Trading Metrics calculated at close of trading on 28-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2008 |
28-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
1,253.25 |
1,255.25 |
2.00 |
0.2% |
1,259.25 |
High |
1,262.75 |
1,260.00 |
-2.75 |
-0.2% |
1,291.25 |
Low |
1,249.25 |
1,233.00 |
-16.25 |
-1.3% |
1,247.25 |
Close |
1,253.75 |
1,235.00 |
-18.75 |
-1.5% |
1,253.75 |
Range |
13.50 |
27.00 |
13.50 |
100.0% |
44.00 |
ATR |
26.10 |
26.16 |
0.06 |
0.2% |
0.00 |
Volume |
1,988,950 |
1,614,028 |
-374,922 |
-18.9% |
9,675,123 |
|
Daily Pivots for day following 28-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,323.75 |
1,306.25 |
1,249.75 |
|
R3 |
1,296.75 |
1,279.25 |
1,242.50 |
|
R2 |
1,269.75 |
1,269.75 |
1,240.00 |
|
R1 |
1,252.25 |
1,252.25 |
1,237.50 |
1,247.50 |
PP |
1,242.75 |
1,242.75 |
1,242.75 |
1,240.25 |
S1 |
1,225.25 |
1,225.25 |
1,232.50 |
1,220.50 |
S2 |
1,215.75 |
1,215.75 |
1,230.00 |
|
S3 |
1,188.75 |
1,198.25 |
1,227.50 |
|
S4 |
1,161.75 |
1,171.25 |
1,220.25 |
|
|
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 |
1,233.00 |
58.25 |
4.7% |
24.75 |
2.0% |
3% |
False |
True |
1,873,628 |
10 |
1,291.25 |
1,200.75 |
90.50 |
7.3% |
26.25 |
2.1% |
38% |
False |
False |
2,340,150 |
20 |
1,294.75 |
1,200.75 |
94.00 |
7.6% |
28.25 |
2.3% |
36% |
False |
False |
2,470,210 |
40 |
1,414.00 |
1,200.75 |
213.25 |
17.3% |
26.25 |
2.1% |
16% |
False |
False |
1,821,892 |
60 |
1,442.25 |
1,200.75 |
241.50 |
19.6% |
23.25 |
1.9% |
14% |
False |
False |
1,216,765 |
80 |
1,442.25 |
1,200.75 |
241.50 |
19.6% |
22.50 |
1.8% |
14% |
False |
False |
913,489 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,374.75 |
2.618 |
1,330.75 |
1.618 |
1,303.75 |
1.000 |
1,287.00 |
0.618 |
1,276.75 |
HIGH |
1,260.00 |
0.618 |
1,249.75 |
0.500 |
1,246.50 |
0.382 |
1,243.25 |
LOW |
1,233.00 |
0.618 |
1,216.25 |
1.000 |
1,206.00 |
1.618 |
1,189.25 |
2.618 |
1,162.25 |
4.250 |
1,118.25 |
|
|
Fisher Pivots for day following 28-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
1,246.50 |
1,259.00 |
PP |
1,242.75 |
1,251.00 |
S1 |
1,238.75 |
1,243.00 |
|