Trading Metrics calculated at close of trading on 25-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2008 |
25-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
5,124.0 |
5,010.0 |
-114.0 |
-2.2% |
4,931.0 |
High |
5,152.0 |
5,019.0 |
-133.0 |
-2.6% |
5,152.0 |
Low |
5,082.0 |
4,922.0 |
-160.0 |
-3.1% |
4,922.0 |
Close |
5,144.0 |
4,981.0 |
-163.0 |
-3.2% |
4,981.0 |
Range |
70.0 |
97.0 |
27.0 |
38.6% |
230.0 |
ATR |
99.5 |
108.3 |
8.7 |
8.8% |
0.0 |
Volume |
21,381 |
36,960 |
15,579 |
72.9% |
147,091 |
|
Daily Pivots for day following 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,265.0 |
5,220.0 |
5,034.4 |
|
R3 |
5,168.0 |
5,123.0 |
5,007.7 |
|
R2 |
5,071.0 |
5,071.0 |
4,998.8 |
|
R1 |
5,026.0 |
5,026.0 |
4,989.9 |
5,000.0 |
PP |
4,974.0 |
4,974.0 |
4,974.0 |
4,961.0 |
S1 |
4,929.0 |
4,929.0 |
4,972.1 |
4,903.0 |
S2 |
4,877.0 |
4,877.0 |
4,963.2 |
|
S3 |
4,780.0 |
4,832.0 |
4,954.3 |
|
S4 |
4,683.0 |
4,735.0 |
4,927.7 |
|
|
Weekly Pivots for week ending 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,708.3 |
5,574.7 |
5,107.5 |
|
R3 |
5,478.3 |
5,344.7 |
5,044.3 |
|
R2 |
5,248.3 |
5,248.3 |
5,023.2 |
|
R1 |
5,114.7 |
5,114.7 |
5,002.1 |
5,181.5 |
PP |
5,018.3 |
5,018.3 |
5,018.3 |
5,051.8 |
S1 |
4,884.7 |
4,884.7 |
4,959.9 |
4,951.5 |
S2 |
4,788.3 |
4,788.3 |
4,938.8 |
|
S3 |
4,558.3 |
4,654.7 |
4,917.8 |
|
S4 |
4,328.3 |
4,424.7 |
4,854.5 |
|
|
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 |
4,922.0 |
230.0 |
4.6% |
91.6 |
1.8% |
26% |
False |
True |
29,418 |
10 |
5,152.0 |
4,784.0 |
368.0 |
7.4% |
89.9 |
1.8% |
54% |
False |
False |
27,516 |
20 |
5,328.0 |
4,784.0 |
544.0 |
10.9% |
86.3 |
1.7% |
36% |
False |
False |
26,764 |
40 |
5,718.0 |
4,784.0 |
934.0 |
18.8% |
80.4 |
1.6% |
21% |
False |
False |
24,236 |
60 |
6,006.0 |
4,784.0 |
1,222.0 |
24.5% |
68.4 |
1.4% |
16% |
False |
False |
16,198 |
80 |
6,006.0 |
4,784.0 |
1,222.0 |
24.5% |
58.8 |
1.2% |
16% |
False |
False |
12,159 |
100 |
6,006.0 |
4,784.0 |
1,222.0 |
24.5% |
50.3 |
1.0% |
16% |
False |
False |
9,734 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,431.3 |
2.618 |
5,272.9 |
1.618 |
5,175.9 |
1.000 |
5,116.0 |
0.618 |
5,078.9 |
HIGH |
5,019.0 |
0.618 |
4,981.9 |
0.500 |
4,970.5 |
0.382 |
4,959.1 |
LOW |
4,922.0 |
0.618 |
4,862.1 |
1.000 |
4,825.0 |
1.618 |
4,765.1 |
2.618 |
4,668.1 |
4.250 |
4,509.8 |
|
|
Fisher Pivots for day following 25-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
4,977.5 |
5,037.0 |
PP |
4,974.0 |
5,018.3 |
S1 |
4,970.5 |
4,999.7 |
|