Trading Metrics calculated at close of trading on 22-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2008 |
22-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
4,931.0 |
4,954.0 |
23.0 |
0.5% |
4,930.0 |
High |
5,016.0 |
5,016.0 |
0.0 |
0.0% |
4,973.0 |
Low |
4,925.0 |
4,931.0 |
6.0 |
0.1% |
4,784.0 |
Close |
5,001.0 |
5,016.0 |
15.0 |
0.3% |
4,851.0 |
Range |
91.0 |
85.0 |
-6.0 |
-6.6% |
189.0 |
ATR |
100.5 |
99.4 |
-1.1 |
-1.1% |
0.0 |
Volume |
31,087 |
22,181 |
-8,906 |
-28.6% |
128,070 |
|
Daily Pivots for day following 22-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,242.7 |
5,214.3 |
5,062.8 |
|
R3 |
5,157.7 |
5,129.3 |
5,039.4 |
|
R2 |
5,072.7 |
5,072.7 |
5,031.6 |
|
R1 |
5,044.3 |
5,044.3 |
5,023.8 |
5,058.5 |
PP |
4,987.7 |
4,987.7 |
4,987.7 |
4,994.8 |
S1 |
4,959.3 |
4,959.3 |
5,008.2 |
4,973.5 |
S2 |
4,902.7 |
4,902.7 |
5,000.4 |
|
S3 |
4,817.7 |
4,874.3 |
4,992.6 |
|
S4 |
4,732.7 |
4,789.3 |
4,969.3 |
|
|
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% |
87.2 |
1.7% |
100% |
True |
False |
26,758 |
10 |
5,044.0 |
4,784.0 |
260.0 |
5.2% |
82.4 |
1.6% |
89% |
False |
False |
25,465 |
20 |
5,357.0 |
4,784.0 |
573.0 |
11.4% |
86.3 |
1.7% |
40% |
False |
False |
26,677 |
40 |
5,745.0 |
4,784.0 |
961.0 |
19.2% |
78.4 |
1.6% |
24% |
False |
False |
21,902 |
60 |
6,006.0 |
4,784.0 |
1,222.0 |
24.4% |
65.3 |
1.3% |
19% |
False |
False |
14,637 |
80 |
6,006.0 |
4,784.0 |
1,222.0 |
24.4% |
56.8 |
1.1% |
19% |
False |
False |
10,989 |
100 |
6,006.0 |
4,784.0 |
1,222.0 |
24.4% |
47.5 |
0.9% |
19% |
False |
False |
8,796 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,377.3 |
2.618 |
5,238.5 |
1.618 |
5,153.5 |
1.000 |
5,101.0 |
0.618 |
5,068.5 |
HIGH |
5,016.0 |
0.618 |
4,983.5 |
0.500 |
4,973.5 |
0.382 |
4,963.5 |
LOW |
4,931.0 |
0.618 |
4,878.5 |
1.000 |
4,846.0 |
1.618 |
4,793.5 |
2.618 |
4,708.5 |
4.250 |
4,569.8 |
|
|
Fisher Pivots for day following 22-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
5,001.8 |
4,982.3 |
PP |
4,987.7 |
4,948.7 |
S1 |
4,973.5 |
4,915.0 |
|