Trading Metrics calculated at close of trading on 30-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2008 |
30-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
4,855.0 |
4,921.0 |
66.0 |
1.4% |
4,931.0 |
High |
4,884.0 |
4,951.0 |
67.0 |
1.4% |
5,152.0 |
Low |
4,799.0 |
4,892.0 |
93.0 |
1.9% |
4,922.0 |
Close |
4,826.0 |
4,894.0 |
68.0 |
1.4% |
4,981.0 |
Range |
85.0 |
59.0 |
-26.0 |
-30.6% |
230.0 |
ATR |
111.4 |
112.4 |
1.0 |
0.9% |
0.0 |
Volume |
23,472 |
18,514 |
-4,958 |
-21.1% |
147,091 |
|
Daily Pivots for day following 30-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,089.3 |
5,050.7 |
4,926.5 |
|
R3 |
5,030.3 |
4,991.7 |
4,910.2 |
|
R2 |
4,971.3 |
4,971.3 |
4,904.8 |
|
R1 |
4,932.7 |
4,932.7 |
4,899.4 |
4,922.5 |
PP |
4,912.3 |
4,912.3 |
4,912.3 |
4,907.3 |
S1 |
4,873.7 |
4,873.7 |
4,888.6 |
4,863.5 |
S2 |
4,853.3 |
4,853.3 |
4,883.2 |
|
S3 |
4,794.3 |
4,814.7 |
4,877.8 |
|
S4 |
4,735.3 |
4,755.7 |
4,861.6 |
|
|
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 |
7.2% |
87.0 |
1.8% |
27% |
False |
False |
25,753 |
10 |
5,152.0 |
4,799.0 |
353.0 |
7.2% |
88.9 |
1.8% |
27% |
False |
False |
25,749 |
20 |
5,152.0 |
4,784.0 |
368.0 |
7.5% |
83.7 |
1.7% |
30% |
False |
False |
25,863 |
40 |
5,636.0 |
4,784.0 |
852.0 |
17.4% |
81.7 |
1.7% |
13% |
False |
False |
25,975 |
60 |
6,006.0 |
4,784.0 |
1,222.0 |
25.0% |
72.3 |
1.5% |
9% |
False |
False |
17,369 |
80 |
6,006.0 |
4,784.0 |
1,222.0 |
25.0% |
61.2 |
1.3% |
9% |
False |
False |
13,038 |
100 |
6,006.0 |
4,784.0 |
1,222.0 |
25.0% |
52.8 |
1.1% |
9% |
False |
False |
10,438 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,201.8 |
2.618 |
5,105.5 |
1.618 |
5,046.5 |
1.000 |
5,010.0 |
0.618 |
4,987.5 |
HIGH |
4,951.0 |
0.618 |
4,928.5 |
0.500 |
4,921.5 |
0.382 |
4,914.5 |
LOW |
4,892.0 |
0.618 |
4,855.5 |
1.000 |
4,833.0 |
1.618 |
4,796.5 |
2.618 |
4,737.5 |
4.250 |
4,641.3 |
|
|
Fisher Pivots for day following 30-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
4,921.5 |
4,896.5 |
PP |
4,912.3 |
4,895.7 |
S1 |
4,903.2 |
4,894.8 |
|