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 |
3,369.0 |
3,337.0 |
-32.0 |
-0.9% |
3,272.0 |
High |
3,403.0 |
3,374.0 |
-29.0 |
-0.9% |
3,370.0 |
Low |
3,336.0 |
3,312.0 |
-24.0 |
-0.7% |
3,133.0 |
Close |
3,380.0 |
3,372.0 |
-8.0 |
-0.2% |
3,363.0 |
Range |
67.0 |
62.0 |
-5.0 |
-7.5% |
237.0 |
ATR |
82.9 |
81.8 |
-1.1 |
-1.3% |
0.0 |
Volume |
2,376 |
3,846 |
1,470 |
61.9% |
58,822 |
|
Daily Pivots for day following 22-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,538.7 |
3,517.3 |
3,406.1 |
|
R3 |
3,476.7 |
3,455.3 |
3,389.1 |
|
R2 |
3,414.7 |
3,414.7 |
3,383.4 |
|
R1 |
3,393.3 |
3,393.3 |
3,377.7 |
3,404.0 |
PP |
3,352.7 |
3,352.7 |
3,352.7 |
3,358.0 |
S1 |
3,331.3 |
3,331.3 |
3,366.3 |
3,342.0 |
S2 |
3,290.7 |
3,290.7 |
3,360.6 |
|
S3 |
3,228.7 |
3,269.3 |
3,355.0 |
|
S4 |
3,166.7 |
3,207.3 |
3,337.9 |
|
|
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% |
84.6 |
2.5% |
89% |
False |
False |
3,671 |
10 |
3,403.0 |
3,133.0 |
270.0 |
8.0% |
80.7 |
2.4% |
89% |
False |
False |
6,902 |
20 |
3,522.0 |
3,133.0 |
389.0 |
11.5% |
79.5 |
2.4% |
61% |
False |
False |
5,018 |
40 |
3,850.0 |
3,133.0 |
717.0 |
21.3% |
69.9 |
2.1% |
33% |
False |
False |
7,248 |
60 |
3,931.0 |
3,133.0 |
798.0 |
23.7% |
58.3 |
1.7% |
30% |
False |
False |
5,116 |
80 |
3,931.0 |
3,133.0 |
798.0 |
23.7% |
57.1 |
1.7% |
30% |
False |
False |
4,005 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,637.5 |
2.618 |
3,536.3 |
1.618 |
3,474.3 |
1.000 |
3,436.0 |
0.618 |
3,412.3 |
HIGH |
3,374.0 |
0.618 |
3,350.3 |
0.500 |
3,343.0 |
0.382 |
3,335.7 |
LOW |
3,312.0 |
0.618 |
3,273.7 |
1.000 |
3,250.0 |
1.618 |
3,211.7 |
2.618 |
3,149.7 |
4.250 |
3,048.5 |
|
|
Fisher Pivots for day following 22-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
3,362.3 |
3,361.5 |
PP |
3,352.7 |
3,351.0 |
S1 |
3,343.0 |
3,340.5 |
|