Trading Metrics calculated at close of trading on 30-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2008 |
30-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
3,320.0 |
3,395.0 |
75.0 |
2.3% |
3,369.0 |
High |
3,394.0 |
3,424.0 |
30.0 |
0.9% |
3,452.0 |
Low |
3,309.0 |
3,384.0 |
75.0 |
2.3% |
3,312.0 |
Close |
3,366.0 |
3,410.0 |
44.0 |
1.3% |
3,390.0 |
Range |
85.0 |
40.0 |
-45.0 |
-52.9% |
140.0 |
ATR |
79.7 |
78.1 |
-1.5 |
-1.9% |
0.0 |
Volume |
1,988 |
256 |
-1,732 |
-87.1% |
15,623 |
|
Daily Pivots for day following 30-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,526.0 |
3,508.0 |
3,432.0 |
|
R3 |
3,486.0 |
3,468.0 |
3,421.0 |
|
R2 |
3,446.0 |
3,446.0 |
3,417.3 |
|
R1 |
3,428.0 |
3,428.0 |
3,413.7 |
3,437.0 |
PP |
3,406.0 |
3,406.0 |
3,406.0 |
3,410.5 |
S1 |
3,388.0 |
3,388.0 |
3,406.3 |
3,397.0 |
S2 |
3,366.0 |
3,366.0 |
3,402.7 |
|
S3 |
3,326.0 |
3,348.0 |
3,399.0 |
|
S4 |
3,286.0 |
3,308.0 |
3,388.0 |
|
|
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 |
3,309.0 |
143.0 |
4.2% |
68.4 |
2.0% |
71% |
False |
False |
1,191 |
10 |
3,452.0 |
3,240.0 |
212.0 |
6.2% |
69.7 |
2.0% |
80% |
False |
False |
2,671 |
20 |
3,452.0 |
3,133.0 |
319.0 |
9.4% |
75.6 |
2.2% |
87% |
False |
False |
4,404 |
40 |
3,779.0 |
3,133.0 |
646.0 |
18.9% |
72.8 |
2.1% |
43% |
False |
False |
7,119 |
60 |
3,931.0 |
3,133.0 |
798.0 |
23.4% |
61.6 |
1.8% |
35% |
False |
False |
5,172 |
80 |
3,931.0 |
3,133.0 |
798.0 |
23.4% |
57.9 |
1.7% |
35% |
False |
False |
4,132 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,594.0 |
2.618 |
3,528.7 |
1.618 |
3,488.7 |
1.000 |
3,464.0 |
0.618 |
3,448.7 |
HIGH |
3,424.0 |
0.618 |
3,408.7 |
0.500 |
3,404.0 |
0.382 |
3,399.3 |
LOW |
3,384.0 |
0.618 |
3,359.3 |
1.000 |
3,344.0 |
1.618 |
3,319.3 |
2.618 |
3,279.3 |
4.250 |
3,214.0 |
|
|
Fisher Pivots for day following 30-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
3,408.0 |
3,395.5 |
PP |
3,406.0 |
3,381.0 |
S1 |
3,404.0 |
3,366.5 |
|