Trading Metrics calculated at close of trading on 28-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2008 |
28-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
1,818.00 |
1,845.25 |
27.25 |
1.5% |
1,827.75 |
High |
1,853.50 |
1,854.50 |
1.00 |
0.1% |
1,870.25 |
Low |
1,815.25 |
1,800.00 |
-15.25 |
-0.8% |
1,787.75 |
Close |
1,840.50 |
1,813.75 |
-26.75 |
-1.5% |
1,840.50 |
Range |
38.25 |
54.50 |
16.25 |
42.5% |
82.50 |
ATR |
47.03 |
47.56 |
0.53 |
1.1% |
0.00 |
Volume |
412,529 |
294,471 |
-118,058 |
-28.6% |
2,105,803 |
|
Daily Pivots for day following 28-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,986.25 |
1,954.50 |
1,843.75 |
|
R3 |
1,931.75 |
1,900.00 |
1,828.75 |
|
R2 |
1,877.25 |
1,877.25 |
1,823.75 |
|
R1 |
1,845.50 |
1,845.50 |
1,818.75 |
1,834.00 |
PP |
1,822.75 |
1,822.75 |
1,822.75 |
1,817.00 |
S1 |
1,791.00 |
1,791.00 |
1,808.75 |
1,779.50 |
S2 |
1,768.25 |
1,768.25 |
1,803.75 |
|
S3 |
1,713.75 |
1,736.50 |
1,798.75 |
|
S4 |
1,659.25 |
1,682.00 |
1,783.75 |
|
|
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% |
46.50 |
2.6% |
32% |
False |
False |
393,999 |
10 |
1,870.25 |
1,765.25 |
105.00 |
5.8% |
46.25 |
2.5% |
46% |
False |
False |
464,162 |
20 |
1,887.25 |
1,765.25 |
122.00 |
6.7% |
49.50 |
2.7% |
40% |
False |
False |
468,015 |
40 |
2,070.75 |
1,765.25 |
305.50 |
16.8% |
48.75 |
2.7% |
16% |
False |
False |
353,289 |
60 |
2,070.75 |
1,765.25 |
305.50 |
16.8% |
43.50 |
2.4% |
16% |
False |
False |
235,738 |
80 |
2,070.75 |
1,765.25 |
305.50 |
16.8% |
42.00 |
2.3% |
16% |
False |
False |
176,956 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,086.00 |
2.618 |
1,997.25 |
1.618 |
1,942.75 |
1.000 |
1,909.00 |
0.618 |
1,888.25 |
HIGH |
1,854.50 |
0.618 |
1,833.75 |
0.500 |
1,827.25 |
0.382 |
1,820.75 |
LOW |
1,800.00 |
0.618 |
1,766.25 |
1.000 |
1,745.50 |
1.618 |
1,711.75 |
2.618 |
1,657.25 |
4.250 |
1,568.50 |
|
|
Fisher Pivots for day following 28-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
1,827.25 |
1,831.75 |
PP |
1,822.75 |
1,825.75 |
S1 |
1,818.25 |
1,819.75 |
|