Trading Metrics calculated at close of trading on 17-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2008 |
17-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
4,800.0 |
4,929.0 |
129.0 |
2.7% |
5,040.0 |
High |
4,881.0 |
4,937.0 |
56.0 |
1.1% |
5,044.0 |
Low |
4,784.0 |
4,880.0 |
96.0 |
2.0% |
4,904.0 |
Close |
4,850.0 |
4,890.0 |
40.0 |
0.8% |
4,953.0 |
Range |
97.0 |
57.0 |
-40.0 |
-41.2% |
140.0 |
ATR |
95.3 |
94.7 |
-0.6 |
-0.6% |
0.0 |
Volume |
40,546 |
19,881 |
-20,665 |
-51.0% |
118,763 |
|
Daily Pivots for day following 17-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,073.3 |
5,038.7 |
4,921.4 |
|
R3 |
5,016.3 |
4,981.7 |
4,905.7 |
|
R2 |
4,959.3 |
4,959.3 |
4,900.5 |
|
R1 |
4,924.7 |
4,924.7 |
4,895.2 |
4,913.5 |
PP |
4,902.3 |
4,902.3 |
4,902.3 |
4,896.8 |
S1 |
4,867.7 |
4,867.7 |
4,884.8 |
4,856.5 |
S2 |
4,845.3 |
4,845.3 |
4,879.6 |
|
S3 |
4,788.3 |
4,810.7 |
4,874.3 |
|
S4 |
4,731.3 |
4,753.7 |
4,858.7 |
|
|
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 |
4.3% |
80.6 |
1.6% |
50% |
False |
False |
25,762 |
10 |
5,098.0 |
4,784.0 |
314.0 |
6.4% |
79.8 |
1.6% |
34% |
False |
False |
25,186 |
20 |
5,373.0 |
4,784.0 |
589.0 |
12.0% |
84.8 |
1.7% |
18% |
False |
False |
26,792 |
40 |
5,883.0 |
4,784.0 |
1,099.0 |
22.5% |
74.4 |
1.5% |
10% |
False |
False |
20,076 |
60 |
6,006.0 |
4,784.0 |
1,222.0 |
25.0% |
61.8 |
1.3% |
9% |
False |
False |
13,415 |
80 |
6,006.0 |
4,784.0 |
1,222.0 |
25.0% |
53.4 |
1.1% |
9% |
False |
False |
10,072 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,179.3 |
2.618 |
5,086.2 |
1.618 |
5,029.2 |
1.000 |
4,994.0 |
0.618 |
4,972.2 |
HIGH |
4,937.0 |
0.618 |
4,915.2 |
0.500 |
4,908.5 |
0.382 |
4,901.8 |
LOW |
4,880.0 |
0.618 |
4,844.8 |
1.000 |
4,823.0 |
1.618 |
4,787.8 |
2.618 |
4,730.8 |
4.250 |
4,637.8 |
|
|
Fisher Pivots for day following 17-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
4,908.5 |
4,880.2 |
PP |
4,902.3 |
4,870.3 |
S1 |
4,896.2 |
4,860.5 |
|