Trading Metrics calculated at close of trading on 16-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2008 |
16-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
5,275.0 |
5,197.0 |
-78.0 |
-1.5% |
5,488.5 |
High |
5,275.0 |
5,231.0 |
-44.0 |
-0.8% |
5,552.5 |
Low |
5,125.5 |
5,073.0 |
-52.5 |
-1.0% |
5,256.0 |
Close |
5,197.5 |
5,146.0 |
-51.5 |
-1.0% |
5,273.5 |
Range |
149.5 |
158.0 |
8.5 |
5.7% |
296.5 |
ATR |
134.8 |
136.5 |
1.7 |
1.2% |
0.0 |
Volume |
105,786 |
170,889 |
65,103 |
61.5% |
480,234 |
|
Daily Pivots for day following 16-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,624.0 |
5,543.0 |
5,233.0 |
|
R3 |
5,466.0 |
5,385.0 |
5,189.5 |
|
R2 |
5,308.0 |
5,308.0 |
5,175.0 |
|
R1 |
5,227.0 |
5,227.0 |
5,160.5 |
5,188.5 |
PP |
5,150.0 |
5,150.0 |
5,150.0 |
5,131.0 |
S1 |
5,069.0 |
5,069.0 |
5,131.5 |
5,030.5 |
S2 |
4,992.0 |
4,992.0 |
5,117.0 |
|
S3 |
4,834.0 |
4,911.0 |
5,102.5 |
|
S4 |
4,676.0 |
4,753.0 |
5,059.0 |
|
|
Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,250.0 |
6,058.5 |
5,436.5 |
|
R3 |
5,953.5 |
5,762.0 |
5,355.0 |
|
R2 |
5,657.0 |
5,657.0 |
5,328.0 |
|
R1 |
5,465.5 |
5,465.5 |
5,300.5 |
5,413.0 |
PP |
5,360.5 |
5,360.5 |
5,360.5 |
5,334.5 |
S1 |
5,169.0 |
5,169.0 |
5,246.5 |
5,116.5 |
S2 |
5,064.0 |
5,064.0 |
5,219.0 |
|
S3 |
4,767.5 |
4,872.5 |
5,192.0 |
|
S4 |
4,471.0 |
4,576.0 |
5,110.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,494.5 |
5,073.0 |
421.5 |
8.2% |
147.5 |
2.9% |
17% |
False |
True |
121,457 |
10 |
5,587.0 |
5,073.0 |
514.0 |
10.0% |
149.0 |
2.9% |
14% |
False |
True |
117,289 |
20 |
5,869.5 |
5,073.0 |
796.5 |
15.5% |
132.0 |
2.6% |
9% |
False |
True |
123,815 |
40 |
6,386.0 |
5,073.0 |
1,313.0 |
25.5% |
112.5 |
2.2% |
6% |
False |
True |
66,563 |
60 |
6,424.5 |
5,073.0 |
1,351.5 |
26.3% |
98.0 |
1.9% |
5% |
False |
True |
44,601 |
80 |
6,424.5 |
5,073.0 |
1,351.5 |
26.3% |
87.5 |
1.7% |
5% |
False |
True |
33,498 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,902.5 |
2.618 |
5,644.5 |
1.618 |
5,486.5 |
1.000 |
5,389.0 |
0.618 |
5,328.5 |
HIGH |
5,231.0 |
0.618 |
5,170.5 |
0.500 |
5,152.0 |
0.382 |
5,133.5 |
LOW |
5,073.0 |
0.618 |
4,975.5 |
1.000 |
4,915.0 |
1.618 |
4,817.5 |
2.618 |
4,659.5 |
4.250 |
4,401.5 |
|
|
Fisher Pivots for day following 16-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
5,152.0 |
5,229.0 |
PP |
5,150.0 |
5,201.5 |
S1 |
5,148.0 |
5,173.5 |
|