Trading Metrics calculated at close of trading on 28-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2008 |
28-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
5,010.0 |
4,994.0 |
-16.0 |
-0.3% |
4,931.0 |
High |
5,019.0 |
4,994.0 |
-25.0 |
-0.5% |
5,152.0 |
Low |
4,922.0 |
4,870.0 |
-52.0 |
-1.1% |
4,922.0 |
Close |
4,981.0 |
4,937.0 |
-44.0 |
-0.9% |
4,981.0 |
Range |
97.0 |
124.0 |
27.0 |
27.8% |
230.0 |
ATR |
108.3 |
109.4 |
1.1 |
1.0% |
0.0 |
Volume |
36,960 |
28,440 |
-8,520 |
-23.1% |
147,091 |
|
Daily Pivots for day following 28-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,305.7 |
5,245.3 |
5,005.2 |
|
R3 |
5,181.7 |
5,121.3 |
4,971.1 |
|
R2 |
5,057.7 |
5,057.7 |
4,959.7 |
|
R1 |
4,997.3 |
4,997.3 |
4,948.4 |
4,965.5 |
PP |
4,933.7 |
4,933.7 |
4,933.7 |
4,917.8 |
S1 |
4,873.3 |
4,873.3 |
4,925.6 |
4,841.5 |
S2 |
4,809.7 |
4,809.7 |
4,914.3 |
|
S3 |
4,685.7 |
4,749.3 |
4,902.9 |
|
S4 |
4,561.7 |
4,625.3 |
4,868.8 |
|
|
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 |
4,870.0 |
282.0 |
5.7% |
98.2 |
2.0% |
24% |
False |
True |
28,888 |
10 |
5,152.0 |
4,784.0 |
368.0 |
7.5% |
95.2 |
1.9% |
42% |
False |
False |
28,509 |
20 |
5,238.0 |
4,784.0 |
454.0 |
9.2% |
85.6 |
1.7% |
34% |
False |
False |
26,395 |
40 |
5,715.0 |
4,784.0 |
931.0 |
18.9% |
82.3 |
1.7% |
16% |
False |
False |
24,940 |
60 |
6,006.0 |
4,784.0 |
1,222.0 |
24.8% |
70.5 |
1.4% |
13% |
False |
False |
16,671 |
80 |
6,006.0 |
4,784.0 |
1,222.0 |
24.8% |
59.8 |
1.2% |
13% |
False |
False |
12,514 |
100 |
6,006.0 |
4,784.0 |
1,222.0 |
24.8% |
51.5 |
1.0% |
13% |
False |
False |
10,019 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,521.0 |
2.618 |
5,318.6 |
1.618 |
5,194.6 |
1.000 |
5,118.0 |
0.618 |
5,070.6 |
HIGH |
4,994.0 |
0.618 |
4,946.6 |
0.500 |
4,932.0 |
0.382 |
4,917.4 |
LOW |
4,870.0 |
0.618 |
4,793.4 |
1.000 |
4,746.0 |
1.618 |
4,669.4 |
2.618 |
4,545.4 |
4.250 |
4,343.0 |
|
|
Fisher Pivots for day following 28-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
4,935.3 |
5,011.0 |
PP |
4,933.7 |
4,986.3 |
S1 |
4,932.0 |
4,961.7 |
|