Trading Metrics calculated at close of trading on 29-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2008 |
29-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
5,358.0 |
5,260.0 |
-98.0 |
-1.8% |
5,372.0 |
High |
5,364.5 |
5,357.0 |
-7.5 |
-0.1% |
5,480.5 |
Low |
5,256.0 |
5,257.0 |
1.0 |
0.0% |
5,283.0 |
Close |
5,312.5 |
5,316.5 |
4.0 |
0.1% |
5,355.0 |
Range |
108.5 |
100.0 |
-8.5 |
-7.8% |
197.5 |
ATR |
134.0 |
131.6 |
-2.4 |
-1.8% |
0.0 |
Volume |
99,809 |
69,619 |
-30,190 |
-30.2% |
555,845 |
|
Daily Pivots for day following 29-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,610.0 |
5,563.5 |
5,371.5 |
|
R3 |
5,510.0 |
5,463.5 |
5,344.0 |
|
R2 |
5,410.0 |
5,410.0 |
5,335.0 |
|
R1 |
5,363.5 |
5,363.5 |
5,325.5 |
5,387.0 |
PP |
5,310.0 |
5,310.0 |
5,310.0 |
5,322.0 |
S1 |
5,263.5 |
5,263.5 |
5,307.5 |
5,287.0 |
S2 |
5,210.0 |
5,210.0 |
5,298.0 |
|
S3 |
5,110.0 |
5,163.5 |
5,289.0 |
|
S4 |
5,010.0 |
5,063.5 |
5,261.5 |
|
|
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% |
109.5 |
2.1% |
27% |
False |
False |
90,559 |
10 |
5,480.5 |
5,073.0 |
407.5 |
7.7% |
127.0 |
2.4% |
60% |
False |
False |
120,335 |
20 |
5,624.0 |
5,073.0 |
551.0 |
10.4% |
139.0 |
2.6% |
44% |
False |
False |
116,617 |
40 |
6,115.5 |
5,073.0 |
1,042.5 |
19.6% |
122.0 |
2.3% |
23% |
False |
False |
92,266 |
60 |
6,424.5 |
5,073.0 |
1,351.5 |
25.4% |
108.0 |
2.0% |
18% |
False |
False |
61,779 |
80 |
6,424.5 |
5,073.0 |
1,351.5 |
25.4% |
96.0 |
1.8% |
18% |
False |
False |
46,364 |
100 |
6,424.5 |
5,073.0 |
1,351.5 |
25.4% |
85.5 |
1.6% |
18% |
False |
False |
37,124 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,782.0 |
2.618 |
5,619.0 |
1.618 |
5,519.0 |
1.000 |
5,457.0 |
0.618 |
5,419.0 |
HIGH |
5,357.0 |
0.618 |
5,319.0 |
0.500 |
5,307.0 |
0.382 |
5,295.0 |
LOW |
5,257.0 |
0.618 |
5,195.0 |
1.000 |
5,157.0 |
1.618 |
5,095.0 |
2.618 |
4,995.0 |
4.250 |
4,832.0 |
|
|
Fisher Pivots for day following 29-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
5,313.5 |
5,316.0 |
PP |
5,310.0 |
5,316.0 |
S1 |
5,307.0 |
5,315.5 |
|