Trading Metrics calculated at close of trading on 25-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2008 |
25-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
1,281.25 |
1,253.25 |
-28.00 |
-2.2% |
1,259.25 |
High |
1,285.00 |
1,262.75 |
-22.25 |
-1.7% |
1,291.25 |
Low |
1,251.00 |
1,249.25 |
-1.75 |
-0.1% |
1,247.25 |
Close |
1,253.75 |
1,253.75 |
0.00 |
0.0% |
1,253.75 |
Range |
34.00 |
13.50 |
-20.50 |
-60.3% |
44.00 |
ATR |
27.07 |
26.10 |
-0.97 |
-3.6% |
0.00 |
Volume |
2,125,754 |
1,988,950 |
-136,804 |
-6.4% |
9,675,123 |
|
Daily Pivots for day following 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,295.75 |
1,288.25 |
1,261.25 |
|
R3 |
1,282.25 |
1,274.75 |
1,257.50 |
|
R2 |
1,268.75 |
1,268.75 |
1,256.25 |
|
R1 |
1,261.25 |
1,261.25 |
1,255.00 |
1,265.00 |
PP |
1,255.25 |
1,255.25 |
1,255.25 |
1,257.00 |
S1 |
1,247.75 |
1,247.75 |
1,252.50 |
1,251.50 |
S2 |
1,241.75 |
1,241.75 |
1,251.25 |
|
S3 |
1,228.25 |
1,234.25 |
1,250.00 |
|
S4 |
1,214.75 |
1,220.75 |
1,246.25 |
|
|
Weekly Pivots for week ending 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,396.00 |
1,369.00 |
1,278.00 |
|
R3 |
1,352.00 |
1,325.00 |
1,265.75 |
|
R2 |
1,308.00 |
1,308.00 |
1,261.75 |
|
R1 |
1,281.00 |
1,281.00 |
1,257.75 |
1,272.50 |
PP |
1,264.00 |
1,264.00 |
1,264.00 |
1,260.00 |
S1 |
1,237.00 |
1,237.00 |
1,249.75 |
1,228.50 |
S2 |
1,220.00 |
1,220.00 |
1,245.75 |
|
S3 |
1,176.00 |
1,193.00 |
1,241.75 |
|
S4 |
1,132.00 |
1,149.00 |
1,229.50 |
|
|
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 |
1,247.25 |
44.00 |
3.5% |
22.25 |
1.8% |
15% |
False |
False |
1,935,024 |
10 |
1,291.25 |
1,200.75 |
90.50 |
7.2% |
27.25 |
2.2% |
59% |
False |
False |
2,503,916 |
20 |
1,294.75 |
1,200.75 |
94.00 |
7.5% |
27.75 |
2.2% |
56% |
False |
False |
2,521,711 |
40 |
1,414.00 |
1,200.75 |
213.25 |
17.0% |
25.75 |
2.1% |
25% |
False |
False |
1,781,881 |
60 |
1,442.25 |
1,200.75 |
241.50 |
19.3% |
23.25 |
1.8% |
22% |
False |
False |
1,189,907 |
80 |
1,442.25 |
1,200.75 |
241.50 |
19.3% |
22.50 |
1.8% |
22% |
False |
False |
893,324 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,320.00 |
2.618 |
1,298.00 |
1.618 |
1,284.50 |
1.000 |
1,276.25 |
0.618 |
1,271.00 |
HIGH |
1,262.75 |
0.618 |
1,257.50 |
0.500 |
1,256.00 |
0.382 |
1,254.50 |
LOW |
1,249.25 |
0.618 |
1,241.00 |
1.000 |
1,235.75 |
1.618 |
1,227.50 |
2.618 |
1,214.00 |
4.250 |
1,192.00 |
|
|
Fisher Pivots for day following 25-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
1,256.00 |
1,270.25 |
PP |
1,255.25 |
1,264.75 |
S1 |
1,254.50 |
1,259.25 |
|