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 |
3,285.0 |
3,369.0 |
84.0 |
2.6% |
3,272.0 |
High |
3,370.0 |
3,403.0 |
33.0 |
1.0% |
3,370.0 |
Low |
3,278.0 |
3,336.0 |
58.0 |
1.8% |
3,133.0 |
Close |
3,363.0 |
3,380.0 |
17.0 |
0.5% |
3,363.0 |
Range |
92.0 |
67.0 |
-25.0 |
-27.2% |
237.0 |
ATR |
84.1 |
82.9 |
-1.2 |
-1.5% |
0.0 |
Volume |
3,077 |
2,376 |
-701 |
-22.8% |
58,822 |
|
Daily Pivots for day following 21-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,574.0 |
3,544.0 |
3,416.9 |
|
R3 |
3,507.0 |
3,477.0 |
3,398.4 |
|
R2 |
3,440.0 |
3,440.0 |
3,392.3 |
|
R1 |
3,410.0 |
3,410.0 |
3,386.1 |
3,425.0 |
PP |
3,373.0 |
3,373.0 |
3,373.0 |
3,380.5 |
S1 |
3,343.0 |
3,343.0 |
3,373.9 |
3,358.0 |
S2 |
3,306.0 |
3,306.0 |
3,367.7 |
|
S3 |
3,239.0 |
3,276.0 |
3,361.6 |
|
S4 |
3,172.0 |
3,209.0 |
3,343.2 |
|
|
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 |
3,403.0 |
3,133.0 |
270.0 |
8.0% |
87.2 |
2.6% |
91% |
True |
False |
5,156 |
10 |
3,403.0 |
3,133.0 |
270.0 |
8.0% |
82.6 |
2.4% |
91% |
True |
False |
6,678 |
20 |
3,522.0 |
3,133.0 |
389.0 |
11.5% |
80.2 |
2.4% |
63% |
False |
False |
4,901 |
40 |
3,850.0 |
3,133.0 |
717.0 |
21.2% |
69.2 |
2.0% |
34% |
False |
False |
7,167 |
60 |
3,931.0 |
3,133.0 |
798.0 |
23.6% |
57.6 |
1.7% |
31% |
False |
False |
5,053 |
80 |
3,931.0 |
3,133.0 |
798.0 |
23.6% |
57.0 |
1.7% |
31% |
False |
False |
3,959 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,687.8 |
2.618 |
3,578.4 |
1.618 |
3,511.4 |
1.000 |
3,470.0 |
0.618 |
3,444.4 |
HIGH |
3,403.0 |
0.618 |
3,377.4 |
0.500 |
3,369.5 |
0.382 |
3,361.6 |
LOW |
3,336.0 |
0.618 |
3,294.6 |
1.000 |
3,269.0 |
1.618 |
3,227.6 |
2.618 |
3,160.6 |
4.250 |
3,051.3 |
|
|
Fisher Pivots for day following 21-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
3,376.5 |
3,360.5 |
PP |
3,373.0 |
3,341.0 |
S1 |
3,369.5 |
3,321.5 |
|