Trading Metrics calculated at close of trading on 15-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2008 |
15-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
979.0 |
987.0 |
8.0 |
0.8% |
942.6 |
High |
991.9 |
1,004.1 |
12.2 |
1.2% |
982.7 |
Low |
970.0 |
985.0 |
15.0 |
1.5% |
927.5 |
Close |
989.4 |
994.2 |
4.8 |
0.5% |
976.2 |
Range |
21.9 |
19.1 |
-2.8 |
-12.8% |
55.2 |
ATR |
16.1 |
16.3 |
0.2 |
1.3% |
0.0 |
Volume |
1,105 |
1,279 |
174 |
15.7% |
9,520 |
|
Daily Pivots for day following 15-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,051.7 |
1,042.1 |
1,004.7 |
|
R3 |
1,032.6 |
1,023.0 |
999.5 |
|
R2 |
1,013.5 |
1,013.5 |
997.7 |
|
R1 |
1,003.9 |
1,003.9 |
996.0 |
1,008.7 |
PP |
994.4 |
994.4 |
994.4 |
996.9 |
S1 |
984.8 |
984.8 |
992.4 |
989.6 |
S2 |
975.3 |
975.3 |
990.7 |
|
S3 |
956.2 |
965.7 |
988.9 |
|
S4 |
937.1 |
946.6 |
983.7 |
|
|
Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,127.7 |
1,107.2 |
1,006.6 |
|
R3 |
1,072.5 |
1,052.0 |
991.4 |
|
R2 |
1,017.3 |
1,017.3 |
986.3 |
|
R1 |
996.8 |
996.8 |
981.3 |
1,007.1 |
PP |
962.1 |
962.1 |
962.1 |
967.3 |
S1 |
941.6 |
941.6 |
971.1 |
951.9 |
S2 |
906.9 |
906.9 |
966.1 |
|
S3 |
851.7 |
886.4 |
961.0 |
|
S4 |
796.5 |
831.2 |
945.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,004.1 |
933.0 |
71.1 |
7.2% |
18.8 |
1.9% |
86% |
True |
False |
1,972 |
10 |
1,004.1 |
927.5 |
76.6 |
7.7% |
14.5 |
1.5% |
87% |
True |
False |
1,567 |
20 |
1,004.1 |
892.0 |
112.1 |
11.3% |
15.0 |
1.5% |
91% |
True |
False |
1,136 |
40 |
1,004.1 |
877.3 |
126.8 |
12.8% |
13.2 |
1.3% |
92% |
True |
False |
832 |
60 |
1,004.1 |
870.0 |
134.1 |
13.5% |
11.3 |
1.1% |
93% |
True |
False |
742 |
80 |
1,004.1 |
870.0 |
134.1 |
13.5% |
10.9 |
1.1% |
93% |
True |
False |
613 |
100 |
1,045.0 |
870.0 |
175.0 |
17.6% |
11.1 |
1.1% |
71% |
False |
False |
571 |
120 |
1,045.0 |
870.0 |
175.0 |
17.6% |
9.9 |
1.0% |
71% |
False |
False |
590 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,085.3 |
2.618 |
1,054.1 |
1.618 |
1,035.0 |
1.000 |
1,023.2 |
0.618 |
1,015.9 |
HIGH |
1,004.1 |
0.618 |
996.8 |
0.500 |
994.6 |
0.382 |
992.3 |
LOW |
985.0 |
0.618 |
973.2 |
1.000 |
965.9 |
1.618 |
954.1 |
2.618 |
935.0 |
4.250 |
903.8 |
|
|
Fisher Pivots for day following 15-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
994.6 |
989.9 |
PP |
994.4 |
985.6 |
S1 |
994.3 |
981.4 |
|