Trading Metrics calculated at close of trading on 21-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2008 |
21-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
1,250.25 |
1,259.25 |
9.00 |
0.7% |
1,240.00 |
High |
1,263.00 |
1,269.00 |
6.00 |
0.5% |
1,263.00 |
Low |
1,241.00 |
1,255.00 |
14.00 |
1.1% |
1,200.75 |
Close |
1,260.50 |
1,261.50 |
1.00 |
0.1% |
1,260.50 |
Range |
22.00 |
14.00 |
-8.00 |
-36.4% |
62.25 |
ATR |
27.87 |
26.88 |
-0.99 |
-3.6% |
0.00 |
Volume |
2,892,500 |
1,921,007 |
-971,493 |
-33.6% |
15,364,041 |
|
Daily Pivots for day following 21-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,303.75 |
1,296.75 |
1,269.25 |
|
R3 |
1,289.75 |
1,282.75 |
1,265.25 |
|
R2 |
1,275.75 |
1,275.75 |
1,264.00 |
|
R1 |
1,268.75 |
1,268.75 |
1,262.75 |
1,272.25 |
PP |
1,261.75 |
1,261.75 |
1,261.75 |
1,263.50 |
S1 |
1,254.75 |
1,254.75 |
1,260.25 |
1,258.25 |
S2 |
1,247.75 |
1,247.75 |
1,259.00 |
|
S3 |
1,233.75 |
1,240.75 |
1,257.75 |
|
S4 |
1,219.75 |
1,226.75 |
1,253.75 |
|
|
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 |
1,269.00 |
1,200.75 |
68.25 |
5.4% |
28.00 |
2.2% |
89% |
True |
False |
2,806,671 |
10 |
1,278.75 |
1,200.75 |
78.00 |
6.2% |
30.75 |
2.4% |
78% |
False |
False |
2,805,049 |
20 |
1,337.75 |
1,200.75 |
137.00 |
10.9% |
27.75 |
2.2% |
44% |
False |
False |
2,532,037 |
40 |
1,414.00 |
1,200.75 |
213.25 |
16.9% |
24.75 |
2.0% |
28% |
False |
False |
1,588,857 |
60 |
1,442.25 |
1,200.75 |
241.50 |
19.1% |
22.75 |
1.8% |
25% |
False |
False |
1,060,864 |
80 |
1,442.25 |
1,200.75 |
241.50 |
19.1% |
22.50 |
1.8% |
25% |
False |
False |
796,686 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,328.50 |
2.618 |
1,305.75 |
1.618 |
1,291.75 |
1.000 |
1,283.00 |
0.618 |
1,277.75 |
HIGH |
1,269.00 |
0.618 |
1,263.75 |
0.500 |
1,262.00 |
0.382 |
1,260.25 |
LOW |
1,255.00 |
0.618 |
1,246.25 |
1.000 |
1,241.00 |
1.618 |
1,232.25 |
2.618 |
1,218.25 |
4.250 |
1,195.50 |
|
|
Fisher Pivots for day following 21-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
1,262.00 |
1,258.75 |
PP |
1,261.75 |
1,256.25 |
S1 |
1,261.75 |
1,253.50 |
|