Trading Metrics calculated at close of trading on 24-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2008 |
24-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
1,825.25 |
1,846.25 |
21.00 |
1.2% |
1,817.75 |
High |
1,870.25 |
1,863.50 |
-6.75 |
-0.4% |
1,868.50 |
Low |
1,822.25 |
1,811.50 |
-10.75 |
-0.6% |
1,765.25 |
Close |
1,849.00 |
1,819.50 |
-29.50 |
-1.6% |
1,828.75 |
Range |
48.00 |
52.00 |
4.00 |
8.3% |
103.25 |
ATR |
47.37 |
47.70 |
0.33 |
0.7% |
0.00 |
Volume |
436,295 |
494,064 |
57,769 |
13.2% |
2,827,444 |
|
Daily Pivots for day following 24-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,987.50 |
1,955.50 |
1,848.00 |
|
R3 |
1,935.50 |
1,903.50 |
1,833.75 |
|
R2 |
1,883.50 |
1,883.50 |
1,829.00 |
|
R1 |
1,851.50 |
1,851.50 |
1,824.25 |
1,841.50 |
PP |
1,831.50 |
1,831.50 |
1,831.50 |
1,826.50 |
S1 |
1,799.50 |
1,799.50 |
1,814.75 |
1,789.50 |
S2 |
1,779.50 |
1,779.50 |
1,810.00 |
|
S3 |
1,727.50 |
1,747.50 |
1,805.25 |
|
S4 |
1,675.50 |
1,695.50 |
1,791.00 |
|
|
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 |
1,870.25 |
1,787.75 |
82.50 |
4.5% |
40.00 |
2.2% |
38% |
False |
False |
445,220 |
10 |
1,870.25 |
1,765.25 |
105.00 |
5.8% |
49.50 |
2.7% |
52% |
False |
False |
504,092 |
20 |
1,933.25 |
1,765.25 |
168.00 |
9.2% |
50.50 |
2.8% |
32% |
False |
False |
477,045 |
40 |
2,070.75 |
1,765.25 |
305.50 |
16.8% |
48.00 |
2.6% |
18% |
False |
False |
335,678 |
60 |
2,070.75 |
1,765.25 |
305.50 |
16.8% |
43.50 |
2.4% |
18% |
False |
False |
223,962 |
80 |
2,070.75 |
1,765.25 |
305.50 |
16.8% |
41.75 |
2.3% |
18% |
False |
False |
168,130 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,084.50 |
2.618 |
1,999.75 |
1.618 |
1,947.75 |
1.000 |
1,915.50 |
0.618 |
1,895.75 |
HIGH |
1,863.50 |
0.618 |
1,843.75 |
0.500 |
1,837.50 |
0.382 |
1,831.25 |
LOW |
1,811.50 |
0.618 |
1,779.25 |
1.000 |
1,759.50 |
1.618 |
1,727.25 |
2.618 |
1,675.25 |
4.250 |
1,590.50 |
|
|
Fisher Pivots for day following 24-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
1,837.50 |
1,829.00 |
PP |
1,831.50 |
1,825.75 |
S1 |
1,825.50 |
1,822.75 |
|