Trading Metrics calculated at close of trading on 31-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2008 |
31-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
1,842.25 |
1,857.25 |
15.00 |
0.8% |
1,827.75 |
High |
1,866.75 |
1,878.75 |
12.00 |
0.6% |
1,870.25 |
Low |
1,828.25 |
1,832.50 |
4.25 |
0.2% |
1,787.75 |
Close |
1,856.25 |
1,853.75 |
-2.50 |
-0.1% |
1,840.50 |
Range |
38.50 |
46.25 |
7.75 |
20.1% |
82.50 |
ATR |
47.01 |
46.96 |
-0.05 |
-0.1% |
0.00 |
Volume |
374,080 |
412,764 |
38,684 |
10.3% |
2,105,803 |
|
Daily Pivots for day following 31-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,993.75 |
1,970.00 |
1,879.25 |
|
R3 |
1,947.50 |
1,923.75 |
1,866.50 |
|
R2 |
1,901.25 |
1,901.25 |
1,862.25 |
|
R1 |
1,877.50 |
1,877.50 |
1,858.00 |
1,866.25 |
PP |
1,855.00 |
1,855.00 |
1,855.00 |
1,849.50 |
S1 |
1,831.25 |
1,831.25 |
1,849.50 |
1,820.00 |
S2 |
1,808.75 |
1,808.75 |
1,845.25 |
|
S3 |
1,762.50 |
1,785.00 |
1,841.00 |
|
S4 |
1,716.25 |
1,738.75 |
1,828.25 |
|
|
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 |
1,878.75 |
1,800.00 |
78.75 |
4.2% |
45.25 |
2.4% |
68% |
True |
False |
369,012 |
10 |
1,878.75 |
1,787.75 |
91.00 |
4.9% |
42.75 |
2.3% |
73% |
True |
False |
407,116 |
20 |
1,878.75 |
1,765.25 |
113.50 |
6.1% |
48.50 |
2.6% |
78% |
True |
False |
455,602 |
40 |
2,070.75 |
1,765.25 |
305.50 |
16.5% |
48.50 |
2.6% |
29% |
False |
False |
381,615 |
60 |
2,070.75 |
1,765.25 |
305.50 |
16.5% |
43.75 |
2.4% |
29% |
False |
False |
254,690 |
80 |
2,070.75 |
1,765.25 |
305.50 |
16.5% |
42.50 |
2.3% |
29% |
False |
False |
191,165 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,075.25 |
2.618 |
1,999.75 |
1.618 |
1,953.50 |
1.000 |
1,925.00 |
0.618 |
1,907.25 |
HIGH |
1,878.75 |
0.618 |
1,861.00 |
0.500 |
1,855.50 |
0.382 |
1,850.25 |
LOW |
1,832.50 |
0.618 |
1,804.00 |
1.000 |
1,786.25 |
1.618 |
1,757.75 |
2.618 |
1,711.50 |
4.250 |
1,636.00 |
|
|
Fisher Pivots for day following 31-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
1,855.50 |
1,850.00 |
PP |
1,855.00 |
1,846.25 |
S1 |
1,854.50 |
1,842.50 |
|