Trading Metrics calculated at close of trading on 21-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2008 |
21-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
5,251.5 |
5,372.0 |
120.5 |
2.3% |
5,330.0 |
High |
5,388.0 |
5,450.0 |
62.0 |
1.2% |
5,388.0 |
Low |
5,221.5 |
5,334.0 |
112.5 |
2.2% |
5,073.0 |
Close |
5,370.5 |
5,399.0 |
28.5 |
0.5% |
5,370.5 |
Range |
166.5 |
116.0 |
-50.5 |
-30.3% |
315.0 |
ATR |
142.8 |
140.9 |
-1.9 |
-1.3% |
0.0 |
Volume |
151,718 |
158,265 |
6,547 |
4.3% |
719,790 |
|
Daily Pivots for day following 21-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,742.5 |
5,686.5 |
5,463.0 |
|
R3 |
5,626.5 |
5,570.5 |
5,431.0 |
|
R2 |
5,510.5 |
5,510.5 |
5,420.5 |
|
R1 |
5,454.5 |
5,454.5 |
5,409.5 |
5,482.5 |
PP |
5,394.5 |
5,394.5 |
5,394.5 |
5,408.0 |
S1 |
5,338.5 |
5,338.5 |
5,388.5 |
5,366.5 |
S2 |
5,278.5 |
5,278.5 |
5,377.5 |
|
S3 |
5,162.5 |
5,222.5 |
5,367.0 |
|
S4 |
5,046.5 |
5,106.5 |
5,335.0 |
|
|
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 |
5,450.0 |
5,073.0 |
377.0 |
7.0% |
146.0 |
2.7% |
86% |
True |
False |
148,426 |
10 |
5,552.5 |
5,073.0 |
479.5 |
8.9% |
144.0 |
2.7% |
68% |
False |
False |
131,559 |
20 |
5,720.0 |
5,073.0 |
647.0 |
12.0% |
136.5 |
2.5% |
50% |
False |
False |
122,082 |
40 |
6,219.0 |
5,073.0 |
1,146.0 |
21.2% |
116.0 |
2.1% |
28% |
False |
False |
78,123 |
60 |
6,424.5 |
5,073.0 |
1,351.5 |
25.0% |
101.5 |
1.9% |
24% |
False |
False |
52,349 |
80 |
6,424.5 |
5,073.0 |
1,351.5 |
25.0% |
91.5 |
1.7% |
24% |
False |
False |
39,278 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,943.0 |
2.618 |
5,753.5 |
1.618 |
5,637.5 |
1.000 |
5,566.0 |
0.618 |
5,521.5 |
HIGH |
5,450.0 |
0.618 |
5,405.5 |
0.500 |
5,392.0 |
0.382 |
5,378.5 |
LOW |
5,334.0 |
0.618 |
5,262.5 |
1.000 |
5,218.0 |
1.618 |
5,146.5 |
2.618 |
5,030.5 |
4.250 |
4,841.0 |
|
|
Fisher Pivots for day following 21-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
5,396.5 |
5,375.5 |
PP |
5,394.5 |
5,351.5 |
S1 |
5,392.0 |
5,328.0 |
|