Trading Metrics calculated at close of trading on 18-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2008 |
18-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
979.1 |
976.2 |
-2.9 |
-0.3% |
979.0 |
High |
993.0 |
978.0 |
-15.0 |
-1.5% |
1,004.1 |
Low |
970.9 |
967.3 |
-3.6 |
-0.4% |
967.3 |
Close |
986.4 |
973.7 |
-12.7 |
-1.3% |
973.7 |
Range |
22.1 |
10.7 |
-11.4 |
-51.6% |
36.8 |
ATR |
17.1 |
17.2 |
0.1 |
0.8% |
0.0 |
Volume |
698 |
2,403 |
1,705 |
244.3% |
5,982 |
|
Daily Pivots for day following 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,005.1 |
1,000.1 |
979.6 |
|
R3 |
994.4 |
989.4 |
976.6 |
|
R2 |
983.7 |
983.7 |
975.7 |
|
R1 |
978.7 |
978.7 |
974.7 |
975.9 |
PP |
973.0 |
973.0 |
973.0 |
971.6 |
S1 |
968.0 |
968.0 |
972.7 |
965.2 |
S2 |
962.3 |
962.3 |
971.7 |
|
S3 |
951.6 |
957.3 |
970.8 |
|
S4 |
940.9 |
946.6 |
967.8 |
|
|
Weekly Pivots for week ending 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,092.1 |
1,069.7 |
993.9 |
|
R3 |
1,055.3 |
1,032.9 |
983.8 |
|
R2 |
1,018.5 |
1,018.5 |
980.4 |
|
R1 |
996.1 |
996.1 |
977.1 |
988.9 |
PP |
981.7 |
981.7 |
981.7 |
978.1 |
S1 |
959.3 |
959.3 |
970.3 |
952.1 |
S2 |
944.9 |
944.9 |
967.0 |
|
S3 |
908.1 |
922.5 |
963.6 |
|
S4 |
871.3 |
885.7 |
953.5 |
|
|
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 |
967.3 |
36.8 |
3.8% |
19.1 |
2.0% |
17% |
False |
True |
1,196 |
10 |
1,004.1 |
927.5 |
76.6 |
7.9% |
17.7 |
1.8% |
60% |
False |
False |
1,550 |
20 |
1,004.1 |
892.0 |
112.1 |
11.5% |
16.2 |
1.7% |
73% |
False |
False |
1,286 |
40 |
1,004.1 |
877.3 |
126.8 |
13.0% |
13.8 |
1.4% |
76% |
False |
False |
751 |
60 |
1,004.1 |
870.0 |
134.1 |
13.8% |
11.6 |
1.2% |
77% |
False |
False |
765 |
80 |
1,004.1 |
870.0 |
134.1 |
13.8% |
11.1 |
1.1% |
77% |
False |
False |
650 |
100 |
1,045.0 |
870.0 |
175.0 |
18.0% |
11.5 |
1.2% |
59% |
False |
False |
596 |
120 |
1,045.0 |
870.0 |
175.0 |
18.0% |
10.3 |
1.1% |
59% |
False |
False |
613 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,023.5 |
2.618 |
1,006.0 |
1.618 |
995.3 |
1.000 |
988.7 |
0.618 |
984.6 |
HIGH |
978.0 |
0.618 |
973.9 |
0.500 |
972.7 |
0.382 |
971.4 |
LOW |
967.3 |
0.618 |
960.7 |
1.000 |
956.6 |
1.618 |
950.0 |
2.618 |
939.3 |
4.250 |
921.8 |
|
|
Fisher Pivots for day following 18-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
973.4 |
982.5 |
PP |
973.0 |
979.6 |
S1 |
972.7 |
976.6 |
|