Trading Metrics calculated at close of trading on 25-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2008 |
25-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
3,433.0 |
3,363.0 |
-70.0 |
-2.0% |
3,369.0 |
High |
3,452.0 |
3,405.0 |
-47.0 |
-1.4% |
3,452.0 |
Low |
3,360.0 |
3,342.0 |
-18.0 |
-0.5% |
3,312.0 |
Close |
3,389.0 |
3,390.0 |
1.0 |
0.0% |
3,390.0 |
Range |
92.0 |
63.0 |
-29.0 |
-31.5% |
140.0 |
ATR |
81.4 |
80.0 |
-1.3 |
-1.6% |
0.0 |
Volume |
3,057 |
553 |
-2,504 |
-81.9% |
15,623 |
|
Daily Pivots for day following 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,568.0 |
3,542.0 |
3,424.7 |
|
R3 |
3,505.0 |
3,479.0 |
3,407.3 |
|
R2 |
3,442.0 |
3,442.0 |
3,401.6 |
|
R1 |
3,416.0 |
3,416.0 |
3,395.8 |
3,429.0 |
PP |
3,379.0 |
3,379.0 |
3,379.0 |
3,385.5 |
S1 |
3,353.0 |
3,353.0 |
3,384.2 |
3,366.0 |
S2 |
3,316.0 |
3,316.0 |
3,378.5 |
|
S3 |
3,253.0 |
3,290.0 |
3,372.7 |
|
S4 |
3,190.0 |
3,227.0 |
3,355.4 |
|
|
Weekly Pivots for week ending 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,804.7 |
3,737.3 |
3,467.0 |
|
R3 |
3,664.7 |
3,597.3 |
3,428.5 |
|
R2 |
3,524.7 |
3,524.7 |
3,415.7 |
|
R1 |
3,457.3 |
3,457.3 |
3,402.8 |
3,491.0 |
PP |
3,384.7 |
3,384.7 |
3,384.7 |
3,401.5 |
S1 |
3,317.3 |
3,317.3 |
3,377.2 |
3,351.0 |
S2 |
3,244.7 |
3,244.7 |
3,364.3 |
|
S3 |
3,104.7 |
3,177.3 |
3,351.5 |
|
S4 |
2,964.7 |
3,037.3 |
3,313.0 |
|
|
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 |
3,312.0 |
140.0 |
4.1% |
64.6 |
1.9% |
56% |
False |
False |
3,124 |
10 |
3,452.0 |
3,133.0 |
319.0 |
9.4% |
75.6 |
2.2% |
81% |
False |
False |
7,444 |
20 |
3,452.0 |
3,133.0 |
319.0 |
9.4% |
78.6 |
2.3% |
81% |
False |
False |
4,557 |
40 |
3,830.0 |
3,133.0 |
697.0 |
20.6% |
71.8 |
2.1% |
37% |
False |
False |
7,326 |
60 |
3,931.0 |
3,133.0 |
798.0 |
23.5% |
60.2 |
1.8% |
32% |
False |
False |
5,168 |
80 |
3,931.0 |
3,133.0 |
798.0 |
23.5% |
56.3 |
1.7% |
32% |
False |
False |
4,110 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,672.8 |
2.618 |
3,569.9 |
1.618 |
3,506.9 |
1.000 |
3,468.0 |
0.618 |
3,443.9 |
HIGH |
3,405.0 |
0.618 |
3,380.9 |
0.500 |
3,373.5 |
0.382 |
3,366.1 |
LOW |
3,342.0 |
0.618 |
3,303.1 |
1.000 |
3,279.0 |
1.618 |
3,240.1 |
2.618 |
3,177.1 |
4.250 |
3,074.3 |
|
|
Fisher Pivots for day following 25-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
3,384.5 |
3,397.0 |
PP |
3,379.0 |
3,394.7 |
S1 |
3,373.5 |
3,392.3 |
|