Trading Metrics calculated at close of trading on 18-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2008 |
18-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
5,215.0 |
5,251.5 |
36.5 |
0.7% |
5,330.0 |
High |
5,345.0 |
5,388.0 |
43.0 |
0.8% |
5,388.0 |
Low |
5,206.0 |
5,221.5 |
15.5 |
0.3% |
5,073.0 |
Close |
5,292.5 |
5,370.5 |
78.0 |
1.5% |
5,370.5 |
Range |
139.0 |
166.5 |
27.5 |
19.8% |
315.0 |
ATR |
140.9 |
142.8 |
1.8 |
1.3% |
0.0 |
Volume |
155,473 |
151,718 |
-3,755 |
-2.4% |
719,790 |
|
Daily Pivots for day following 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,826.0 |
5,765.0 |
5,462.0 |
|
R3 |
5,659.5 |
5,598.5 |
5,416.5 |
|
R2 |
5,493.0 |
5,493.0 |
5,401.0 |
|
R1 |
5,432.0 |
5,432.0 |
5,386.0 |
5,462.5 |
PP |
5,326.5 |
5,326.5 |
5,326.5 |
5,342.0 |
S1 |
5,265.5 |
5,265.5 |
5,355.0 |
5,296.0 |
S2 |
5,160.0 |
5,160.0 |
5,340.0 |
|
S3 |
4,993.5 |
5,099.0 |
5,324.5 |
|
S4 |
4,827.0 |
4,932.5 |
5,279.0 |
|
|
Weekly Pivots for week ending 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,222.0 |
6,111.5 |
5,544.0 |
|
R3 |
5,907.0 |
5,796.5 |
5,457.0 |
|
R2 |
5,592.0 |
5,592.0 |
5,428.0 |
|
R1 |
5,481.5 |
5,481.5 |
5,399.5 |
5,537.0 |
PP |
5,277.0 |
5,277.0 |
5,277.0 |
5,305.0 |
S1 |
5,166.5 |
5,166.5 |
5,341.5 |
5,222.0 |
S2 |
4,962.0 |
4,962.0 |
5,313.0 |
|
S3 |
4,647.0 |
4,851.5 |
5,284.0 |
|
S4 |
4,332.0 |
4,536.5 |
5,197.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,388.0 |
5,073.0 |
315.0 |
5.9% |
145.0 |
2.7% |
94% |
True |
False |
143,958 |
10 |
5,552.5 |
5,073.0 |
479.5 |
8.9% |
145.5 |
2.7% |
62% |
False |
False |
120,002 |
20 |
5,758.0 |
5,073.0 |
685.0 |
12.8% |
137.5 |
2.6% |
43% |
False |
False |
119,108 |
40 |
6,262.0 |
5,073.0 |
1,189.0 |
22.1% |
114.5 |
2.1% |
25% |
False |
False |
74,201 |
60 |
6,424.5 |
5,073.0 |
1,351.5 |
25.2% |
101.0 |
1.9% |
22% |
False |
False |
49,716 |
80 |
6,424.5 |
5,073.0 |
1,351.5 |
25.2% |
90.0 |
1.7% |
22% |
False |
False |
37,300 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,095.5 |
2.618 |
5,824.0 |
1.618 |
5,657.5 |
1.000 |
5,554.5 |
0.618 |
5,491.0 |
HIGH |
5,388.0 |
0.618 |
5,324.5 |
0.500 |
5,305.0 |
0.382 |
5,285.0 |
LOW |
5,221.5 |
0.618 |
5,118.5 |
1.000 |
5,055.0 |
1.618 |
4,952.0 |
2.618 |
4,785.5 |
4.250 |
4,514.0 |
|
|
Fisher Pivots for day following 18-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
5,348.5 |
5,324.0 |
PP |
5,326.5 |
5,277.0 |
S1 |
5,305.0 |
5,230.5 |
|