Trading Metrics calculated at close of trading on 23-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2008 |
23-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
1,258.00 |
1,275.00 |
17.00 |
1.4% |
1,240.00 |
High |
1,278.00 |
1,291.25 |
13.25 |
1.0% |
1,263.00 |
Low |
1,247.25 |
1,272.75 |
25.50 |
2.0% |
1,200.75 |
Close |
1,274.25 |
1,282.50 |
8.25 |
0.6% |
1,260.50 |
Range |
30.75 |
18.50 |
-12.25 |
-39.8% |
62.25 |
ATR |
27.15 |
26.54 |
-0.62 |
-2.3% |
0.00 |
Volume |
1,536,139 |
2,103,273 |
567,134 |
36.9% |
15,364,041 |
|
Daily Pivots for day following 23-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,337.75 |
1,328.50 |
1,292.75 |
|
R3 |
1,319.25 |
1,310.00 |
1,287.50 |
|
R2 |
1,300.75 |
1,300.75 |
1,286.00 |
|
R1 |
1,291.50 |
1,291.50 |
1,284.25 |
1,296.00 |
PP |
1,282.25 |
1,282.25 |
1,282.25 |
1,284.50 |
S1 |
1,273.00 |
1,273.00 |
1,280.75 |
1,277.50 |
S2 |
1,263.75 |
1,263.75 |
1,279.00 |
|
S3 |
1,245.25 |
1,254.50 |
1,277.50 |
|
S4 |
1,226.75 |
1,236.00 |
1,272.25 |
|
|
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 |
1,291.25 |
1,238.00 |
53.25 |
4.2% |
22.00 |
1.7% |
84% |
True |
False |
2,269,286 |
10 |
1,291.25 |
1,200.75 |
90.50 |
7.1% |
28.25 |
2.2% |
90% |
True |
False |
2,635,738 |
20 |
1,337.75 |
1,200.75 |
137.00 |
10.7% |
28.50 |
2.2% |
60% |
False |
False |
2,525,260 |
40 |
1,414.00 |
1,200.75 |
213.25 |
16.6% |
25.50 |
2.0% |
38% |
False |
False |
1,679,524 |
60 |
1,442.25 |
1,200.75 |
241.50 |
18.8% |
23.25 |
1.8% |
34% |
False |
False |
1,121,461 |
80 |
1,442.25 |
1,200.75 |
241.50 |
18.8% |
22.25 |
1.7% |
34% |
False |
False |
842,097 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,370.00 |
2.618 |
1,339.75 |
1.618 |
1,321.25 |
1.000 |
1,309.75 |
0.618 |
1,302.75 |
HIGH |
1,291.25 |
0.618 |
1,284.25 |
0.500 |
1,282.00 |
0.382 |
1,279.75 |
LOW |
1,272.75 |
0.618 |
1,261.25 |
1.000 |
1,254.25 |
1.618 |
1,242.75 |
2.618 |
1,224.25 |
4.250 |
1,194.00 |
|
|
Fisher Pivots for day following 23-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
1,282.25 |
1,278.00 |
PP |
1,282.25 |
1,273.75 |
S1 |
1,282.00 |
1,269.25 |
|