Trading Metrics calculated at close of trading on 22-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2008 |
22-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
5,372.0 |
5,347.0 |
-25.0 |
-0.5% |
5,330.0 |
High |
5,450.0 |
5,425.0 |
-25.0 |
-0.5% |
5,388.0 |
Low |
5,334.0 |
5,283.0 |
-51.0 |
-1.0% |
5,073.0 |
Close |
5,399.0 |
5,374.5 |
-24.5 |
-0.5% |
5,370.5 |
Range |
116.0 |
142.0 |
26.0 |
22.4% |
315.0 |
ATR |
140.9 |
140.9 |
0.1 |
0.1% |
0.0 |
Volume |
158,265 |
114,209 |
-44,056 |
-27.8% |
719,790 |
|
Daily Pivots for day following 22-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,787.0 |
5,722.5 |
5,452.5 |
|
R3 |
5,645.0 |
5,580.5 |
5,413.5 |
|
R2 |
5,503.0 |
5,503.0 |
5,400.5 |
|
R1 |
5,438.5 |
5,438.5 |
5,387.5 |
5,471.0 |
PP |
5,361.0 |
5,361.0 |
5,361.0 |
5,377.0 |
S1 |
5,296.5 |
5,296.5 |
5,361.5 |
5,329.0 |
S2 |
5,219.0 |
5,219.0 |
5,348.5 |
|
S3 |
5,077.0 |
5,154.5 |
5,335.5 |
|
S4 |
4,935.0 |
5,012.5 |
5,296.5 |
|
|
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% |
144.5 |
2.7% |
80% |
False |
False |
150,110 |
10 |
5,552.5 |
5,073.0 |
479.5 |
8.9% |
141.5 |
2.6% |
63% |
False |
False |
133,402 |
20 |
5,717.5 |
5,073.0 |
644.5 |
12.0% |
139.0 |
2.6% |
47% |
False |
False |
121,259 |
40 |
6,172.5 |
5,073.0 |
1,099.5 |
20.5% |
117.0 |
2.2% |
27% |
False |
False |
80,974 |
60 |
6,424.5 |
5,073.0 |
1,351.5 |
25.1% |
102.5 |
1.9% |
22% |
False |
False |
54,251 |
80 |
6,424.5 |
5,073.0 |
1,351.5 |
25.1% |
92.5 |
1.7% |
22% |
False |
False |
40,705 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,028.5 |
2.618 |
5,797.0 |
1.618 |
5,655.0 |
1.000 |
5,567.0 |
0.618 |
5,513.0 |
HIGH |
5,425.0 |
0.618 |
5,371.0 |
0.500 |
5,354.0 |
0.382 |
5,337.0 |
LOW |
5,283.0 |
0.618 |
5,195.0 |
1.000 |
5,141.0 |
1.618 |
5,053.0 |
2.618 |
4,911.0 |
4.250 |
4,679.5 |
|
|
Fisher Pivots for day following 22-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
5,367.5 |
5,361.5 |
PP |
5,361.0 |
5,348.5 |
S1 |
5,354.0 |
5,336.0 |
|