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 |
4,895.0 |
4,800.0 |
-95.0 |
-1.9% |
5,040.0 |
High |
4,897.0 |
4,881.0 |
-16.0 |
-0.3% |
5,044.0 |
Low |
4,787.0 |
4,784.0 |
-3.0 |
-0.1% |
4,904.0 |
Close |
4,813.0 |
4,850.0 |
37.0 |
0.8% |
4,953.0 |
Range |
110.0 |
97.0 |
-13.0 |
-11.8% |
140.0 |
ATR |
95.2 |
95.3 |
0.1 |
0.1% |
0.0 |
Volume |
29,043 |
40,546 |
11,503 |
39.6% |
118,763 |
|
Daily Pivots for day following 16-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,129.3 |
5,086.7 |
4,903.4 |
|
R3 |
5,032.3 |
4,989.7 |
4,876.7 |
|
R2 |
4,935.3 |
4,935.3 |
4,867.8 |
|
R1 |
4,892.7 |
4,892.7 |
4,858.9 |
4,914.0 |
PP |
4,838.3 |
4,838.3 |
4,838.3 |
4,849.0 |
S1 |
4,795.7 |
4,795.7 |
4,841.1 |
4,817.0 |
S2 |
4,741.3 |
4,741.3 |
4,832.2 |
|
S3 |
4,644.3 |
4,698.7 |
4,823.3 |
|
S4 |
4,547.3 |
4,601.7 |
4,796.7 |
|
|
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 |
4,996.0 |
4,784.0 |
212.0 |
4.4% |
82.8 |
1.7% |
31% |
False |
True |
26,686 |
10 |
5,098.0 |
4,784.0 |
314.0 |
6.5% |
78.5 |
1.6% |
21% |
False |
True |
25,978 |
20 |
5,423.0 |
4,784.0 |
639.0 |
13.2% |
85.4 |
1.8% |
10% |
False |
True |
27,300 |
40 |
5,887.0 |
4,784.0 |
1,103.0 |
22.7% |
73.9 |
1.5% |
6% |
False |
True |
19,581 |
60 |
6,006.0 |
4,784.0 |
1,222.0 |
25.2% |
61.2 |
1.3% |
5% |
False |
True |
13,085 |
80 |
6,006.0 |
4,784.0 |
1,222.0 |
25.2% |
53.4 |
1.1% |
5% |
False |
True |
9,823 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,293.3 |
2.618 |
5,134.9 |
1.618 |
5,037.9 |
1.000 |
4,978.0 |
0.618 |
4,940.9 |
HIGH |
4,881.0 |
0.618 |
4,843.9 |
0.500 |
4,832.5 |
0.382 |
4,821.1 |
LOW |
4,784.0 |
0.618 |
4,724.1 |
1.000 |
4,687.0 |
1.618 |
4,627.1 |
2.618 |
4,530.1 |
4.250 |
4,371.8 |
|
|
Fisher Pivots for day following 16-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
4,844.2 |
4,878.5 |
PP |
4,838.3 |
4,869.0 |
S1 |
4,832.5 |
4,859.5 |
|