Trading Metrics calculated at close of trading on 16-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2008 |
16-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
6,172.5 |
6,165.0 |
-7.5 |
-0.1% |
6,348.0 |
High |
6,206.0 |
6,282.5 |
76.5 |
1.2% |
6,477.0 |
Low |
6,054.0 |
6,041.5 |
-12.5 |
-0.2% |
6,178.5 |
Close |
6,140.0 |
6,198.0 |
58.0 |
0.9% |
6,209.0 |
Range |
152.0 |
241.0 |
89.0 |
58.6% |
298.5 |
ATR |
149.5 |
156.1 |
6.5 |
4.4% |
0.0 |
Volume |
259,955 |
232,583 |
-27,372 |
-10.5% |
989,267 |
|
Daily Pivots for day following 16-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,897.0 |
6,788.5 |
6,330.6 |
|
R3 |
6,656.0 |
6,547.5 |
6,264.3 |
|
R2 |
6,415.0 |
6,415.0 |
6,242.2 |
|
R1 |
6,306.5 |
6,306.5 |
6,220.1 |
6,360.8 |
PP |
6,174.0 |
6,174.0 |
6,174.0 |
6,201.1 |
S1 |
6,065.5 |
6,065.5 |
6,175.9 |
6,119.8 |
S2 |
5,933.0 |
5,933.0 |
6,153.8 |
|
S3 |
5,692.0 |
5,824.5 |
6,131.7 |
|
S4 |
5,451.0 |
5,583.5 |
6,065.5 |
|
|
Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,183.7 |
6,994.8 |
6,373.2 |
|
R3 |
6,885.2 |
6,696.3 |
6,291.1 |
|
R2 |
6,586.7 |
6,586.7 |
6,263.7 |
|
R1 |
6,397.8 |
6,397.8 |
6,236.4 |
6,343.0 |
PP |
6,288.2 |
6,288.2 |
6,288.2 |
6,260.8 |
S1 |
6,099.3 |
6,099.3 |
6,181.6 |
6,044.5 |
S2 |
5,989.7 |
5,989.7 |
6,154.3 |
|
S3 |
5,691.2 |
5,800.8 |
6,126.9 |
|
S4 |
5,392.7 |
5,502.3 |
6,044.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,442.5 |
6,041.5 |
401.0 |
6.5% |
174.1 |
2.8% |
39% |
False |
True |
222,651 |
10 |
6,477.0 |
6,041.5 |
435.5 |
7.0% |
164.4 |
2.7% |
36% |
False |
True |
205,486 |
20 |
6,875.5 |
6,041.5 |
834.0 |
13.5% |
151.7 |
2.4% |
19% |
False |
True |
186,082 |
40 |
7,254.0 |
6,041.5 |
1,212.5 |
19.6% |
134.3 |
2.2% |
13% |
False |
True |
96,671 |
60 |
7,340.0 |
6,041.5 |
1,298.5 |
21.0% |
119.3 |
1.9% |
12% |
False |
True |
64,559 |
80 |
7,340.0 |
6,041.5 |
1,298.5 |
21.0% |
118.0 |
1.9% |
12% |
False |
True |
48,543 |
100 |
7,340.0 |
6,041.5 |
1,298.5 |
21.0% |
120.6 |
1.9% |
12% |
False |
True |
39,271 |
120 |
7,340.0 |
6,041.5 |
1,298.5 |
21.0% |
123.1 |
2.0% |
12% |
False |
True |
32,792 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,306.8 |
2.618 |
6,913.4 |
1.618 |
6,672.4 |
1.000 |
6,523.5 |
0.618 |
6,431.4 |
HIGH |
6,282.5 |
0.618 |
6,190.4 |
0.500 |
6,162.0 |
0.382 |
6,133.6 |
LOW |
6,041.5 |
0.618 |
5,892.6 |
1.000 |
5,800.5 |
1.618 |
5,651.6 |
2.618 |
5,410.6 |
4.250 |
5,017.3 |
|
|
Fisher Pivots for day following 16-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
6,186.0 |
6,189.9 |
PP |
6,174.0 |
6,181.8 |
S1 |
6,162.0 |
6,173.8 |
|