Trading Metrics calculated at close of trading on 29-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2008 |
29-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
4,994.0 |
4,855.0 |
-139.0 |
-2.8% |
4,931.0 |
High |
4,994.0 |
4,884.0 |
-110.0 |
-2.2% |
5,152.0 |
Low |
4,870.0 |
4,799.0 |
-71.0 |
-1.5% |
4,922.0 |
Close |
4,937.0 |
4,826.0 |
-111.0 |
-2.2% |
4,981.0 |
Range |
124.0 |
85.0 |
-39.0 |
-31.5% |
230.0 |
ATR |
109.4 |
111.4 |
2.0 |
1.9% |
0.0 |
Volume |
28,440 |
23,472 |
-4,968 |
-17.5% |
147,091 |
|
Daily Pivots for day following 29-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,091.3 |
5,043.7 |
4,872.8 |
|
R3 |
5,006.3 |
4,958.7 |
4,849.4 |
|
R2 |
4,921.3 |
4,921.3 |
4,841.6 |
|
R1 |
4,873.7 |
4,873.7 |
4,833.8 |
4,855.0 |
PP |
4,836.3 |
4,836.3 |
4,836.3 |
4,827.0 |
S1 |
4,788.7 |
4,788.7 |
4,818.2 |
4,770.0 |
S2 |
4,751.3 |
4,751.3 |
4,810.4 |
|
S3 |
4,666.3 |
4,703.7 |
4,802.6 |
|
S4 |
4,581.3 |
4,618.7 |
4,779.3 |
|
|
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 |
4,799.0 |
353.0 |
7.3% |
98.2 |
2.0% |
8% |
False |
True |
29,147 |
10 |
5,152.0 |
4,784.0 |
368.0 |
7.6% |
92.7 |
1.9% |
11% |
False |
False |
27,952 |
20 |
5,152.0 |
4,784.0 |
368.0 |
7.6% |
84.8 |
1.8% |
11% |
False |
False |
26,428 |
40 |
5,677.0 |
4,784.0 |
893.0 |
18.5% |
82.0 |
1.7% |
5% |
False |
False |
25,524 |
60 |
6,006.0 |
4,784.0 |
1,222.0 |
25.3% |
71.4 |
1.5% |
3% |
False |
False |
17,062 |
80 |
6,006.0 |
4,784.0 |
1,222.0 |
25.3% |
60.6 |
1.3% |
3% |
False |
False |
12,807 |
100 |
6,006.0 |
4,784.0 |
1,222.0 |
25.3% |
52.4 |
1.1% |
3% |
False |
False |
10,253 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,245.3 |
2.618 |
5,106.5 |
1.618 |
5,021.5 |
1.000 |
4,969.0 |
0.618 |
4,936.5 |
HIGH |
4,884.0 |
0.618 |
4,851.5 |
0.500 |
4,841.5 |
0.382 |
4,831.5 |
LOW |
4,799.0 |
0.618 |
4,746.5 |
1.000 |
4,714.0 |
1.618 |
4,661.5 |
2.618 |
4,576.5 |
4.250 |
4,437.8 |
|
|
Fisher Pivots for day following 29-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
4,841.5 |
4,909.0 |
PP |
4,836.3 |
4,881.3 |
S1 |
4,831.2 |
4,853.7 |
|