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 |
11,238.39 |
11,436.56 |
198.17 |
1.8% |
11,103.64 |
High |
11,446.66 |
11,510.82 |
64.16 |
0.6% |
11,510.82 |
Low |
11,209.56 |
11,381.93 |
172.37 |
1.5% |
10,827.71 |
Close |
11,446.66 |
11,496.57 |
49.91 |
0.4% |
11,496.57 |
Range |
237.10 |
128.89 |
-108.21 |
-45.6% |
683.11 |
ATR |
221.34 |
214.73 |
-6.60 |
-3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,849.78 |
11,802.06 |
11,567.46 |
|
R3 |
11,720.89 |
11,673.17 |
11,532.01 |
|
R2 |
11,592.00 |
11,592.00 |
11,520.20 |
|
R1 |
11,544.28 |
11,544.28 |
11,508.38 |
11,568.14 |
PP |
11,463.11 |
11,463.11 |
11,463.11 |
11,475.04 |
S1 |
11,415.39 |
11,415.39 |
11,484.76 |
11,439.25 |
S2 |
11,334.22 |
11,334.22 |
11,472.94 |
|
S3 |
11,205.33 |
11,286.50 |
11,461.13 |
|
S4 |
11,076.44 |
11,157.61 |
11,425.68 |
|
|
Weekly Pivots for week ending 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,327.70 |
13,095.24 |
11,872.28 |
|
R3 |
12,644.59 |
12,412.13 |
11,684.43 |
|
R2 |
11,961.48 |
11,961.48 |
11,621.81 |
|
R1 |
11,729.02 |
11,729.02 |
11,559.19 |
11,845.25 |
PP |
11,278.37 |
11,278.37 |
11,278.37 |
11,336.48 |
S1 |
11,045.91 |
11,045.91 |
11,433.95 |
11,162.14 |
S2 |
10,595.26 |
10,595.26 |
11,371.33 |
|
S3 |
9,912.15 |
10,362.80 |
11,308.71 |
|
S4 |
9,229.04 |
9,679.69 |
11,120.86 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,510.82 |
10,827.71 |
683.11 |
5.9% |
244.64 |
2.1% |
98% |
True |
False |
|
10 |
11,510.82 |
10,827.71 |
683.11 |
5.9% |
244.08 |
2.1% |
98% |
True |
False |
|
20 |
12,062.19 |
10,827.71 |
1,234.48 |
10.7% |
219.31 |
1.9% |
54% |
False |
False |
|
40 |
12,726.66 |
10,827.71 |
1,898.95 |
16.5% |
194.14 |
1.7% |
35% |
False |
False |
|
60 |
13,136.69 |
10,827.71 |
2,308.98 |
20.1% |
185.44 |
1.6% |
29% |
False |
False |
|
80 |
13,136.69 |
10,827.71 |
2,308.98 |
20.1% |
181.56 |
1.6% |
29% |
False |
False |
|
100 |
13,136.69 |
10,827.71 |
2,308.98 |
20.1% |
196.89 |
1.7% |
29% |
False |
False |
|
120 |
13,136.69 |
10,827.71 |
2,308.98 |
20.1% |
201.24 |
1.8% |
29% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,058.60 |
2.618 |
11,848.25 |
1.618 |
11,719.36 |
1.000 |
11,639.71 |
0.618 |
11,590.47 |
HIGH |
11,510.82 |
0.618 |
11,461.58 |
0.500 |
11,446.38 |
0.382 |
11,431.17 |
LOW |
11,381.93 |
0.618 |
11,302.28 |
1.000 |
11,253.04 |
1.618 |
11,173.39 |
2.618 |
11,044.50 |
4.250 |
10,834.15 |
|
|
Fisher Pivots for day following 18-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
11,479.84 |
11,402.57 |
PP |
11,463.11 |
11,308.57 |
S1 |
11,446.38 |
11,214.58 |
|