Trading Metrics calculated at close of trading on 24-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2008 |
24-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
5,034.0 |
5,124.0 |
90.0 |
1.8% |
4,930.0 |
High |
5,149.0 |
5,152.0 |
3.0 |
0.1% |
4,973.0 |
Low |
5,034.0 |
5,082.0 |
48.0 |
1.0% |
4,784.0 |
Close |
5,100.0 |
5,144.0 |
44.0 |
0.9% |
4,851.0 |
Range |
115.0 |
70.0 |
-45.0 |
-39.1% |
189.0 |
ATR |
101.8 |
99.5 |
-2.3 |
-2.2% |
0.0 |
Volume |
35,482 |
21,381 |
-14,101 |
-39.7% |
128,070 |
|
Daily Pivots for day following 24-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,336.0 |
5,310.0 |
5,182.5 |
|
R3 |
5,266.0 |
5,240.0 |
5,163.3 |
|
R2 |
5,196.0 |
5,196.0 |
5,156.8 |
|
R1 |
5,170.0 |
5,170.0 |
5,150.4 |
5,183.0 |
PP |
5,126.0 |
5,126.0 |
5,126.0 |
5,132.5 |
S1 |
5,100.0 |
5,100.0 |
5,137.6 |
5,113.0 |
S2 |
5,056.0 |
5,056.0 |
5,131.2 |
|
S3 |
4,986.0 |
5,030.0 |
5,124.8 |
|
S4 |
4,916.0 |
4,960.0 |
5,105.5 |
|
|
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 |
5,152.0 |
4,814.0 |
338.0 |
6.6% |
93.4 |
1.8% |
98% |
True |
False |
26,045 |
10 |
5,152.0 |
4,784.0 |
368.0 |
7.2% |
87.0 |
1.7% |
98% |
True |
False |
25,903 |
20 |
5,328.0 |
4,784.0 |
544.0 |
10.6% |
88.5 |
1.7% |
66% |
False |
False |
26,853 |
40 |
5,733.0 |
4,784.0 |
949.0 |
18.4% |
80.9 |
1.6% |
38% |
False |
False |
23,312 |
60 |
6,006.0 |
4,784.0 |
1,222.0 |
23.8% |
67.4 |
1.3% |
29% |
False |
False |
15,583 |
80 |
6,006.0 |
4,784.0 |
1,222.0 |
23.8% |
58.7 |
1.1% |
29% |
False |
False |
11,699 |
100 |
6,006.0 |
4,784.0 |
1,222.0 |
23.8% |
49.3 |
1.0% |
29% |
False |
False |
9,365 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,449.5 |
2.618 |
5,335.3 |
1.618 |
5,265.3 |
1.000 |
5,222.0 |
0.618 |
5,195.3 |
HIGH |
5,152.0 |
0.618 |
5,125.3 |
0.500 |
5,117.0 |
0.382 |
5,108.7 |
LOW |
5,082.0 |
0.618 |
5,038.7 |
1.000 |
5,012.0 |
1.618 |
4,968.7 |
2.618 |
4,898.7 |
4.250 |
4,784.5 |
|
|
Fisher Pivots for day following 24-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
5,135.0 |
5,109.8 |
PP |
5,126.0 |
5,075.7 |
S1 |
5,117.0 |
5,041.5 |
|