Trading Metrics calculated at close of trading on 28-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2008 |
28-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
3,363.0 |
3,370.0 |
7.0 |
0.2% |
3,369.0 |
High |
3,405.0 |
3,383.0 |
-22.0 |
-0.6% |
3,452.0 |
Low |
3,342.0 |
3,321.0 |
-21.0 |
-0.6% |
3,312.0 |
Close |
3,390.0 |
3,351.0 |
-39.0 |
-1.2% |
3,390.0 |
Range |
63.0 |
62.0 |
-1.0 |
-1.6% |
140.0 |
ATR |
80.0 |
79.3 |
-0.8 |
-1.0% |
0.0 |
Volume |
553 |
101 |
-452 |
-81.7% |
15,623 |
|
Daily Pivots for day following 28-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,537.7 |
3,506.3 |
3,385.1 |
|
R3 |
3,475.7 |
3,444.3 |
3,368.1 |
|
R2 |
3,413.7 |
3,413.7 |
3,362.4 |
|
R1 |
3,382.3 |
3,382.3 |
3,356.7 |
3,367.0 |
PP |
3,351.7 |
3,351.7 |
3,351.7 |
3,344.0 |
S1 |
3,320.3 |
3,320.3 |
3,345.3 |
3,305.0 |
S2 |
3,289.7 |
3,289.7 |
3,339.6 |
|
S3 |
3,227.7 |
3,258.3 |
3,334.0 |
|
S4 |
3,165.7 |
3,196.3 |
3,316.9 |
|
|
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 |
4.2% |
63.6 |
1.9% |
28% |
False |
False |
2,669 |
10 |
3,452.0 |
3,133.0 |
319.0 |
9.5% |
75.4 |
2.3% |
68% |
False |
False |
3,913 |
20 |
3,452.0 |
3,133.0 |
319.0 |
9.5% |
78.8 |
2.4% |
68% |
False |
False |
4,326 |
40 |
3,796.0 |
3,133.0 |
663.0 |
19.8% |
71.6 |
2.1% |
33% |
False |
False |
7,156 |
60 |
3,931.0 |
3,133.0 |
798.0 |
23.8% |
61.1 |
1.8% |
27% |
False |
False |
5,168 |
80 |
3,931.0 |
3,133.0 |
798.0 |
23.8% |
56.5 |
1.7% |
27% |
False |
False |
4,110 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,646.5 |
2.618 |
3,545.3 |
1.618 |
3,483.3 |
1.000 |
3,445.0 |
0.618 |
3,421.3 |
HIGH |
3,383.0 |
0.618 |
3,359.3 |
0.500 |
3,352.0 |
0.382 |
3,344.7 |
LOW |
3,321.0 |
0.618 |
3,282.7 |
1.000 |
3,259.0 |
1.618 |
3,220.7 |
2.618 |
3,158.7 |
4.250 |
3,057.5 |
|
|
Fisher Pivots for day following 28-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
3,352.0 |
3,386.5 |
PP |
3,351.7 |
3,374.7 |
S1 |
3,351.3 |
3,362.8 |
|