Trading Metrics calculated at close of trading on 21-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2008 |
21-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
4,920.0 |
4,931.0 |
11.0 |
0.2% |
4,930.0 |
High |
4,920.0 |
5,016.0 |
96.0 |
2.0% |
4,973.0 |
Low |
4,814.0 |
4,925.0 |
111.0 |
2.3% |
4,784.0 |
Close |
4,851.0 |
5,001.0 |
150.0 |
3.1% |
4,851.0 |
Range |
106.0 |
91.0 |
-15.0 |
-14.2% |
189.0 |
ATR |
95.5 |
100.5 |
5.0 |
5.2% |
0.0 |
Volume |
20,097 |
31,087 |
10,990 |
54.7% |
128,070 |
|
Daily Pivots for day following 21-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,253.7 |
5,218.3 |
5,051.1 |
|
R3 |
5,162.7 |
5,127.3 |
5,026.0 |
|
R2 |
5,071.7 |
5,071.7 |
5,017.7 |
|
R1 |
5,036.3 |
5,036.3 |
5,009.3 |
5,054.0 |
PP |
4,980.7 |
4,980.7 |
4,980.7 |
4,989.5 |
S1 |
4,945.3 |
4,945.3 |
4,992.7 |
4,963.0 |
S2 |
4,889.7 |
4,889.7 |
4,984.3 |
|
S3 |
4,798.7 |
4,854.3 |
4,976.0 |
|
S4 |
4,707.7 |
4,763.3 |
4,951.0 |
|
|
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 |
5,016.0 |
4,784.0 |
232.0 |
4.6% |
92.2 |
1.8% |
94% |
True |
False |
28,130 |
10 |
5,044.0 |
4,784.0 |
260.0 |
5.2% |
84.2 |
1.7% |
83% |
False |
False |
25,965 |
20 |
5,357.0 |
4,784.0 |
573.0 |
11.5% |
85.2 |
1.7% |
38% |
False |
False |
26,636 |
40 |
5,760.0 |
4,784.0 |
976.0 |
19.5% |
77.2 |
1.5% |
22% |
False |
False |
21,349 |
60 |
6,006.0 |
4,784.0 |
1,222.0 |
24.4% |
65.1 |
1.3% |
18% |
False |
False |
14,268 |
80 |
6,006.0 |
4,784.0 |
1,222.0 |
24.4% |
55.8 |
1.1% |
18% |
False |
False |
10,711 |
100 |
6,006.0 |
4,784.0 |
1,222.0 |
24.4% |
46.6 |
0.9% |
18% |
False |
False |
8,574 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,402.8 |
2.618 |
5,254.2 |
1.618 |
5,163.2 |
1.000 |
5,107.0 |
0.618 |
5,072.2 |
HIGH |
5,016.0 |
0.618 |
4,981.2 |
0.500 |
4,970.5 |
0.382 |
4,959.8 |
LOW |
4,925.0 |
0.618 |
4,868.8 |
1.000 |
4,834.0 |
1.618 |
4,777.8 |
2.618 |
4,686.8 |
4.250 |
4,538.3 |
|
|
Fisher Pivots for day following 21-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
4,990.8 |
4,972.3 |
PP |
4,980.7 |
4,943.7 |
S1 |
4,970.5 |
4,915.0 |
|