Trading Metrics calculated at close of trading on 24-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2008 |
24-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
3,397.0 |
3,433.0 |
36.0 |
1.1% |
3,272.0 |
High |
3,436.0 |
3,452.0 |
16.0 |
0.5% |
3,370.0 |
Low |
3,397.0 |
3,360.0 |
-37.0 |
-1.1% |
3,133.0 |
Close |
3,431.0 |
3,389.0 |
-42.0 |
-1.2% |
3,363.0 |
Range |
39.0 |
92.0 |
53.0 |
135.9% |
237.0 |
ATR |
80.5 |
81.4 |
0.8 |
1.0% |
0.0 |
Volume |
5,791 |
3,057 |
-2,734 |
-47.2% |
58,822 |
|
Daily Pivots for day following 24-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,676.3 |
3,624.7 |
3,439.6 |
|
R3 |
3,584.3 |
3,532.7 |
3,414.3 |
|
R2 |
3,492.3 |
3,492.3 |
3,405.9 |
|
R1 |
3,440.7 |
3,440.7 |
3,397.4 |
3,420.5 |
PP |
3,400.3 |
3,400.3 |
3,400.3 |
3,390.3 |
S1 |
3,348.7 |
3,348.7 |
3,380.6 |
3,328.5 |
S2 |
3,308.3 |
3,308.3 |
3,372.1 |
|
S3 |
3,216.3 |
3,256.7 |
3,363.7 |
|
S4 |
3,124.3 |
3,164.7 |
3,338.4 |
|
|
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 |
3,452.0 |
3,278.0 |
174.0 |
5.1% |
70.4 |
2.1% |
64% |
True |
False |
3,629 |
10 |
3,452.0 |
3,133.0 |
319.0 |
9.4% |
81.7 |
2.4% |
80% |
True |
False |
7,571 |
20 |
3,452.0 |
3,133.0 |
319.0 |
9.4% |
78.1 |
2.3% |
80% |
True |
False |
4,556 |
40 |
3,850.0 |
3,133.0 |
717.0 |
21.2% |
70.9 |
2.1% |
36% |
False |
False |
7,360 |
60 |
3,931.0 |
3,133.0 |
798.0 |
23.5% |
59.6 |
1.8% |
32% |
False |
False |
5,165 |
80 |
3,931.0 |
3,133.0 |
798.0 |
23.5% |
55.9 |
1.7% |
32% |
False |
False |
4,106 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,843.0 |
2.618 |
3,692.9 |
1.618 |
3,600.9 |
1.000 |
3,544.0 |
0.618 |
3,508.9 |
HIGH |
3,452.0 |
0.618 |
3,416.9 |
0.500 |
3,406.0 |
0.382 |
3,395.1 |
LOW |
3,360.0 |
0.618 |
3,303.1 |
1.000 |
3,268.0 |
1.618 |
3,211.1 |
2.618 |
3,119.1 |
4.250 |
2,969.0 |
|
|
Fisher Pivots for day following 24-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
3,406.0 |
3,386.7 |
PP |
3,400.3 |
3,384.3 |
S1 |
3,394.7 |
3,382.0 |
|