.0% |
86.6 |
2.6% |
97% |
True |
False |
11,764 |
10 |
3,392.0 |
3,133.0 |
259.0 |
7.7% |
82.4 |
2.5% |
89% |
False |
False |
6,665 |
20 |
3,522.0 |
3,133.0 |
389.0 |
11.6% |
78.7 |
2.3% |
59% |
False |
False |
4,804 |
40 |
3,850.0 |
3,133.0 |
717.0 |
21.3% |
67.6 |
2.0% |
32% |
False |
False |
7,109 |
60 |
3,931.0 |
3,133.0 |
798.0 |
23.7% |
56.8 |
1.7% |
29% |
False |
False |
5,022 |
80 |
3,931.0 |
3,133.0 |
798.0 |
23.7% |
56.4 |
1.7% |
29% |
False |
False |
3,931 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,761.0 |
2.618 |
3,610.9 |
1.618 |
3,518.9 |
1.000 |
3,462.0 |
0.618 |
3,426.9 |
HIGH |
3,370.0 |
0.618 |
3,334.9 |
0.500 |
3,324.0 |
0.382 |
3,313.1 |
LOW |
3,278.0 |
0.618 |
3,221.1 |
1.000 |
3,186.0 |
1.618 |
3,129.1 |
2.618 |
3,037.1 |
4.250 |
2,887.0 |
|
|
Fisher Pivots for day following 18-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
3,350.0 |
3,325.8 |
PP |
3,337.0 |
3,288.7 |
S1 |
3,324.0 |
3,251.5 |
|