Trading Metrics calculated at close of trading on 18-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2008 |
18-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
1,841.25 |
1,832.50 |
-8.75 |
-0.5% |
1,817.75 |
High |
1,868.50 |
1,848.50 |
-20.00 |
-1.1% |
1,868.50 |
Low |
1,833.00 |
1,819.25 |
-13.75 |
-0.8% |
1,765.25 |
Close |
1,839.75 |
1,828.75 |
-11.00 |
-0.6% |
1,828.75 |
Range |
35.50 |
29.25 |
-6.25 |
-17.6% |
103.25 |
ATR |
50.68 |
49.15 |
-1.53 |
-3.0% |
0.00 |
Volume |
542,827 |
532,829 |
-9,998 |
-1.8% |
2,827,444 |
|
Daily Pivots for day following 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,920.00 |
1,903.50 |
1,844.75 |
|
R3 |
1,890.75 |
1,874.25 |
1,836.75 |
|
R2 |
1,861.50 |
1,861.50 |
1,834.00 |
|
R1 |
1,845.00 |
1,845.00 |
1,831.50 |
1,838.50 |
PP |
1,832.25 |
1,832.25 |
1,832.25 |
1,829.00 |
S1 |
1,815.75 |
1,815.75 |
1,826.00 |
1,809.50 |
S2 |
1,803.00 |
1,803.00 |
1,823.50 |
|
S3 |
1,773.75 |
1,786.50 |
1,820.75 |
|
S4 |
1,744.50 |
1,757.25 |
1,812.75 |
|
|
Weekly Pivots for week ending 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,130.50 |
2,083.00 |
1,885.50 |
|
R3 |
2,027.25 |
1,979.75 |
1,857.25 |
|
R2 |
1,924.00 |
1,924.00 |
1,847.75 |
|
R1 |
1,876.50 |
1,876.50 |
1,838.25 |
1,900.25 |
PP |
1,820.75 |
1,820.75 |
1,820.75 |
1,832.75 |
S1 |
1,773.25 |
1,773.25 |
1,819.25 |
1,797.00 |
S2 |
1,717.50 |
1,717.50 |
1,809.75 |
|
S3 |
1,614.25 |
1,670.00 |
1,800.25 |
|
S4 |
1,511.00 |
1,566.75 |
1,772.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,868.50 |
1,765.25 |
103.25 |
5.6% |
50.25 |
2.7% |
62% |
False |
False |
565,488 |
10 |
1,877.50 |
1,765.25 |
112.25 |
6.1% |
53.75 |
2.9% |
57% |
False |
False |
509,686 |
20 |
1,994.00 |
1,765.25 |
228.75 |
12.5% |
51.25 |
2.8% |
28% |
False |
False |
485,113 |
40 |
2,070.75 |
1,765.25 |
305.50 |
16.7% |
46.25 |
2.5% |
21% |
False |
False |
293,403 |
60 |
2,070.75 |
1,765.25 |
305.50 |
16.7% |
42.50 |
2.3% |
21% |
False |
False |
195,753 |
80 |
2,070.75 |
1,765.25 |
305.50 |
16.7% |
42.00 |
2.3% |
21% |
False |
False |
146,976 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,972.75 |
2.618 |
1,925.00 |
1.618 |
1,895.75 |
1.000 |
1,877.75 |
0.618 |
1,866.50 |
HIGH |
1,848.50 |
0.618 |
1,837.25 |
0.500 |
1,834.00 |
0.382 |
1,830.50 |
LOW |
1,819.25 |
0.618 |
1,801.25 |
1.000 |
1,790.00 |
1.618 |
1,772.00 |
2.618 |
1,742.75 |
4.250 |
1,695.00 |
|
|
Fisher Pivots for day following 18-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
1,834.00 |
1,828.25 |
PP |
1,832.25 |
1,827.75 |
S1 |
1,830.50 |
1,827.00 |
|