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 |
11,375 |
11,580 |
205 |
1.8% |
11,486 |
High |
11,584 |
11,601 |
17 |
0.1% |
11,682 |
Low |
11,359 |
11,341 |
-18 |
-0.2% |
11,305 |
Close |
11,580 |
11,359 |
-221 |
-1.9% |
11,316 |
Range |
225 |
260 |
35 |
15.6% |
377 |
ATR |
230 |
232 |
2 |
0.9% |
0 |
Volume |
183,376 |
219,961 |
36,585 |
20.0% |
871,537 |
|
Daily Pivots for day following 31-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,214 |
12,046 |
11,502 |
|
R3 |
11,954 |
11,786 |
11,431 |
|
R2 |
11,694 |
11,694 |
11,407 |
|
R1 |
11,526 |
11,526 |
11,383 |
11,480 |
PP |
11,434 |
11,434 |
11,434 |
11,411 |
S1 |
11,266 |
11,266 |
11,335 |
11,220 |
S2 |
11,174 |
11,174 |
11,311 |
|
S3 |
10,914 |
11,006 |
11,288 |
|
S4 |
10,654 |
10,746 |
11,216 |
|
|
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 |
11,601 |
11,101 |
500 |
4.4% |
225 |
2.0% |
52% |
True |
False |
181,172 |
10 |
11,682 |
11,101 |
581 |
5.1% |
220 |
1.9% |
44% |
False |
False |
187,232 |
20 |
11,682 |
10,812 |
870 |
7.7% |
247 |
2.2% |
63% |
False |
False |
219,343 |
40 |
12,655 |
10,812 |
1,843 |
16.2% |
229 |
2.0% |
30% |
False |
False |
176,844 |
60 |
13,139 |
10,812 |
2,327 |
20.5% |
204 |
1.8% |
24% |
False |
False |
117,957 |
80 |
13,140 |
10,812 |
2,328 |
20.5% |
196 |
1.7% |
23% |
False |
False |
88,483 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,706 |
2.618 |
12,282 |
1.618 |
12,022 |
1.000 |
11,861 |
0.618 |
11,762 |
HIGH |
11,601 |
0.618 |
11,502 |
0.500 |
11,471 |
0.382 |
11,440 |
LOW |
11,341 |
0.618 |
11,180 |
1.000 |
11,081 |
1.618 |
10,920 |
2.618 |
10,660 |
4.250 |
10,236 |
|
|
Fisher Pivots for day following 31-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
11,471 |
11,356 |
PP |
11,434 |
11,354 |
S1 |
11,396 |
11,351 |
|