Trading Metrics calculated at close of trading on 23-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2008 |
23-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
982.9 |
963.0 |
-19.9 |
-2.0% |
979.0 |
High |
990.4 |
964.2 |
-26.2 |
-2.6% |
1,004.1 |
Low |
958.3 |
934.3 |
-24.0 |
-2.5% |
967.3 |
Close |
964.3 |
938.4 |
-25.9 |
-2.7% |
973.7 |
Range |
32.1 |
29.9 |
-2.2 |
-6.9% |
36.8 |
ATR |
17.8 |
18.6 |
0.9 |
4.9% |
0.0 |
Volume |
1,393 |
399 |
-994 |
-71.4% |
5,982 |
|
Daily Pivots for day following 23-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,035.3 |
1,016.8 |
954.8 |
|
R3 |
1,005.4 |
986.9 |
946.6 |
|
R2 |
975.5 |
975.5 |
943.9 |
|
R1 |
957.0 |
957.0 |
941.1 |
951.3 |
PP |
945.6 |
945.6 |
945.6 |
942.8 |
S1 |
927.1 |
927.1 |
935.7 |
921.4 |
S2 |
915.7 |
915.7 |
932.9 |
|
S3 |
885.8 |
897.2 |
930.2 |
|
S4 |
855.9 |
867.3 |
922.0 |
|
|
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 |
993.0 |
934.3 |
58.7 |
6.3% |
20.6 |
2.2% |
7% |
False |
True |
1,277 |
10 |
1,004.1 |
934.3 |
69.8 |
7.4% |
20.7 |
2.2% |
6% |
False |
True |
1,392 |
20 |
1,004.1 |
902.8 |
101.3 |
10.8% |
17.7 |
1.9% |
35% |
False |
False |
1,232 |
40 |
1,004.1 |
877.3 |
126.8 |
13.5% |
14.4 |
1.5% |
48% |
False |
False |
830 |
60 |
1,004.1 |
870.0 |
134.1 |
14.3% |
12.7 |
1.3% |
51% |
False |
False |
806 |
80 |
1,004.1 |
870.0 |
134.1 |
14.3% |
11.4 |
1.2% |
51% |
False |
False |
688 |
100 |
1,045.0 |
870.0 |
175.0 |
18.6% |
12.0 |
1.3% |
39% |
False |
False |
603 |
120 |
1,045.0 |
870.0 |
175.0 |
18.6% |
10.7 |
1.1% |
39% |
False |
False |
639 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,091.3 |
2.618 |
1,042.5 |
1.618 |
1,012.6 |
1.000 |
994.1 |
0.618 |
982.7 |
HIGH |
964.2 |
0.618 |
952.8 |
0.500 |
949.3 |
0.382 |
945.7 |
LOW |
934.3 |
0.618 |
915.8 |
1.000 |
904.4 |
1.618 |
885.9 |
2.618 |
856.0 |
4.250 |
807.2 |
|
|
Fisher Pivots for day following 23-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
949.3 |
962.4 |
PP |
945.6 |
954.4 |
S1 |
942.0 |
946.4 |
|