Trading Metrics calculated at close of trading on 25-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2008 |
25-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
11,630.34 |
11,341.14 |
-289.20 |
-2.5% |
11,495.02 |
High |
11,634.49 |
11,443.81 |
-190.68 |
-1.6% |
11,698.17 |
Low |
11,345.37 |
11,325.10 |
-20.27 |
-0.2% |
11,325.10 |
Close |
11,349.28 |
11,370.69 |
21.41 |
0.2% |
11,370.69 |
Range |
289.12 |
118.71 |
-170.41 |
-58.9% |
373.07 |
ATR |
211.46 |
204.83 |
-6.62 |
-3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,736.00 |
11,672.05 |
11,435.98 |
|
R3 |
11,617.29 |
11,553.34 |
11,403.34 |
|
R2 |
11,498.58 |
11,498.58 |
11,392.45 |
|
R1 |
11,434.63 |
11,434.63 |
11,381.57 |
11,466.61 |
PP |
11,379.87 |
11,379.87 |
11,379.87 |
11,395.85 |
S1 |
11,315.92 |
11,315.92 |
11,359.81 |
11,347.90 |
S2 |
11,261.16 |
11,261.16 |
11,348.93 |
|
S3 |
11,142.45 |
11,197.21 |
11,338.04 |
|
S4 |
11,023.74 |
11,078.50 |
11,305.40 |
|
|
Weekly Pivots for week ending 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,583.86 |
12,350.35 |
11,575.88 |
|
R3 |
12,210.79 |
11,977.28 |
11,473.28 |
|
R2 |
11,837.72 |
11,837.72 |
11,439.09 |
|
R1 |
11,604.21 |
11,604.21 |
11,404.89 |
11,534.43 |
PP |
11,464.65 |
11,464.65 |
11,464.65 |
11,429.77 |
S1 |
11,231.14 |
11,231.14 |
11,336.49 |
11,161.36 |
S2 |
11,091.58 |
11,091.58 |
11,302.29 |
|
S3 |
10,718.51 |
10,858.07 |
11,268.10 |
|
S4 |
10,345.44 |
10,485.00 |
11,165.50 |
|
|
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 |
11,325.10 |
373.07 |
3.3% |
182.54 |
1.6% |
12% |
False |
True |
|
10 |
11,698.17 |
10,827.71 |
870.46 |
7.7% |
213.59 |
1.9% |
62% |
False |
False |
|
20 |
11,698.17 |
10,827.71 |
870.46 |
7.7% |
215.75 |
1.9% |
62% |
False |
False |
|
40 |
12,689.70 |
10,827.71 |
1,861.99 |
16.4% |
200.75 |
1.8% |
29% |
False |
False |
|
60 |
13,136.69 |
10,827.71 |
2,308.98 |
20.3% |
187.83 |
1.7% |
24% |
False |
False |
|
80 |
13,136.69 |
10,827.71 |
2,308.98 |
20.3% |
179.80 |
1.6% |
24% |
False |
False |
|
100 |
13,136.69 |
10,827.71 |
2,308.98 |
20.3% |
195.98 |
1.7% |
24% |
False |
False |
|
120 |
13,136.69 |
10,827.71 |
2,308.98 |
20.3% |
199.03 |
1.8% |
24% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,948.33 |
2.618 |
11,754.59 |
1.618 |
11,635.88 |
1.000 |
11,562.52 |
0.618 |
11,517.17 |
HIGH |
11,443.81 |
0.618 |
11,398.46 |
0.500 |
11,384.46 |
0.382 |
11,370.45 |
LOW |
11,325.10 |
0.618 |
11,251.74 |
1.000 |
11,206.39 |
1.618 |
11,133.03 |
2.618 |
11,014.32 |
4.250 |
10,820.58 |
|
|
Fisher Pivots for day following 25-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
11,384.46 |
11,511.64 |
PP |
11,379.87 |
11,464.65 |
S1 |
11,375.28 |
11,417.67 |
|