Trading Metrics calculated at close of trading on 18-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2008 |
18-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
4,929.0 |
4,920.0 |
-9.0 |
-0.2% |
4,930.0 |
High |
4,937.0 |
4,920.0 |
-17.0 |
-0.3% |
4,973.0 |
Low |
4,880.0 |
4,814.0 |
-66.0 |
-1.4% |
4,784.0 |
Close |
4,890.0 |
4,851.0 |
-39.0 |
-0.8% |
4,851.0 |
Range |
57.0 |
106.0 |
49.0 |
86.0% |
189.0 |
ATR |
94.7 |
95.5 |
0.8 |
0.8% |
0.0 |
Volume |
19,881 |
20,097 |
216 |
1.1% |
128,070 |
|
Daily Pivots for day following 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,179.7 |
5,121.3 |
4,909.3 |
|
R3 |
5,073.7 |
5,015.3 |
4,880.2 |
|
R2 |
4,967.7 |
4,967.7 |
4,870.4 |
|
R1 |
4,909.3 |
4,909.3 |
4,860.7 |
4,885.5 |
PP |
4,861.7 |
4,861.7 |
4,861.7 |
4,849.8 |
S1 |
4,803.3 |
4,803.3 |
4,841.3 |
4,779.5 |
S2 |
4,755.7 |
4,755.7 |
4,831.6 |
|
S3 |
4,649.7 |
4,697.3 |
4,821.9 |
|
S4 |
4,543.7 |
4,591.3 |
4,792.7 |
|
|
Weekly Pivots for week ending 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,436.3 |
5,332.7 |
4,955.0 |
|
R3 |
5,247.3 |
5,143.7 |
4,903.0 |
|
R2 |
5,058.3 |
5,058.3 |
4,885.7 |
|
R1 |
4,954.7 |
4,954.7 |
4,868.3 |
4,912.0 |
PP |
4,869.3 |
4,869.3 |
4,869.3 |
4,848.0 |
S1 |
4,765.7 |
4,765.7 |
4,833.7 |
4,723.0 |
S2 |
4,680.3 |
4,680.3 |
4,816.4 |
|
S3 |
4,491.3 |
4,576.7 |
4,799.0 |
|
S4 |
4,302.3 |
4,387.7 |
4,747.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,973.0 |
4,784.0 |
189.0 |
3.9% |
88.2 |
1.8% |
35% |
False |
False |
25,614 |
10 |
5,044.0 |
4,784.0 |
260.0 |
5.4% |
81.5 |
1.7% |
26% |
False |
False |
24,683 |
20 |
5,357.0 |
4,784.0 |
573.0 |
11.8% |
85.4 |
1.8% |
12% |
False |
False |
26,332 |
40 |
5,777.0 |
4,784.0 |
993.0 |
20.5% |
74.9 |
1.5% |
7% |
False |
False |
20,573 |
60 |
6,006.0 |
4,784.0 |
1,222.0 |
25.2% |
63.6 |
1.3% |
5% |
False |
False |
13,749 |
80 |
6,006.0 |
4,784.0 |
1,222.0 |
25.2% |
54.8 |
1.1% |
5% |
False |
False |
10,323 |
100 |
6,006.0 |
4,784.0 |
1,222.0 |
25.2% |
46.0 |
0.9% |
5% |
False |
False |
8,264 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,370.5 |
2.618 |
5,197.5 |
1.618 |
5,091.5 |
1.000 |
5,026.0 |
0.618 |
4,985.5 |
HIGH |
4,920.0 |
0.618 |
4,879.5 |
0.500 |
4,867.0 |
0.382 |
4,854.5 |
LOW |
4,814.0 |
0.618 |
4,748.5 |
1.000 |
4,708.0 |
1.618 |
4,642.5 |
2.618 |
4,536.5 |
4.250 |
4,363.5 |
|
|
Fisher Pivots for day following 18-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
4,867.0 |
4,860.5 |
PP |
4,861.7 |
4,857.3 |
S1 |
4,856.3 |
4,854.2 |
|