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 |
11,610 |
11,350 |
-260 |
-2.2% |
11,486 |
High |
11,630 |
11,427 |
-203 |
-1.7% |
11,682 |
Low |
11,330 |
11,305 |
-25 |
-0.2% |
11,305 |
Close |
11,351 |
11,316 |
-35 |
-0.3% |
11,316 |
Range |
300 |
122 |
-178 |
-59.3% |
377 |
ATR |
233 |
226 |
-8 |
-3.4% |
0 |
Volume |
194,513 |
177,336 |
-17,177 |
-8.8% |
871,537 |
|
Daily Pivots for day following 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,715 |
11,638 |
11,383 |
|
R3 |
11,593 |
11,516 |
11,350 |
|
R2 |
11,471 |
11,471 |
11,338 |
|
R1 |
11,394 |
11,394 |
11,327 |
11,372 |
PP |
11,349 |
11,349 |
11,349 |
11,338 |
S1 |
11,272 |
11,272 |
11,305 |
11,250 |
S2 |
11,227 |
11,227 |
11,294 |
|
S3 |
11,105 |
11,150 |
11,283 |
|
S4 |
10,983 |
11,028 |
11,249 |
|
|
Weekly Pivots for week ending 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,565 |
12,318 |
11,523 |
|
R3 |
12,188 |
11,941 |
11,420 |
|
R2 |
11,811 |
11,811 |
11,385 |
|
R1 |
11,564 |
11,564 |
11,351 |
11,499 |
PP |
11,434 |
11,434 |
11,434 |
11,402 |
S1 |
11,187 |
11,187 |
11,282 |
11,122 |
S2 |
11,057 |
11,057 |
11,247 |
|
S3 |
10,680 |
10,810 |
11,212 |
|
S4 |
10,303 |
10,433 |
11,109 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,682 |
11,305 |
377 |
3.3% |
197 |
1.7% |
3% |
False |
True |
174,307 |
10 |
11,682 |
10,812 |
870 |
7.7% |
239 |
2.1% |
58% |
False |
False |
226,220 |
20 |
11,682 |
10,812 |
870 |
7.7% |
240 |
2.1% |
58% |
False |
False |
231,643 |
40 |
12,685 |
10,812 |
1,873 |
16.6% |
221 |
2.0% |
27% |
False |
False |
158,671 |
60 |
13,140 |
10,812 |
2,328 |
20.6% |
199 |
1.8% |
22% |
False |
False |
105,823 |
80 |
13,140 |
10,812 |
2,328 |
20.6% |
190 |
1.7% |
22% |
False |
False |
79,377 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,946 |
2.618 |
11,747 |
1.618 |
11,625 |
1.000 |
11,549 |
0.618 |
11,503 |
HIGH |
11,427 |
0.618 |
11,381 |
0.500 |
11,366 |
0.382 |
11,352 |
LOW |
11,305 |
0.618 |
11,230 |
1.000 |
11,183 |
1.618 |
11,108 |
2.618 |
10,986 |
4.250 |
10,787 |
|
|
Fisher Pivots for day following 25-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
11,366 |
11,494 |
PP |
11,349 |
11,434 |
S1 |
11,333 |
11,375 |
|