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 |
11,350 |
11,332 |
-18 |
-0.2% |
11,486 |
High |
11,427 |
11,347 |
-80 |
-0.7% |
11,682 |
Low |
11,305 |
11,106 |
-199 |
-1.8% |
11,305 |
Close |
11,316 |
11,136 |
-180 |
-1.6% |
11,316 |
Range |
122 |
241 |
119 |
97.5% |
377 |
ATR |
226 |
227 |
1 |
0.5% |
0 |
Volume |
177,336 |
164,276 |
-13,060 |
-7.4% |
871,537 |
|
Daily Pivots for day following 28-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,919 |
11,769 |
11,269 |
|
R3 |
11,678 |
11,528 |
11,202 |
|
R2 |
11,437 |
11,437 |
11,180 |
|
R1 |
11,287 |
11,287 |
11,158 |
11,242 |
PP |
11,196 |
11,196 |
11,196 |
11,174 |
S1 |
11,046 |
11,046 |
11,114 |
11,001 |
S2 |
10,955 |
10,955 |
11,092 |
|
S3 |
10,714 |
10,805 |
11,070 |
|
S4 |
10,473 |
10,564 |
11,004 |
|
|
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 |
11,106 |
576 |
5.2% |
214 |
1.9% |
5% |
False |
True |
172,940 |
10 |
11,682 |
10,812 |
870 |
7.8% |
238 |
2.1% |
37% |
False |
False |
212,019 |
20 |
11,682 |
10,812 |
870 |
7.8% |
241 |
2.2% |
37% |
False |
False |
227,052 |
40 |
12,655 |
10,812 |
1,843 |
16.5% |
225 |
2.0% |
18% |
False |
False |
162,769 |
60 |
13,139 |
10,812 |
2,327 |
20.9% |
201 |
1.8% |
14% |
False |
False |
108,559 |
80 |
13,140 |
10,812 |
2,328 |
20.9% |
190 |
1.7% |
14% |
False |
False |
81,431 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,371 |
2.618 |
11,978 |
1.618 |
11,737 |
1.000 |
11,588 |
0.618 |
11,496 |
HIGH |
11,347 |
0.618 |
11,255 |
0.500 |
11,227 |
0.382 |
11,198 |
LOW |
11,106 |
0.618 |
10,957 |
1.000 |
10,865 |
1.618 |
10,716 |
2.618 |
10,475 |
4.250 |
10,082 |
|
|
Fisher Pivots for day following 28-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
11,227 |
11,368 |
PP |
11,196 |
11,291 |
S1 |
11,166 |
11,213 |
|