Trading Metrics calculated at close of trading on 15-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2008 |
15-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
966.8 |
974.2 |
7.4 |
0.8% |
934.9 |
High |
976.4 |
989.6 |
13.2 |
1.4% |
969.1 |
Low |
954.2 |
968.7 |
14.5 |
1.5% |
913.0 |
Close |
973.7 |
978.7 |
5.0 |
0.5% |
960.6 |
Range |
22.2 |
20.9 |
-1.3 |
-5.9% |
56.1 |
ATR |
20.9 |
20.9 |
0.0 |
0.0% |
0.0 |
Volume |
165,466 |
159,779 |
-5,687 |
-3.4% |
649,060 |
|
Daily Pivots for day following 15-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,041.7 |
1,031.1 |
990.2 |
|
R3 |
1,020.8 |
1,010.2 |
984.4 |
|
R2 |
999.9 |
999.9 |
982.5 |
|
R1 |
989.3 |
989.3 |
980.6 |
994.6 |
PP |
979.0 |
979.0 |
979.0 |
981.7 |
S1 |
968.4 |
968.4 |
976.8 |
973.7 |
S2 |
958.1 |
958.1 |
974.9 |
|
S3 |
937.2 |
947.5 |
973.0 |
|
S4 |
916.3 |
926.6 |
967.2 |
|
|
Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,115.9 |
1,094.3 |
991.5 |
|
R3 |
1,059.8 |
1,038.2 |
976.0 |
|
R2 |
1,003.7 |
1,003.7 |
970.9 |
|
R1 |
982.1 |
982.1 |
965.7 |
992.9 |
PP |
947.6 |
947.6 |
947.6 |
953.0 |
S1 |
926.0 |
926.0 |
955.5 |
936.8 |
S2 |
891.5 |
891.5 |
950.3 |
|
S3 |
835.4 |
869.9 |
945.2 |
|
S4 |
779.3 |
813.8 |
929.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
989.6 |
917.2 |
72.4 |
7.4% |
21.1 |
2.2% |
85% |
True |
False |
143,583 |
10 |
989.6 |
913.0 |
76.6 |
7.8% |
20.8 |
2.1% |
86% |
True |
False |
136,146 |
20 |
989.6 |
875.2 |
114.4 |
11.7% |
20.3 |
2.1% |
90% |
True |
False |
125,906 |
40 |
989.6 |
859.6 |
130.0 |
13.3% |
20.2 |
2.1% |
92% |
True |
False |
109,355 |
60 |
989.6 |
850.5 |
139.1 |
14.2% |
19.6 |
2.0% |
92% |
True |
False |
76,574 |
80 |
989.6 |
850.5 |
139.1 |
14.2% |
20.2 |
2.1% |
92% |
True |
False |
58,205 |
100 |
1,040.3 |
850.5 |
189.8 |
19.4% |
20.6 |
2.1% |
68% |
False |
False |
46,899 |
120 |
1,040.3 |
850.5 |
189.8 |
19.4% |
19.5 |
2.0% |
68% |
False |
False |
39,388 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,078.4 |
2.618 |
1,044.3 |
1.618 |
1,023.4 |
1.000 |
1,010.5 |
0.618 |
1,002.5 |
HIGH |
989.6 |
0.618 |
981.6 |
0.500 |
979.2 |
0.382 |
976.7 |
LOW |
968.7 |
0.618 |
955.8 |
1.000 |
947.8 |
1.618 |
934.9 |
2.618 |
914.0 |
4.250 |
879.9 |
|
|
Fisher Pivots for day following 15-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
979.2 |
974.5 |
PP |
979.0 |
970.3 |
S1 |
978.9 |
966.1 |
|