Trading Metrics calculated at close of trading on 21-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2008 |
21-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
976.2 |
979.4 |
3.2 |
0.3% |
979.0 |
High |
978.0 |
983.2 |
5.2 |
0.5% |
1,004.1 |
Low |
967.3 |
975.0 |
7.7 |
0.8% |
967.3 |
Close |
973.7 |
979.7 |
6.0 |
0.6% |
973.7 |
Range |
10.7 |
8.2 |
-2.5 |
-23.4% |
36.8 |
ATR |
17.2 |
16.7 |
-0.6 |
-3.2% |
0.0 |
Volume |
2,403 |
1,496 |
-907 |
-37.7% |
5,982 |
|
Daily Pivots for day following 21-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,003.9 |
1,000.0 |
984.2 |
|
R3 |
995.7 |
991.8 |
982.0 |
|
R2 |
987.5 |
987.5 |
981.2 |
|
R1 |
983.6 |
983.6 |
980.5 |
985.6 |
PP |
979.3 |
979.3 |
979.3 |
980.3 |
S1 |
975.4 |
975.4 |
978.9 |
977.4 |
S2 |
971.1 |
971.1 |
978.2 |
|
S3 |
962.9 |
967.2 |
977.4 |
|
S4 |
954.7 |
959.0 |
975.2 |
|
|
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% |
16.4 |
1.7% |
34% |
False |
False |
1,274 |
10 |
1,004.1 |
927.5 |
76.6 |
7.8% |
17.4 |
1.8% |
68% |
False |
False |
1,518 |
20 |
1,004.1 |
892.0 |
112.1 |
11.4% |
15.4 |
1.6% |
78% |
False |
False |
1,359 |
40 |
1,004.1 |
877.3 |
126.8 |
12.9% |
13.8 |
1.4% |
81% |
False |
False |
786 |
60 |
1,004.1 |
870.0 |
134.1 |
13.7% |
11.8 |
1.2% |
82% |
False |
False |
780 |
80 |
1,004.1 |
870.0 |
134.1 |
13.7% |
11.2 |
1.1% |
82% |
False |
False |
668 |
100 |
1,045.0 |
870.0 |
175.0 |
17.9% |
11.6 |
1.2% |
63% |
False |
False |
605 |
120 |
1,045.0 |
870.0 |
175.0 |
17.9% |
10.4 |
1.1% |
63% |
False |
False |
625 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,018.1 |
2.618 |
1,004.7 |
1.618 |
996.5 |
1.000 |
991.4 |
0.618 |
988.3 |
HIGH |
983.2 |
0.618 |
980.1 |
0.500 |
979.1 |
0.382 |
978.1 |
LOW |
975.0 |
0.618 |
969.9 |
1.000 |
966.8 |
1.618 |
961.7 |
2.618 |
953.5 |
4.250 |
940.2 |
|
|
Fisher Pivots for day following 21-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
979.5 |
980.2 |
PP |
979.3 |
980.0 |
S1 |
979.1 |
979.9 |
|