Trading Metrics calculated at close of trading on 30-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2008 |
30-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
5,260.0 |
5,375.5 |
115.5 |
2.2% |
5,372.0 |
High |
5,357.0 |
5,448.0 |
91.0 |
1.7% |
5,480.5 |
Low |
5,257.0 |
5,367.0 |
110.0 |
2.1% |
5,283.0 |
Close |
5,316.5 |
5,428.5 |
112.0 |
2.1% |
5,355.0 |
Range |
100.0 |
81.0 |
-19.0 |
-19.0% |
197.5 |
ATR |
131.6 |
131.6 |
0.0 |
0.0% |
0.0 |
Volume |
69,619 |
105,294 |
35,675 |
51.2% |
555,845 |
|
Daily Pivots for day following 30-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,657.5 |
5,624.0 |
5,473.0 |
|
R3 |
5,576.5 |
5,543.0 |
5,451.0 |
|
R2 |
5,495.5 |
5,495.5 |
5,443.5 |
|
R1 |
5,462.0 |
5,462.0 |
5,436.0 |
5,479.0 |
PP |
5,414.5 |
5,414.5 |
5,414.5 |
5,423.0 |
S1 |
5,381.0 |
5,381.0 |
5,421.0 |
5,398.0 |
S2 |
5,333.5 |
5,333.5 |
5,413.5 |
|
S3 |
5,252.5 |
5,300.0 |
5,406.0 |
|
S4 |
5,171.5 |
5,219.0 |
5,384.0 |
|
|
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 |
5,476.0 |
5,256.0 |
220.0 |
4.1% |
106.5 |
2.0% |
78% |
False |
False |
94,490 |
10 |
5,480.5 |
5,206.0 |
274.5 |
5.1% |
119.0 |
2.2% |
81% |
False |
False |
113,775 |
20 |
5,587.0 |
5,073.0 |
514.0 |
9.5% |
134.0 |
2.5% |
69% |
False |
False |
115,532 |
40 |
6,115.5 |
5,073.0 |
1,042.5 |
19.2% |
122.0 |
2.2% |
34% |
False |
False |
94,884 |
60 |
6,424.5 |
5,073.0 |
1,351.5 |
24.9% |
108.0 |
2.0% |
26% |
False |
False |
63,533 |
80 |
6,424.5 |
5,073.0 |
1,351.5 |
24.9% |
96.5 |
1.8% |
26% |
False |
False |
47,679 |
100 |
6,424.5 |
5,073.0 |
1,351.5 |
24.9% |
86.0 |
1.6% |
26% |
False |
False |
38,177 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,792.0 |
2.618 |
5,660.0 |
1.618 |
5,579.0 |
1.000 |
5,529.0 |
0.618 |
5,498.0 |
HIGH |
5,448.0 |
0.618 |
5,417.0 |
0.500 |
5,407.5 |
0.382 |
5,398.0 |
LOW |
5,367.0 |
0.618 |
5,317.0 |
1.000 |
5,286.0 |
1.618 |
5,236.0 |
2.618 |
5,155.0 |
4.250 |
5,023.0 |
|
|
Fisher Pivots for day following 30-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
5,421.5 |
5,403.0 |
PP |
5,414.5 |
5,377.5 |
S1 |
5,407.5 |
5,352.0 |
|