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 |
11,457.90 |
11,603.39 |
145.49 |
1.3% |
11,103.64 |
High |
11,616.66 |
11,698.17 |
81.51 |
0.7% |
11,510.82 |
Low |
11,387.39 |
11,558.29 |
170.90 |
1.5% |
10,827.71 |
Close |
11,602.50 |
11,632.38 |
29.88 |
0.3% |
11,496.57 |
Range |
229.27 |
139.88 |
-89.39 |
-39.0% |
683.11 |
ATR |
210.53 |
205.49 |
-5.05 |
-2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,049.25 |
11,980.70 |
11,709.31 |
|
R3 |
11,909.37 |
11,840.82 |
11,670.85 |
|
R2 |
11,769.49 |
11,769.49 |
11,658.02 |
|
R1 |
11,700.94 |
11,700.94 |
11,645.20 |
11,735.22 |
PP |
11,629.61 |
11,629.61 |
11,629.61 |
11,646.75 |
S1 |
11,561.06 |
11,561.06 |
11,619.56 |
11,595.34 |
S2 |
11,489.73 |
11,489.73 |
11,606.74 |
|
S3 |
11,349.85 |
11,421.18 |
11,593.91 |
|
S4 |
11,209.97 |
11,281.30 |
11,555.45 |
|
|
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 |
11,698.17 |
11,209.56 |
488.61 |
4.2% |
174.17 |
1.5% |
87% |
True |
False |
|
10 |
11,698.17 |
10,827.71 |
870.46 |
7.5% |
217.48 |
1.9% |
92% |
True |
False |
|
20 |
11,924.19 |
10,827.71 |
1,096.48 |
9.4% |
219.87 |
1.9% |
73% |
False |
False |
|
40 |
12,726.66 |
10,827.71 |
1,898.95 |
16.3% |
197.52 |
1.7% |
42% |
False |
False |
|
60 |
13,136.69 |
10,827.71 |
2,308.98 |
19.8% |
185.80 |
1.6% |
35% |
False |
False |
|
80 |
13,136.69 |
10,827.71 |
2,308.98 |
19.8% |
181.39 |
1.6% |
35% |
False |
False |
|
100 |
13,136.69 |
10,827.71 |
2,308.98 |
19.8% |
195.37 |
1.7% |
35% |
False |
False |
|
120 |
13,136.69 |
10,827.71 |
2,308.98 |
19.8% |
198.08 |
1.7% |
35% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,292.66 |
2.618 |
12,064.38 |
1.618 |
11,924.50 |
1.000 |
11,838.05 |
0.618 |
11,784.62 |
HIGH |
11,698.17 |
0.618 |
11,644.74 |
0.500 |
11,628.23 |
0.382 |
11,611.72 |
LOW |
11,558.29 |
0.618 |
11,471.84 |
1.000 |
11,418.41 |
1.618 |
11,331.96 |
2.618 |
11,192.08 |
4.250 |
10,963.80 |
|
|
Fisher Pivots for day following 23-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
11,631.00 |
11,602.51 |
PP |
11,629.61 |
11,572.65 |
S1 |
11,628.23 |
11,542.78 |
|