Trading Metrics calculated at close of trading on 21-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2008 |
21-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
1,832.50 |
1,827.75 |
-4.75 |
-0.3% |
1,817.75 |
High |
1,848.50 |
1,845.00 |
-3.50 |
-0.2% |
1,868.50 |
Low |
1,819.25 |
1,813.25 |
-6.00 |
-0.3% |
1,765.25 |
Close |
1,828.75 |
1,827.50 |
-1.25 |
-0.1% |
1,828.75 |
Range |
29.25 |
31.75 |
2.50 |
8.5% |
103.25 |
ATR |
49.15 |
47.91 |
-1.24 |
-2.5% |
0.00 |
Volume |
532,829 |
430,279 |
-102,550 |
-19.2% |
2,827,444 |
|
Daily Pivots for day following 21-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,923.75 |
1,907.50 |
1,845.00 |
|
R3 |
1,892.00 |
1,875.75 |
1,836.25 |
|
R2 |
1,860.25 |
1,860.25 |
1,833.25 |
|
R1 |
1,844.00 |
1,844.00 |
1,830.50 |
1,836.25 |
PP |
1,828.50 |
1,828.50 |
1,828.50 |
1,824.75 |
S1 |
1,812.25 |
1,812.25 |
1,824.50 |
1,804.50 |
S2 |
1,796.75 |
1,796.75 |
1,821.75 |
|
S3 |
1,765.00 |
1,780.50 |
1,818.75 |
|
S4 |
1,733.25 |
1,748.75 |
1,810.00 |
|
|
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% |
45.75 |
2.5% |
60% |
False |
False |
534,325 |
10 |
1,877.50 |
1,765.25 |
112.25 |
6.1% |
52.00 |
2.8% |
55% |
False |
False |
520,053 |
20 |
1,960.75 |
1,765.25 |
195.50 |
10.7% |
49.50 |
2.7% |
32% |
False |
False |
479,016 |
40 |
2,070.75 |
1,765.25 |
305.50 |
16.7% |
46.50 |
2.5% |
20% |
False |
False |
304,149 |
60 |
2,070.75 |
1,765.25 |
305.50 |
16.7% |
42.50 |
2.3% |
20% |
False |
False |
202,922 |
80 |
2,070.75 |
1,765.25 |
305.50 |
16.7% |
41.75 |
2.3% |
20% |
False |
False |
152,353 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,980.00 |
2.618 |
1,928.00 |
1.618 |
1,896.25 |
1.000 |
1,876.75 |
0.618 |
1,864.50 |
HIGH |
1,845.00 |
0.618 |
1,832.75 |
0.500 |
1,829.00 |
0.382 |
1,825.50 |
LOW |
1,813.25 |
0.618 |
1,793.75 |
1.000 |
1,781.50 |
1.618 |
1,762.00 |
2.618 |
1,730.25 |
4.250 |
1,678.25 |
|
|
Fisher Pivots for day following 21-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
1,829.00 |
1,841.00 |
PP |
1,828.50 |
1,836.50 |
S1 |
1,828.00 |
1,832.00 |
|