Trading Metrics calculated at close of trading on 15-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2008 |
15-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
4,930.0 |
4,895.0 |
-35.0 |
-0.7% |
5,040.0 |
High |
4,973.0 |
4,897.0 |
-76.0 |
-1.5% |
5,044.0 |
Low |
4,902.0 |
4,787.0 |
-115.0 |
-2.3% |
4,904.0 |
Close |
4,935.0 |
4,813.0 |
-122.0 |
-2.5% |
4,953.0 |
Range |
71.0 |
110.0 |
39.0 |
54.9% |
140.0 |
ATR |
91.2 |
95.2 |
4.1 |
4.5% |
0.0 |
Volume |
18,503 |
29,043 |
10,540 |
57.0% |
118,763 |
|
Daily Pivots for day following 15-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,162.3 |
5,097.7 |
4,873.5 |
|
R3 |
5,052.3 |
4,987.7 |
4,843.3 |
|
R2 |
4,942.3 |
4,942.3 |
4,833.2 |
|
R1 |
4,877.7 |
4,877.7 |
4,823.1 |
4,855.0 |
PP |
4,832.3 |
4,832.3 |
4,832.3 |
4,821.0 |
S1 |
4,767.7 |
4,767.7 |
4,802.9 |
4,745.0 |
S2 |
4,722.3 |
4,722.3 |
4,792.8 |
|
S3 |
4,612.3 |
4,657.7 |
4,782.8 |
|
S4 |
4,502.3 |
4,547.7 |
4,752.5 |
|
|
Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,387.0 |
5,310.0 |
5,030.0 |
|
R3 |
5,247.0 |
5,170.0 |
4,991.5 |
|
R2 |
5,107.0 |
5,107.0 |
4,978.7 |
|
R1 |
5,030.0 |
5,030.0 |
4,965.8 |
4,998.5 |
PP |
4,967.0 |
4,967.0 |
4,967.0 |
4,951.3 |
S1 |
4,890.0 |
4,890.0 |
4,940.2 |
4,858.5 |
S2 |
4,827.0 |
4,827.0 |
4,927.3 |
|
S3 |
4,687.0 |
4,750.0 |
4,914.5 |
|
S4 |
4,547.0 |
4,610.0 |
4,876.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,044.0 |
4,787.0 |
257.0 |
5.3% |
77.6 |
1.6% |
10% |
False |
True |
24,172 |
10 |
5,146.0 |
4,787.0 |
359.0 |
7.5% |
76.8 |
1.6% |
7% |
False |
True |
24,903 |
20 |
5,454.0 |
4,787.0 |
667.0 |
13.9% |
84.3 |
1.8% |
4% |
False |
True |
28,361 |
40 |
5,975.0 |
4,787.0 |
1,188.0 |
24.7% |
72.4 |
1.5% |
2% |
False |
True |
18,572 |
60 |
6,006.0 |
4,787.0 |
1,219.0 |
25.3% |
60.2 |
1.3% |
2% |
False |
True |
12,409 |
80 |
6,006.0 |
4,787.0 |
1,219.0 |
25.3% |
52.2 |
1.1% |
2% |
False |
True |
9,317 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,364.5 |
2.618 |
5,185.0 |
1.618 |
5,075.0 |
1.000 |
5,007.0 |
0.618 |
4,965.0 |
HIGH |
4,897.0 |
0.618 |
4,855.0 |
0.500 |
4,842.0 |
0.382 |
4,829.0 |
LOW |
4,787.0 |
0.618 |
4,719.0 |
1.000 |
4,677.0 |
1.618 |
4,609.0 |
2.618 |
4,499.0 |
4.250 |
4,319.5 |
|
|
Fisher Pivots for day following 15-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
4,842.0 |
4,891.5 |
PP |
4,832.3 |
4,865.3 |
S1 |
4,822.7 |
4,839.2 |
|