Trading Metrics calculated at close of trading on 28-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2008 |
28-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
11,341.14 |
11,369.47 |
28.33 |
0.2% |
11,495.02 |
High |
11,443.81 |
11,369.55 |
-74.26 |
-0.6% |
11,698.17 |
Low |
11,325.10 |
11,125.13 |
-199.97 |
-1.8% |
11,325.10 |
Close |
11,370.69 |
11,131.08 |
-239.61 |
-2.1% |
11,370.69 |
Range |
118.71 |
244.42 |
125.71 |
105.9% |
373.07 |
ATR |
204.83 |
207.74 |
2.91 |
1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,941.85 |
11,780.88 |
11,265.51 |
|
R3 |
11,697.43 |
11,536.46 |
11,198.30 |
|
R2 |
11,453.01 |
11,453.01 |
11,175.89 |
|
R1 |
11,292.04 |
11,292.04 |
11,153.49 |
11,250.32 |
PP |
11,208.59 |
11,208.59 |
11,208.59 |
11,187.72 |
S1 |
11,047.62 |
11,047.62 |
11,108.67 |
11,005.90 |
S2 |
10,964.17 |
10,964.17 |
11,086.27 |
|
S3 |
10,719.75 |
10,803.20 |
11,063.86 |
|
S4 |
10,475.33 |
10,558.78 |
10,996.65 |
|
|
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 |
11,125.13 |
573.04 |
5.1% |
204.28 |
1.8% |
1% |
False |
True |
|
10 |
11,698.17 |
10,827.71 |
870.46 |
7.8% |
214.49 |
1.9% |
35% |
False |
False |
|
20 |
11,698.17 |
10,827.71 |
870.46 |
7.8% |
218.61 |
2.0% |
35% |
False |
False |
|
40 |
12,638.08 |
10,827.71 |
1,810.37 |
16.3% |
205.05 |
1.8% |
17% |
False |
False |
|
60 |
13,136.69 |
10,827.71 |
2,308.98 |
20.7% |
187.97 |
1.7% |
13% |
False |
False |
|
80 |
13,136.69 |
10,827.71 |
2,308.98 |
20.7% |
181.02 |
1.6% |
13% |
False |
False |
|
100 |
13,136.69 |
10,827.71 |
2,308.98 |
20.7% |
196.33 |
1.8% |
13% |
False |
False |
|
120 |
13,136.69 |
10,827.71 |
2,308.98 |
20.7% |
198.01 |
1.8% |
13% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,408.34 |
2.618 |
12,009.44 |
1.618 |
11,765.02 |
1.000 |
11,613.97 |
0.618 |
11,520.60 |
HIGH |
11,369.55 |
0.618 |
11,276.18 |
0.500 |
11,247.34 |
0.382 |
11,218.50 |
LOW |
11,125.13 |
0.618 |
10,974.08 |
1.000 |
10,880.71 |
1.618 |
10,729.66 |
2.618 |
10,485.24 |
4.250 |
10,086.35 |
|
|
Fisher Pivots for day following 28-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
11,247.34 |
11,379.81 |
PP |
11,208.59 |
11,296.90 |
S1 |
11,169.83 |
11,213.99 |
|