Trading Metrics calculated at close of trading on 16-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2008 |
16-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
987.0 |
994.4 |
7.4 |
0.7% |
942.6 |
High |
1,004.1 |
997.7 |
-6.4 |
-0.6% |
982.7 |
Low |
985.0 |
976.0 |
-9.0 |
-0.9% |
927.5 |
Close |
994.2 |
978.1 |
-16.1 |
-1.6% |
976.2 |
Range |
19.1 |
21.7 |
2.6 |
13.6% |
55.2 |
ATR |
16.3 |
16.7 |
0.4 |
2.4% |
0.0 |
Volume |
1,279 |
497 |
-782 |
-61.1% |
9,520 |
|
Daily Pivots for day following 16-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,049.0 |
1,035.3 |
990.0 |
|
R3 |
1,027.3 |
1,013.6 |
984.1 |
|
R2 |
1,005.6 |
1,005.6 |
982.1 |
|
R1 |
991.9 |
991.9 |
980.1 |
987.9 |
PP |
983.9 |
983.9 |
983.9 |
982.0 |
S1 |
970.2 |
970.2 |
976.1 |
966.2 |
S2 |
962.2 |
962.2 |
974.1 |
|
S3 |
940.5 |
948.5 |
972.1 |
|
S4 |
918.8 |
926.8 |
966.2 |
|
|
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 |
947.5 |
56.6 |
5.8% |
20.7 |
2.1% |
54% |
False |
False |
1,507 |
10 |
1,004.1 |
927.5 |
76.6 |
7.8% |
16.1 |
1.6% |
66% |
False |
False |
1,553 |
20 |
1,004.1 |
892.0 |
112.1 |
11.5% |
15.8 |
1.6% |
77% |
False |
False |
1,154 |
40 |
1,004.1 |
877.3 |
126.8 |
13.0% |
13.4 |
1.4% |
79% |
False |
False |
842 |
60 |
1,004.1 |
870.0 |
134.1 |
13.7% |
11.7 |
1.2% |
81% |
False |
False |
733 |
80 |
1,004.1 |
870.0 |
134.1 |
13.7% |
11.0 |
1.1% |
81% |
False |
False |
615 |
100 |
1,045.0 |
870.0 |
175.0 |
17.9% |
11.2 |
1.1% |
62% |
False |
False |
569 |
120 |
1,045.0 |
870.0 |
175.0 |
17.9% |
10.1 |
1.0% |
62% |
False |
False |
589 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,089.9 |
2.618 |
1,054.5 |
1.618 |
1,032.8 |
1.000 |
1,019.4 |
0.618 |
1,011.1 |
HIGH |
997.7 |
0.618 |
989.4 |
0.500 |
986.9 |
0.382 |
984.3 |
LOW |
976.0 |
0.618 |
962.6 |
1.000 |
954.3 |
1.618 |
940.9 |
2.618 |
919.2 |
4.250 |
883.8 |
|
|
Fisher Pivots for day following 16-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
986.9 |
987.1 |
PP |
983.9 |
984.1 |
S1 |
981.0 |
981.1 |
|