Trading Metrics calculated at close of trading on 24-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2008 |
24-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
11,603.39 |
11,630.34 |
26.95 |
0.2% |
11,103.64 |
High |
11,698.17 |
11,634.49 |
-63.68 |
-0.5% |
11,510.82 |
Low |
11,558.29 |
11,345.37 |
-212.92 |
-1.8% |
10,827.71 |
Close |
11,632.38 |
11,349.28 |
-283.10 |
-2.4% |
11,496.57 |
Range |
139.88 |
289.12 |
149.24 |
106.7% |
683.11 |
ATR |
205.49 |
211.46 |
5.97 |
2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,310.41 |
12,118.96 |
11,508.30 |
|
R3 |
12,021.29 |
11,829.84 |
11,428.79 |
|
R2 |
11,732.17 |
11,732.17 |
11,402.29 |
|
R1 |
11,540.72 |
11,540.72 |
11,375.78 |
11,491.89 |
PP |
11,443.05 |
11,443.05 |
11,443.05 |
11,418.63 |
S1 |
11,251.60 |
11,251.60 |
11,322.78 |
11,202.77 |
S2 |
11,153.93 |
11,153.93 |
11,296.27 |
|
S3 |
10,864.81 |
10,962.48 |
11,269.77 |
|
S4 |
10,575.69 |
10,673.36 |
11,190.26 |
|
|
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 |
11,345.37 |
352.80 |
3.1% |
184.58 |
1.6% |
1% |
False |
True |
|
10 |
11,698.17 |
10,827.71 |
870.46 |
7.7% |
228.06 |
2.0% |
60% |
False |
False |
|
20 |
11,808.73 |
10,827.71 |
981.02 |
8.6% |
227.58 |
2.0% |
53% |
False |
False |
|
40 |
12,726.66 |
10,827.71 |
1,898.95 |
16.7% |
202.08 |
1.8% |
27% |
False |
False |
|
60 |
13,136.69 |
10,827.71 |
2,308.98 |
20.3% |
189.20 |
1.7% |
23% |
False |
False |
|
80 |
13,136.69 |
10,827.71 |
2,308.98 |
20.3% |
180.08 |
1.6% |
23% |
False |
False |
|
100 |
13,136.69 |
10,827.71 |
2,308.98 |
20.3% |
197.06 |
1.7% |
23% |
False |
False |
|
120 |
13,136.69 |
10,827.71 |
2,308.98 |
20.3% |
199.11 |
1.8% |
23% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,863.25 |
2.618 |
12,391.41 |
1.618 |
12,102.29 |
1.000 |
11,923.61 |
0.618 |
11,813.17 |
HIGH |
11,634.49 |
0.618 |
11,524.05 |
0.500 |
11,489.93 |
0.382 |
11,455.81 |
LOW |
11,345.37 |
0.618 |
11,166.69 |
1.000 |
11,056.25 |
1.618 |
10,877.57 |
2.618 |
10,588.45 |
4.250 |
10,116.61 |
|
|
Fisher Pivots for day following 24-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
11,489.93 |
11,521.77 |
PP |
11,443.05 |
11,464.27 |
S1 |
11,396.16 |
11,406.78 |
|