Trading Metrics calculated at close of trading on 18-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2008 |
18-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
960.6 |
958.4 |
-2.2 |
-0.2% |
966.8 |
High |
980.0 |
965.0 |
-15.0 |
-1.5% |
989.6 |
Low |
953.1 |
950.2 |
-2.9 |
-0.3% |
950.2 |
Close |
970.7 |
958.0 |
-12.7 |
-1.3% |
958.0 |
Range |
26.9 |
14.8 |
-12.1 |
-45.0% |
39.4 |
ATR |
21.6 |
21.5 |
-0.1 |
-0.4% |
0.0 |
Volume |
173,591 |
231,443 |
57,852 |
33.3% |
953,686 |
|
Daily Pivots for day following 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,002.1 |
994.9 |
966.1 |
|
R3 |
987.3 |
980.1 |
962.1 |
|
R2 |
972.5 |
972.5 |
960.7 |
|
R1 |
965.3 |
965.3 |
959.4 |
961.5 |
PP |
957.7 |
957.7 |
957.7 |
955.9 |
S1 |
950.5 |
950.5 |
956.6 |
946.7 |
S2 |
942.9 |
942.9 |
955.3 |
|
S3 |
928.1 |
935.7 |
953.9 |
|
S4 |
913.3 |
920.9 |
949.9 |
|
|
Weekly Pivots for week ending 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,084.1 |
1,060.5 |
979.7 |
|
R3 |
1,044.7 |
1,021.1 |
968.8 |
|
R2 |
1,005.3 |
1,005.3 |
965.2 |
|
R1 |
981.7 |
981.7 |
961.6 |
973.8 |
PP |
965.9 |
965.9 |
965.9 |
962.0 |
S1 |
942.3 |
942.3 |
954.4 |
934.4 |
S2 |
926.5 |
926.5 |
950.8 |
|
S3 |
887.1 |
902.9 |
947.2 |
|
S4 |
847.7 |
863.5 |
936.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
989.6 |
950.2 |
39.4 |
4.1% |
21.8 |
2.3% |
20% |
False |
True |
190,737 |
10 |
989.6 |
913.0 |
76.6 |
8.0% |
21.3 |
2.2% |
59% |
False |
False |
160,274 |
20 |
989.6 |
875.2 |
114.4 |
11.9% |
21.0 |
2.2% |
72% |
False |
False |
142,061 |
40 |
989.6 |
859.6 |
130.0 |
13.6% |
20.5 |
2.1% |
76% |
False |
False |
123,336 |
60 |
989.6 |
850.5 |
139.1 |
14.5% |
19.7 |
2.1% |
77% |
False |
False |
86,646 |
80 |
989.6 |
850.5 |
139.1 |
14.5% |
20.3 |
2.1% |
77% |
False |
False |
65,942 |
100 |
1,040.3 |
850.5 |
189.8 |
19.8% |
20.8 |
2.2% |
57% |
False |
False |
53,137 |
120 |
1,040.3 |
850.5 |
189.8 |
19.8% |
19.8 |
2.1% |
57% |
False |
False |
44,603 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,027.9 |
2.618 |
1,003.7 |
1.618 |
988.9 |
1.000 |
979.8 |
0.618 |
974.1 |
HIGH |
965.0 |
0.618 |
959.3 |
0.500 |
957.6 |
0.382 |
955.9 |
LOW |
950.2 |
0.618 |
941.1 |
1.000 |
935.4 |
1.618 |
926.3 |
2.618 |
911.5 |
4.250 |
887.3 |
|
|
Fisher Pivots for day following 18-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
957.9 |
966.4 |
PP |
957.7 |
963.6 |
S1 |
957.6 |
960.8 |
|