Trading Metrics calculated at close of trading on 29-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2008 |
29-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
1,845.25 |
1,811.75 |
-33.50 |
-1.8% |
1,827.75 |
High |
1,854.50 |
1,855.50 |
1.00 |
0.1% |
1,870.25 |
Low |
1,800.00 |
1,806.50 |
6.50 |
0.4% |
1,787.75 |
Close |
1,813.75 |
1,842.00 |
28.25 |
1.6% |
1,840.50 |
Range |
54.50 |
49.00 |
-5.50 |
-10.1% |
82.50 |
ATR |
47.56 |
47.66 |
0.10 |
0.2% |
0.00 |
Volume |
294,471 |
351,219 |
56,748 |
19.3% |
2,105,803 |
|
Daily Pivots for day following 29-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,981.75 |
1,960.75 |
1,869.00 |
|
R3 |
1,932.75 |
1,911.75 |
1,855.50 |
|
R2 |
1,883.75 |
1,883.75 |
1,851.00 |
|
R1 |
1,862.75 |
1,862.75 |
1,846.50 |
1,873.25 |
PP |
1,834.75 |
1,834.75 |
1,834.75 |
1,840.00 |
S1 |
1,813.75 |
1,813.75 |
1,837.50 |
1,824.25 |
S2 |
1,785.75 |
1,785.75 |
1,833.00 |
|
S3 |
1,736.75 |
1,764.75 |
1,828.50 |
|
S4 |
1,687.75 |
1,715.75 |
1,815.00 |
|
|
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 |
1,800.00 |
70.25 |
3.8% |
48.25 |
2.6% |
60% |
False |
False |
397,715 |
10 |
1,870.25 |
1,785.75 |
84.50 |
4.6% |
44.25 |
2.4% |
67% |
False |
False |
451,263 |
20 |
1,887.25 |
1,765.25 |
122.00 |
6.6% |
50.25 |
2.7% |
63% |
False |
False |
463,844 |
40 |
2,070.75 |
1,765.25 |
305.50 |
16.6% |
49.00 |
2.7% |
25% |
False |
False |
362,057 |
60 |
2,070.75 |
1,765.25 |
305.50 |
16.6% |
43.75 |
2.4% |
25% |
False |
False |
241,591 |
80 |
2,070.75 |
1,765.25 |
305.50 |
16.6% |
42.25 |
2.3% |
25% |
False |
False |
181,343 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,063.75 |
2.618 |
1,983.75 |
1.618 |
1,934.75 |
1.000 |
1,904.50 |
0.618 |
1,885.75 |
HIGH |
1,855.50 |
0.618 |
1,836.75 |
0.500 |
1,831.00 |
0.382 |
1,825.25 |
LOW |
1,806.50 |
0.618 |
1,776.25 |
1.000 |
1,757.50 |
1.618 |
1,727.25 |
2.618 |
1,678.25 |
4.250 |
1,598.25 |
|
|
Fisher Pivots for day following 29-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
1,838.25 |
1,837.25 |
PP |
1,834.75 |
1,832.50 |
S1 |
1,831.00 |
1,827.75 |
|