Trading Metrics calculated at close of trading on 30-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2008 |
30-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
1,234.75 |
1,261.50 |
26.75 |
2.2% |
1,259.25 |
High |
1,263.25 |
1,285.00 |
21.75 |
1.7% |
1,291.25 |
Low |
1,231.50 |
1,259.75 |
28.25 |
2.3% |
1,247.25 |
Close |
1,261.75 |
1,284.75 |
23.00 |
1.8% |
1,253.75 |
Range |
31.75 |
25.25 |
-6.50 |
-20.5% |
44.00 |
ATR |
26.56 |
26.47 |
-0.09 |
-0.4% |
0.00 |
Volume |
1,619,650 |
2,096,150 |
476,500 |
29.4% |
9,675,123 |
|
Daily Pivots for day following 30-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,352.25 |
1,343.75 |
1,298.75 |
|
R3 |
1,327.00 |
1,318.50 |
1,291.75 |
|
R2 |
1,301.75 |
1,301.75 |
1,289.50 |
|
R1 |
1,293.25 |
1,293.25 |
1,287.00 |
1,297.50 |
PP |
1,276.50 |
1,276.50 |
1,276.50 |
1,278.50 |
S1 |
1,268.00 |
1,268.00 |
1,282.50 |
1,272.25 |
S2 |
1,251.25 |
1,251.25 |
1,280.00 |
|
S3 |
1,226.00 |
1,242.75 |
1,277.75 |
|
S4 |
1,200.75 |
1,217.50 |
1,270.75 |
|
|
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 |
1,285.00 |
1,231.50 |
53.50 |
4.2% |
26.25 |
2.0% |
100% |
True |
False |
1,888,906 |
10 |
1,291.25 |
1,231.50 |
59.75 |
4.7% |
24.25 |
1.9% |
89% |
False |
False |
2,079,096 |
20 |
1,294.75 |
1,200.75 |
94.00 |
7.3% |
29.00 |
2.2% |
89% |
False |
False |
2,430,620 |
40 |
1,414.00 |
1,200.75 |
213.25 |
16.6% |
26.50 |
2.1% |
39% |
False |
False |
1,913,865 |
60 |
1,442.25 |
1,200.75 |
241.50 |
18.8% |
23.50 |
1.8% |
35% |
False |
False |
1,278,501 |
80 |
1,442.25 |
1,200.75 |
241.50 |
18.8% |
22.75 |
1.8% |
35% |
False |
False |
959,906 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,392.25 |
2.618 |
1,351.00 |
1.618 |
1,325.75 |
1.000 |
1,310.25 |
0.618 |
1,300.50 |
HIGH |
1,285.00 |
0.618 |
1,275.25 |
0.500 |
1,272.50 |
0.382 |
1,269.50 |
LOW |
1,259.75 |
0.618 |
1,244.25 |
1.000 |
1,234.50 |
1.618 |
1,219.00 |
2.618 |
1,193.75 |
4.250 |
1,152.50 |
|
|
Fisher Pivots for day following 30-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
1,280.50 |
1,276.00 |
PP |
1,276.50 |
1,267.00 |
S1 |
1,272.50 |
1,258.25 |
|