Trading Metrics calculated at close of trading on 31-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2008 |
31-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
1,264.50 |
1,283.50 |
19.00 |
1.5% |
1,262.25 |
High |
1,286.50 |
1,291.00 |
4.50 |
0.3% |
1,293.00 |
Low |
1,262.00 |
1,266.75 |
4.75 |
0.4% |
1,249.50 |
Close |
1,286.50 |
1,268.50 |
-18.00 |
-1.4% |
1,255.75 |
Range |
24.50 |
24.25 |
-0.25 |
-1.0% |
43.50 |
ATR |
25.26 |
25.19 |
-0.07 |
-0.3% |
0.00 |
Volume |
2,658 |
3,256 |
598 |
22.5% |
20,349 |
|
Daily Pivots for day following 31-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,348.25 |
1,332.50 |
1,281.75 |
|
R3 |
1,324.00 |
1,308.25 |
1,275.25 |
|
R2 |
1,299.75 |
1,299.75 |
1,273.00 |
|
R1 |
1,284.00 |
1,284.00 |
1,270.75 |
1,279.75 |
PP |
1,275.50 |
1,275.50 |
1,275.50 |
1,273.25 |
S1 |
1,259.75 |
1,259.75 |
1,266.25 |
1,255.50 |
S2 |
1,251.25 |
1,251.25 |
1,264.00 |
|
S3 |
1,227.00 |
1,235.50 |
1,261.75 |
|
S4 |
1,202.75 |
1,211.25 |
1,255.25 |
|
|
Weekly Pivots for week ending 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,396.50 |
1,369.75 |
1,279.75 |
|
R3 |
1,353.00 |
1,326.25 |
1,267.75 |
|
R2 |
1,309.50 |
1,309.50 |
1,263.75 |
|
R1 |
1,282.75 |
1,282.75 |
1,259.75 |
1,274.50 |
PP |
1,266.00 |
1,266.00 |
1,266.00 |
1,262.00 |
S1 |
1,239.25 |
1,239.25 |
1,251.75 |
1,231.00 |
S2 |
1,222.50 |
1,222.50 |
1,247.75 |
|
S3 |
1,179.00 |
1,195.75 |
1,243.75 |
|
S4 |
1,135.50 |
1,152.25 |
1,231.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,291.00 |
1,234.00 |
57.00 |
4.5% |
23.50 |
1.9% |
61% |
True |
False |
2,934 |
10 |
1,293.00 |
1,234.00 |
59.00 |
4.7% |
23.50 |
1.9% |
58% |
False |
False |
3,656 |
20 |
1,293.00 |
1,202.00 |
91.00 |
7.2% |
27.25 |
2.2% |
73% |
False |
False |
3,633 |
40 |
1,410.25 |
1,202.00 |
208.25 |
16.4% |
24.50 |
1.9% |
32% |
False |
False |
2,658 |
60 |
1,443.50 |
1,202.00 |
241.50 |
19.0% |
20.25 |
1.6% |
28% |
False |
False |
1,841 |
80 |
1,443.50 |
1,202.00 |
241.50 |
19.0% |
17.25 |
1.4% |
28% |
False |
False |
1,384 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,394.00 |
2.618 |
1,354.50 |
1.618 |
1,330.25 |
1.000 |
1,315.25 |
0.618 |
1,306.00 |
HIGH |
1,291.00 |
0.618 |
1,281.75 |
0.500 |
1,279.00 |
0.382 |
1,276.00 |
LOW |
1,266.75 |
0.618 |
1,251.75 |
1.000 |
1,242.50 |
1.618 |
1,227.50 |
2.618 |
1,203.25 |
4.250 |
1,163.75 |
|
|
Fisher Pivots for day following 31-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
1,279.00 |
1,266.50 |
PP |
1,275.50 |
1,264.50 |
S1 |
1,272.00 |
1,262.50 |
|