Trading Metrics calculated at close of trading on 17-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2008 |
17-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
994.4 |
979.1 |
-15.3 |
-1.5% |
942.6 |
High |
997.7 |
993.0 |
-4.7 |
-0.5% |
982.7 |
Low |
976.0 |
970.9 |
-5.1 |
-0.5% |
927.5 |
Close |
978.1 |
986.4 |
8.3 |
0.8% |
976.2 |
Range |
21.7 |
22.1 |
0.4 |
1.8% |
55.2 |
ATR |
16.7 |
17.1 |
0.4 |
2.3% |
0.0 |
Volume |
497 |
698 |
201 |
40.4% |
9,520 |
|
Daily Pivots for day following 17-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,049.7 |
1,040.2 |
998.6 |
|
R3 |
1,027.6 |
1,018.1 |
992.5 |
|
R2 |
1,005.5 |
1,005.5 |
990.5 |
|
R1 |
996.0 |
996.0 |
988.4 |
1,000.8 |
PP |
983.4 |
983.4 |
983.4 |
985.8 |
S1 |
973.9 |
973.9 |
984.4 |
978.7 |
S2 |
961.3 |
961.3 |
982.3 |
|
S3 |
939.2 |
951.8 |
980.3 |
|
S4 |
917.1 |
929.7 |
974.2 |
|
|
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 |
958.6 |
45.5 |
4.6% |
21.8 |
2.2% |
61% |
False |
False |
1,277 |
10 |
1,004.1 |
927.5 |
76.6 |
7.8% |
16.6 |
1.7% |
77% |
False |
False |
1,466 |
20 |
1,004.1 |
892.0 |
112.1 |
11.4% |
16.0 |
1.6% |
84% |
False |
False |
1,178 |
40 |
1,004.1 |
877.3 |
126.8 |
12.9% |
13.7 |
1.4% |
86% |
False |
False |
694 |
60 |
1,004.1 |
870.0 |
134.1 |
13.6% |
11.7 |
1.2% |
87% |
False |
False |
725 |
80 |
1,004.1 |
870.0 |
134.1 |
13.6% |
11.2 |
1.1% |
87% |
False |
False |
620 |
100 |
1,045.0 |
870.0 |
175.0 |
17.7% |
11.4 |
1.2% |
67% |
False |
False |
574 |
120 |
1,045.0 |
870.0 |
175.0 |
17.7% |
10.3 |
1.0% |
67% |
False |
False |
593 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,086.9 |
2.618 |
1,050.9 |
1.618 |
1,028.8 |
1.000 |
1,015.1 |
0.618 |
1,006.7 |
HIGH |
993.0 |
0.618 |
984.6 |
0.500 |
982.0 |
0.382 |
979.3 |
LOW |
970.9 |
0.618 |
957.2 |
1.000 |
948.8 |
1.618 |
935.1 |
2.618 |
913.0 |
4.250 |
877.0 |
|
|
Fisher Pivots for day following 17-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
984.9 |
987.5 |
PP |
983.4 |
987.1 |
S1 |
982.0 |
986.8 |
|