Trading Metrics calculated at close of trading on 22-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2008 |
22-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
1,259.25 |
1,258.00 |
-1.25 |
-0.1% |
1,240.00 |
High |
1,269.00 |
1,278.00 |
9.00 |
0.7% |
1,263.00 |
Low |
1,255.00 |
1,247.25 |
-7.75 |
-0.6% |
1,200.75 |
Close |
1,261.50 |
1,274.25 |
12.75 |
1.0% |
1,260.50 |
Range |
14.00 |
30.75 |
16.75 |
119.6% |
62.25 |
ATR |
26.88 |
27.15 |
0.28 |
1.0% |
0.00 |
Volume |
1,921,007 |
1,536,139 |
-384,868 |
-20.0% |
15,364,041 |
|
Daily Pivots for day following 22-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,358.75 |
1,347.25 |
1,291.25 |
|
R3 |
1,328.00 |
1,316.50 |
1,282.75 |
|
R2 |
1,297.25 |
1,297.25 |
1,280.00 |
|
R1 |
1,285.75 |
1,285.75 |
1,277.00 |
1,291.50 |
PP |
1,266.50 |
1,266.50 |
1,266.50 |
1,269.50 |
S1 |
1,255.00 |
1,255.00 |
1,271.50 |
1,260.75 |
S2 |
1,235.75 |
1,235.75 |
1,268.50 |
|
S3 |
1,205.00 |
1,224.25 |
1,265.75 |
|
S4 |
1,174.25 |
1,193.50 |
1,257.25 |
|
|
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 |
1,278.00 |
1,202.50 |
75.50 |
5.9% |
27.00 |
2.1% |
95% |
True |
False |
2,581,213 |
10 |
1,278.75 |
1,200.75 |
78.00 |
6.1% |
30.00 |
2.3% |
94% |
False |
False |
2,700,607 |
20 |
1,337.75 |
1,200.75 |
137.00 |
10.8% |
28.75 |
2.3% |
54% |
False |
False |
2,492,695 |
40 |
1,414.00 |
1,200.75 |
213.25 |
16.7% |
25.25 |
2.0% |
34% |
False |
False |
1,627,106 |
60 |
1,442.25 |
1,200.75 |
241.50 |
19.0% |
23.00 |
1.8% |
30% |
False |
False |
1,086,426 |
80 |
1,442.25 |
1,200.75 |
241.50 |
19.0% |
22.75 |
1.8% |
30% |
False |
False |
815,863 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,408.75 |
2.618 |
1,358.50 |
1.618 |
1,327.75 |
1.000 |
1,308.75 |
0.618 |
1,297.00 |
HIGH |
1,278.00 |
0.618 |
1,266.25 |
0.500 |
1,262.50 |
0.382 |
1,259.00 |
LOW |
1,247.25 |
0.618 |
1,228.25 |
1.000 |
1,216.50 |
1.618 |
1,197.50 |
2.618 |
1,166.75 |
4.250 |
1,116.50 |
|
|
Fisher Pivots for day following 22-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
1,270.50 |
1,269.25 |
PP |
1,266.50 |
1,264.50 |
S1 |
1,262.50 |
1,259.50 |
|