Trading Metrics calculated at close of trading on 22-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2008 |
22-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
979.4 |
982.9 |
3.5 |
0.4% |
979.0 |
High |
983.2 |
990.4 |
7.2 |
0.7% |
1,004.1 |
Low |
975.0 |
958.3 |
-16.7 |
-1.7% |
967.3 |
Close |
979.7 |
964.3 |
-15.4 |
-1.6% |
973.7 |
Range |
8.2 |
32.1 |
23.9 |
291.5% |
36.8 |
ATR |
16.7 |
17.8 |
1.1 |
6.6% |
0.0 |
Volume |
1,496 |
1,393 |
-103 |
-6.9% |
5,982 |
|
Daily Pivots for day following 22-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,067.3 |
1,047.9 |
982.0 |
|
R3 |
1,035.2 |
1,015.8 |
973.1 |
|
R2 |
1,003.1 |
1,003.1 |
970.2 |
|
R1 |
983.7 |
983.7 |
967.2 |
977.4 |
PP |
971.0 |
971.0 |
971.0 |
967.8 |
S1 |
951.6 |
951.6 |
961.4 |
945.3 |
S2 |
938.9 |
938.9 |
958.4 |
|
S3 |
906.8 |
919.5 |
955.5 |
|
S4 |
874.7 |
887.4 |
946.6 |
|
|
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 |
997.7 |
958.3 |
39.4 |
4.1% |
19.0 |
2.0% |
15% |
False |
True |
1,297 |
10 |
1,004.1 |
933.0 |
71.1 |
7.4% |
18.9 |
2.0% |
44% |
False |
False |
1,634 |
20 |
1,004.1 |
892.0 |
112.1 |
11.6% |
16.8 |
1.7% |
64% |
False |
False |
1,225 |
40 |
1,004.1 |
877.3 |
126.8 |
13.1% |
14.0 |
1.5% |
69% |
False |
False |
821 |
60 |
1,004.1 |
870.0 |
134.1 |
13.9% |
12.2 |
1.3% |
70% |
False |
False |
801 |
80 |
1,004.1 |
870.0 |
134.1 |
13.9% |
11.2 |
1.2% |
70% |
False |
False |
685 |
100 |
1,045.0 |
870.0 |
175.0 |
18.1% |
11.8 |
1.2% |
54% |
False |
False |
611 |
120 |
1,045.0 |
870.0 |
175.0 |
18.1% |
10.5 |
1.1% |
54% |
False |
False |
636 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,126.8 |
2.618 |
1,074.4 |
1.618 |
1,042.3 |
1.000 |
1,022.5 |
0.618 |
1,010.2 |
HIGH |
990.4 |
0.618 |
978.1 |
0.500 |
974.4 |
0.382 |
970.6 |
LOW |
958.3 |
0.618 |
938.5 |
1.000 |
926.2 |
1.618 |
906.4 |
2.618 |
874.3 |
4.250 |
821.9 |
|
|
Fisher Pivots for day following 22-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
974.4 |
974.4 |
PP |
971.0 |
971.0 |
S1 |
967.7 |
967.7 |
|