Trading Metrics calculated at close of trading on 29-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2008 |
29-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
11,369.47 |
11,133.44 |
-236.03 |
-2.1% |
11,495.02 |
High |
11,369.55 |
11,398.38 |
28.83 |
0.3% |
11,698.17 |
Low |
11,125.13 |
11,128.06 |
2.93 |
0.0% |
11,325.10 |
Close |
11,131.08 |
11,397.56 |
266.48 |
2.4% |
11,370.69 |
Range |
244.42 |
270.32 |
25.90 |
10.6% |
373.07 |
ATR |
207.74 |
212.21 |
4.47 |
2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,118.96 |
12,028.58 |
11,546.24 |
|
R3 |
11,848.64 |
11,758.26 |
11,471.90 |
|
R2 |
11,578.32 |
11,578.32 |
11,447.12 |
|
R1 |
11,487.94 |
11,487.94 |
11,422.34 |
11,533.13 |
PP |
11,308.00 |
11,308.00 |
11,308.00 |
11,330.60 |
S1 |
11,217.62 |
11,217.62 |
11,372.78 |
11,262.81 |
S2 |
11,037.68 |
11,037.68 |
11,348.00 |
|
S3 |
10,767.36 |
10,947.30 |
11,323.22 |
|
S4 |
10,497.04 |
10,676.98 |
11,248.88 |
|
|
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 |
5.0% |
212.49 |
1.9% |
48% |
False |
False |
|
10 |
11,698.17 |
10,918.33 |
779.84 |
6.8% |
211.93 |
1.9% |
61% |
False |
False |
|
20 |
11,698.17 |
10,827.71 |
870.46 |
7.6% |
224.64 |
2.0% |
65% |
False |
False |
|
40 |
12,610.96 |
10,827.71 |
1,783.25 |
15.6% |
206.55 |
1.8% |
32% |
False |
False |
|
60 |
13,136.69 |
10,827.71 |
2,308.98 |
20.3% |
189.96 |
1.7% |
25% |
False |
False |
|
80 |
13,136.69 |
10,827.71 |
2,308.98 |
20.3% |
182.39 |
1.6% |
25% |
False |
False |
|
100 |
13,136.69 |
10,827.71 |
2,308.98 |
20.3% |
196.75 |
1.7% |
25% |
False |
False |
|
120 |
13,136.69 |
10,827.71 |
2,308.98 |
20.3% |
198.49 |
1.7% |
25% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,547.24 |
2.618 |
12,106.08 |
1.618 |
11,835.76 |
1.000 |
11,668.70 |
0.618 |
11,565.44 |
HIGH |
11,398.38 |
0.618 |
11,295.12 |
0.500 |
11,263.22 |
0.382 |
11,231.32 |
LOW |
11,128.06 |
0.618 |
10,961.00 |
1.000 |
10,857.74 |
1.618 |
10,690.68 |
2.618 |
10,420.36 |
4.250 |
9,979.20 |
|
|
Fisher Pivots for day following 29-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
11,352.78 |
11,359.86 |
PP |
11,308.00 |
11,322.17 |
S1 |
11,263.22 |
11,284.47 |
|