Trading Metrics calculated at close of trading on 22-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2008 |
22-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
11,486 |
11,427 |
-59 |
-0.5% |
11,090 |
High |
11,564 |
11,603 |
39 |
0.3% |
11,510 |
Low |
11,408 |
11,337 |
-71 |
-0.6% |
10,812 |
Close |
11,465 |
11,564 |
99 |
0.9% |
11,501 |
Range |
156 |
266 |
110 |
70.5% |
698 |
ATR |
233 |
235 |
2 |
1.0% |
0 |
Volume |
171,112 |
146,793 |
-24,319 |
-14.2% |
1,390,663 |
|
Daily Pivots for day following 22-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,299 |
12,198 |
11,710 |
|
R3 |
12,033 |
11,932 |
11,637 |
|
R2 |
11,767 |
11,767 |
11,613 |
|
R1 |
11,666 |
11,666 |
11,589 |
11,717 |
PP |
11,501 |
11,501 |
11,501 |
11,527 |
S1 |
11,400 |
11,400 |
11,540 |
11,451 |
S2 |
11,235 |
11,235 |
11,515 |
|
S3 |
10,969 |
11,134 |
11,491 |
|
S4 |
10,703 |
10,868 |
11,418 |
|
|
Weekly Pivots for week ending 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,368 |
13,133 |
11,885 |
|
R3 |
12,670 |
12,435 |
11,693 |
|
R2 |
11,972 |
11,972 |
11,629 |
|
R1 |
11,737 |
11,737 |
11,565 |
11,855 |
PP |
11,274 |
11,274 |
11,274 |
11,333 |
S1 |
11,039 |
11,039 |
11,437 |
11,157 |
S2 |
10,576 |
10,576 |
11,373 |
|
S3 |
9,878 |
10,341 |
11,309 |
|
S4 |
9,180 |
9,643 |
11,117 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,603 |
10,851 |
752 |
6.5% |
255 |
2.2% |
95% |
True |
False |
232,411 |
10 |
11,603 |
10,812 |
791 |
6.8% |
262 |
2.3% |
95% |
True |
False |
246,036 |
20 |
11,919 |
10,812 |
1,107 |
9.6% |
246 |
2.1% |
68% |
False |
False |
229,394 |
40 |
12,722 |
10,812 |
1,910 |
16.5% |
217 |
1.9% |
39% |
False |
False |
144,843 |
60 |
13,140 |
10,812 |
2,328 |
20.1% |
199 |
1.7% |
32% |
False |
False |
96,598 |
80 |
13,140 |
10,812 |
2,328 |
20.1% |
189 |
1.6% |
32% |
False |
False |
72,457 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,734 |
2.618 |
12,300 |
1.618 |
12,034 |
1.000 |
11,869 |
0.618 |
11,768 |
HIGH |
11,603 |
0.618 |
11,502 |
0.500 |
11,470 |
0.382 |
11,439 |
LOW |
11,337 |
0.618 |
11,173 |
1.000 |
11,071 |
1.618 |
10,907 |
2.618 |
10,641 |
4.250 |
10,207 |
|
|
Fisher Pivots for day following 22-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
11,533 |
11,527 |
PP |
11,501 |
11,490 |
S1 |
11,470 |
11,454 |
|