Trading Metrics calculated at close of trading on 16-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2008 |
16-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
1,229.00 |
1,212.75 |
-16.25 |
-1.3% |
1,258.50 |
High |
1,235.75 |
1,246.25 |
10.50 |
0.8% |
1,278.75 |
Low |
1,200.75 |
1,202.50 |
1.75 |
0.1% |
1,225.50 |
Close |
1,211.50 |
1,241.00 |
29.50 |
2.4% |
1,239.75 |
Range |
35.00 |
43.75 |
8.75 |
25.0% |
53.25 |
ATR |
27.41 |
28.57 |
1.17 |
4.3% |
0.00 |
Volume |
2,663,429 |
3,662,907 |
999,478 |
37.5% |
12,612,700 |
|
Daily Pivots for day following 16-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,361.25 |
1,344.75 |
1,265.00 |
|
R3 |
1,317.50 |
1,301.00 |
1,253.00 |
|
R2 |
1,273.75 |
1,273.75 |
1,249.00 |
|
R1 |
1,257.25 |
1,257.25 |
1,245.00 |
1,265.50 |
PP |
1,230.00 |
1,230.00 |
1,230.00 |
1,234.00 |
S1 |
1,213.50 |
1,213.50 |
1,237.00 |
1,221.75 |
S2 |
1,186.25 |
1,186.25 |
1,233.00 |
|
S3 |
1,142.50 |
1,169.75 |
1,229.00 |
|
S4 |
1,098.75 |
1,126.00 |
1,217.00 |
|
|
Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,407.75 |
1,377.00 |
1,269.00 |
|
R3 |
1,354.50 |
1,323.75 |
1,254.50 |
|
R2 |
1,301.25 |
1,301.25 |
1,249.50 |
|
R1 |
1,270.50 |
1,270.50 |
1,244.75 |
1,259.25 |
PP |
1,248.00 |
1,248.00 |
1,248.00 |
1,242.50 |
S1 |
1,217.25 |
1,217.25 |
1,234.75 |
1,206.00 |
S2 |
1,194.75 |
1,194.75 |
1,230.00 |
|
S3 |
1,141.50 |
1,164.00 |
1,225.00 |
|
S4 |
1,088.25 |
1,110.75 |
1,210.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,261.75 |
1,200.75 |
61.00 |
4.9% |
34.50 |
2.8% |
66% |
False |
False |
3,002,189 |
10 |
1,294.75 |
1,200.75 |
94.00 |
7.6% |
33.50 |
2.7% |
43% |
False |
False |
2,782,144 |
20 |
1,355.50 |
1,200.75 |
154.75 |
12.5% |
28.00 |
2.3% |
26% |
False |
False |
2,480,164 |
40 |
1,422.50 |
1,200.75 |
221.75 |
17.9% |
24.75 |
2.0% |
18% |
False |
False |
1,396,869 |
60 |
1,442.25 |
1,200.75 |
241.50 |
19.5% |
22.75 |
1.8% |
17% |
False |
False |
932,565 |
80 |
1,442.25 |
1,200.75 |
241.50 |
19.5% |
22.75 |
1.8% |
17% |
False |
False |
700,450 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,432.25 |
2.618 |
1,360.75 |
1.618 |
1,317.00 |
1.000 |
1,290.00 |
0.618 |
1,273.25 |
HIGH |
1,246.25 |
0.618 |
1,229.50 |
0.500 |
1,224.50 |
0.382 |
1,219.25 |
LOW |
1,202.50 |
0.618 |
1,175.50 |
1.000 |
1,158.75 |
1.618 |
1,131.75 |
2.618 |
1,088.00 |
4.250 |
1,016.50 |
|
|
Fisher Pivots for day following 16-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
1,235.50 |
1,237.50 |
PP |
1,230.00 |
1,234.00 |
S1 |
1,224.50 |
1,230.50 |
|