Trading Metrics calculated at close of trading on 28-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2008 |
28-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
5,319.0 |
5,358.0 |
39.0 |
0.7% |
5,372.0 |
High |
5,375.0 |
5,364.5 |
-10.5 |
-0.2% |
5,480.5 |
Low |
5,286.5 |
5,256.0 |
-30.5 |
-0.6% |
5,283.0 |
Close |
5,355.0 |
5,312.5 |
-42.5 |
-0.8% |
5,355.0 |
Range |
88.5 |
108.5 |
20.0 |
22.6% |
197.5 |
ATR |
136.0 |
134.0 |
-2.0 |
-1.4% |
0.0 |
Volume |
99,435 |
99,809 |
374 |
0.4% |
555,845 |
|
Daily Pivots for day following 28-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,636.5 |
5,583.0 |
5,372.0 |
|
R3 |
5,528.0 |
5,474.5 |
5,342.5 |
|
R2 |
5,419.5 |
5,419.5 |
5,332.5 |
|
R1 |
5,366.0 |
5,366.0 |
5,322.5 |
5,338.5 |
PP |
5,311.0 |
5,311.0 |
5,311.0 |
5,297.0 |
S1 |
5,257.5 |
5,257.5 |
5,302.5 |
5,230.0 |
S2 |
5,202.5 |
5,202.5 |
5,292.5 |
|
S3 |
5,094.0 |
5,149.0 |
5,282.5 |
|
S4 |
4,985.5 |
5,040.5 |
5,253.0 |
|
|
Weekly Pivots for week ending 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,965.5 |
5,857.5 |
5,463.5 |
|
R3 |
5,768.0 |
5,660.0 |
5,409.5 |
|
R2 |
5,570.5 |
5,570.5 |
5,391.0 |
|
R1 |
5,462.5 |
5,462.5 |
5,373.0 |
5,418.0 |
PP |
5,373.0 |
5,373.0 |
5,373.0 |
5,350.5 |
S1 |
5,265.0 |
5,265.0 |
5,337.0 |
5,220.0 |
S2 |
5,175.5 |
5,175.5 |
5,319.0 |
|
S3 |
4,978.0 |
5,067.5 |
5,300.5 |
|
S4 |
4,780.5 |
4,870.0 |
5,246.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,480.5 |
5,256.0 |
224.5 |
4.2% |
118.0 |
2.2% |
25% |
False |
True |
99,477 |
10 |
5,480.5 |
5,073.0 |
407.5 |
7.7% |
132.0 |
2.5% |
59% |
False |
False |
123,952 |
20 |
5,660.0 |
5,073.0 |
587.0 |
11.0% |
140.0 |
2.6% |
41% |
False |
False |
119,681 |
40 |
6,115.5 |
5,073.0 |
1,042.5 |
19.6% |
121.0 |
2.3% |
23% |
False |
False |
90,531 |
60 |
6,424.5 |
5,073.0 |
1,351.5 |
25.4% |
107.0 |
2.0% |
18% |
False |
False |
60,619 |
80 |
6,424.5 |
5,073.0 |
1,351.5 |
25.4% |
95.5 |
1.8% |
18% |
False |
False |
45,494 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,825.5 |
2.618 |
5,648.5 |
1.618 |
5,540.0 |
1.000 |
5,473.0 |
0.618 |
5,431.5 |
HIGH |
5,364.5 |
0.618 |
5,323.0 |
0.500 |
5,310.0 |
0.382 |
5,297.5 |
LOW |
5,256.0 |
0.618 |
5,189.0 |
1.000 |
5,147.5 |
1.618 |
5,080.5 |
2.618 |
4,972.0 |
4.250 |
4,795.0 |
|
|
Fisher Pivots for day following 28-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
5,312.0 |
5,366.0 |
PP |
5,311.0 |
5,348.0 |
S1 |
5,310.0 |
5,330.5 |
|