Trading Metrics calculated at close of trading on 18-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2008 |
18-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
1,240.00 |
1,250.25 |
10.25 |
0.8% |
1,240.00 |
High |
1,263.00 |
1,263.00 |
0.00 |
0.0% |
1,263.00 |
Low |
1,238.00 |
1,241.00 |
3.00 |
0.2% |
1,200.75 |
Close |
1,253.50 |
1,260.50 |
7.00 |
0.6% |
1,260.50 |
Range |
25.00 |
22.00 |
-3.00 |
-12.0% |
62.25 |
ATR |
28.32 |
27.87 |
-0.45 |
-1.6% |
0.00 |
Volume |
2,893,515 |
2,892,500 |
-1,015 |
0.0% |
15,364,041 |
|
Daily Pivots for day following 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,320.75 |
1,312.75 |
1,272.50 |
|
R3 |
1,298.75 |
1,290.75 |
1,266.50 |
|
R2 |
1,276.75 |
1,276.75 |
1,264.50 |
|
R1 |
1,268.75 |
1,268.75 |
1,262.50 |
1,272.75 |
PP |
1,254.75 |
1,254.75 |
1,254.75 |
1,257.00 |
S1 |
1,246.75 |
1,246.75 |
1,258.50 |
1,250.75 |
S2 |
1,232.75 |
1,232.75 |
1,256.50 |
|
S3 |
1,210.75 |
1,224.75 |
1,254.50 |
|
S4 |
1,188.75 |
1,202.75 |
1,248.50 |
|
|
Weekly Pivots for week ending 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,428.25 |
1,406.50 |
1,294.75 |
|
R3 |
1,366.00 |
1,344.25 |
1,277.50 |
|
R2 |
1,303.75 |
1,303.75 |
1,272.00 |
|
R1 |
1,282.00 |
1,282.00 |
1,266.25 |
1,293.00 |
PP |
1,241.50 |
1,241.50 |
1,241.50 |
1,246.75 |
S1 |
1,219.75 |
1,219.75 |
1,254.75 |
1,230.50 |
S2 |
1,179.25 |
1,179.25 |
1,249.00 |
|
S3 |
1,117.00 |
1,157.50 |
1,243.50 |
|
S4 |
1,054.75 |
1,095.25 |
1,226.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,263.00 |
1,200.75 |
62.25 |
4.9% |
32.25 |
2.6% |
96% |
True |
False |
3,072,808 |
10 |
1,278.75 |
1,200.75 |
78.00 |
6.2% |
32.75 |
2.6% |
77% |
False |
False |
2,797,674 |
20 |
1,343.50 |
1,200.75 |
142.75 |
11.3% |
28.50 |
2.3% |
42% |
False |
False |
2,553,788 |
40 |
1,414.00 |
1,200.75 |
213.25 |
16.9% |
25.00 |
2.0% |
28% |
False |
False |
1,540,986 |
60 |
1,442.25 |
1,200.75 |
241.50 |
19.2% |
22.75 |
1.8% |
25% |
False |
False |
1,028,898 |
80 |
1,442.25 |
1,200.75 |
241.50 |
19.2% |
22.75 |
1.8% |
25% |
False |
False |
772,722 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,356.50 |
2.618 |
1,320.50 |
1.618 |
1,298.50 |
1.000 |
1,285.00 |
0.618 |
1,276.50 |
HIGH |
1,263.00 |
0.618 |
1,254.50 |
0.500 |
1,252.00 |
0.382 |
1,249.50 |
LOW |
1,241.00 |
0.618 |
1,227.50 |
1.000 |
1,219.00 |
1.618 |
1,205.50 |
2.618 |
1,183.50 |
4.250 |
1,147.50 |
|
|
Fisher Pivots for day following 18-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
1,257.75 |
1,251.25 |
PP |
1,254.75 |
1,242.00 |
S1 |
1,252.00 |
1,232.75 |
|