Trading Metrics calculated at close of trading on 31-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2008 |
31-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
11,397.56 |
11,577.99 |
180.43 |
1.6% |
11,495.02 |
High |
11,586.62 |
11,578.89 |
-7.73 |
-0.1% |
11,698.17 |
Low |
11,397.56 |
11,363.69 |
-33.87 |
-0.3% |
11,325.10 |
Close |
11,583.69 |
11,378.02 |
-205.67 |
-1.8% |
11,370.69 |
Range |
189.06 |
215.20 |
26.14 |
13.8% |
373.07 |
ATR |
210.56 |
211.23 |
0.67 |
0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,085.80 |
11,947.11 |
11,496.38 |
|
R3 |
11,870.60 |
11,731.91 |
11,437.20 |
|
R2 |
11,655.40 |
11,655.40 |
11,417.47 |
|
R1 |
11,516.71 |
11,516.71 |
11,397.75 |
11,478.46 |
PP |
11,440.20 |
11,440.20 |
11,440.20 |
11,421.07 |
S1 |
11,301.51 |
11,301.51 |
11,358.29 |
11,263.26 |
S2 |
11,225.00 |
11,225.00 |
11,338.57 |
|
S3 |
11,009.80 |
11,086.31 |
11,318.84 |
|
S4 |
10,794.60 |
10,871.11 |
11,259.66 |
|
|
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 |
11,586.62 |
11,125.13 |
461.49 |
4.1% |
207.54 |
1.8% |
55% |
False |
False |
|
10 |
11,698.17 |
11,125.13 |
573.04 |
5.0% |
196.06 |
1.7% |
44% |
False |
False |
|
20 |
11,698.17 |
10,827.71 |
870.46 |
7.7% |
222.64 |
2.0% |
63% |
False |
False |
|
40 |
12,610.96 |
10,827.71 |
1,783.25 |
15.7% |
207.42 |
1.8% |
31% |
False |
False |
|
60 |
13,136.69 |
10,827.71 |
2,308.98 |
20.3% |
191.67 |
1.7% |
24% |
False |
False |
|
80 |
13,136.69 |
10,827.71 |
2,308.98 |
20.3% |
184.55 |
1.6% |
24% |
False |
False |
|
100 |
13,136.69 |
10,827.71 |
2,308.98 |
20.3% |
196.10 |
1.7% |
24% |
False |
False |
|
120 |
13,136.69 |
10,827.71 |
2,308.98 |
20.3% |
198.60 |
1.7% |
24% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,493.49 |
2.618 |
12,142.28 |
1.618 |
11,927.08 |
1.000 |
11,794.09 |
0.618 |
11,711.88 |
HIGH |
11,578.89 |
0.618 |
11,496.68 |
0.500 |
11,471.29 |
0.382 |
11,445.90 |
LOW |
11,363.69 |
0.618 |
11,230.70 |
1.000 |
11,148.49 |
1.618 |
11,015.50 |
2.618 |
10,800.30 |
4.250 |
10,449.09 |
|
|
Fisher Pivots for day following 31-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
11,471.29 |
11,371.13 |
PP |
11,440.20 |
11,364.23 |
S1 |
11,409.11 |
11,357.34 |
|