Trading Metrics calculated at close of trading on 25-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2008 |
25-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
1,846.25 |
1,818.00 |
-28.25 |
-1.5% |
1,827.75 |
High |
1,863.50 |
1,853.50 |
-10.00 |
-0.5% |
1,870.25 |
Low |
1,811.50 |
1,815.25 |
3.75 |
0.2% |
1,787.75 |
Close |
1,819.50 |
1,840.50 |
21.00 |
1.2% |
1,840.50 |
Range |
52.00 |
38.25 |
-13.75 |
-26.4% |
82.50 |
ATR |
47.70 |
47.03 |
-0.68 |
-1.4% |
0.00 |
Volume |
494,064 |
412,529 |
-81,535 |
-16.5% |
2,105,803 |
|
Daily Pivots for day following 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,951.25 |
1,934.00 |
1,861.50 |
|
R3 |
1,913.00 |
1,895.75 |
1,851.00 |
|
R2 |
1,874.75 |
1,874.75 |
1,847.50 |
|
R1 |
1,857.50 |
1,857.50 |
1,844.00 |
1,866.00 |
PP |
1,836.50 |
1,836.50 |
1,836.50 |
1,840.75 |
S1 |
1,819.25 |
1,819.25 |
1,837.00 |
1,828.00 |
S2 |
1,798.25 |
1,798.25 |
1,833.50 |
|
S3 |
1,760.00 |
1,781.00 |
1,830.00 |
|
S4 |
1,721.75 |
1,742.75 |
1,819.50 |
|
|
Weekly Pivots for week ending 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,080.25 |
2,043.00 |
1,886.00 |
|
R3 |
1,997.75 |
1,960.50 |
1,863.25 |
|
R2 |
1,915.25 |
1,915.25 |
1,855.50 |
|
R1 |
1,878.00 |
1,878.00 |
1,848.00 |
1,896.50 |
PP |
1,832.75 |
1,832.75 |
1,832.75 |
1,842.25 |
S1 |
1,795.50 |
1,795.50 |
1,833.00 |
1,814.00 |
S2 |
1,750.25 |
1,750.25 |
1,825.50 |
|
S3 |
1,667.75 |
1,713.00 |
1,817.75 |
|
S4 |
1,585.25 |
1,630.50 |
1,795.00 |
|
|
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% |
42.00 |
2.3% |
64% |
False |
False |
421,160 |
10 |
1,870.25 |
1,765.25 |
105.00 |
5.7% |
46.00 |
2.5% |
72% |
False |
False |
493,324 |
20 |
1,887.25 |
1,765.25 |
122.00 |
6.6% |
48.75 |
2.7% |
62% |
False |
False |
477,895 |
40 |
2,070.75 |
1,765.25 |
305.50 |
16.6% |
48.00 |
2.6% |
25% |
False |
False |
345,969 |
60 |
2,070.75 |
1,765.25 |
305.50 |
16.6% |
43.25 |
2.3% |
25% |
False |
False |
230,835 |
80 |
2,070.75 |
1,765.25 |
305.50 |
16.6% |
41.75 |
2.3% |
25% |
False |
False |
173,279 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,016.00 |
2.618 |
1,953.75 |
1.618 |
1,915.50 |
1.000 |
1,891.75 |
0.618 |
1,877.25 |
HIGH |
1,853.50 |
0.618 |
1,839.00 |
0.500 |
1,834.50 |
0.382 |
1,829.75 |
LOW |
1,815.25 |
0.618 |
1,791.50 |
1.000 |
1,777.00 |
1.618 |
1,753.25 |
2.618 |
1,715.00 |
4.250 |
1,652.75 |
|
|
Fisher Pivots for day following 25-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
1,838.50 |
1,841.00 |
PP |
1,836.50 |
1,840.75 |
S1 |
1,834.50 |
1,840.50 |
|