Trading Metrics calculated at close of trading on 29-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2008 |
29-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
1,255.25 |
1,234.75 |
-20.50 |
-1.6% |
1,259.25 |
High |
1,260.00 |
1,263.25 |
3.25 |
0.3% |
1,291.25 |
Low |
1,233.00 |
1,231.50 |
-1.50 |
-0.1% |
1,247.25 |
Close |
1,235.00 |
1,261.75 |
26.75 |
2.2% |
1,253.75 |
Range |
27.00 |
31.75 |
4.75 |
17.6% |
44.00 |
ATR |
26.16 |
26.56 |
0.40 |
1.5% |
0.00 |
Volume |
1,614,028 |
1,619,650 |
5,622 |
0.3% |
9,675,123 |
|
Daily Pivots for day following 29-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,347.50 |
1,336.25 |
1,279.25 |
|
R3 |
1,315.75 |
1,304.50 |
1,270.50 |
|
R2 |
1,284.00 |
1,284.00 |
1,267.50 |
|
R1 |
1,272.75 |
1,272.75 |
1,264.75 |
1,278.50 |
PP |
1,252.25 |
1,252.25 |
1,252.25 |
1,255.00 |
S1 |
1,241.00 |
1,241.00 |
1,258.75 |
1,246.50 |
S2 |
1,220.50 |
1,220.50 |
1,256.00 |
|
S3 |
1,188.75 |
1,209.25 |
1,253.00 |
|
S4 |
1,157.00 |
1,177.50 |
1,244.25 |
|
|
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 |
1,231.50 |
59.75 |
4.7% |
25.00 |
2.0% |
51% |
False |
True |
1,890,331 |
10 |
1,291.25 |
1,202.50 |
88.75 |
7.0% |
26.00 |
2.1% |
67% |
False |
False |
2,235,772 |
20 |
1,294.75 |
1,200.75 |
94.00 |
7.4% |
29.00 |
2.3% |
65% |
False |
False |
2,434,256 |
40 |
1,414.00 |
1,200.75 |
213.25 |
16.9% |
26.25 |
2.1% |
29% |
False |
False |
1,862,156 |
60 |
1,442.25 |
1,200.75 |
241.50 |
19.1% |
23.50 |
1.9% |
25% |
False |
False |
1,243,740 |
80 |
1,442.25 |
1,200.75 |
241.50 |
19.1% |
22.50 |
1.8% |
25% |
False |
False |
933,719 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,398.25 |
2.618 |
1,346.25 |
1.618 |
1,314.50 |
1.000 |
1,295.00 |
0.618 |
1,282.75 |
HIGH |
1,263.25 |
0.618 |
1,251.00 |
0.500 |
1,247.50 |
0.382 |
1,243.75 |
LOW |
1,231.50 |
0.618 |
1,212.00 |
1.000 |
1,199.75 |
1.618 |
1,180.25 |
2.618 |
1,148.50 |
4.250 |
1,096.50 |
|
|
Fisher Pivots for day following 29-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
1,257.00 |
1,257.00 |
PP |
1,252.25 |
1,252.25 |
S1 |
1,247.50 |
1,247.50 |
|