Trading Metrics calculated at close of trading on 21-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2008 |
21-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
958.4 |
957.3 |
-1.1 |
-0.1% |
966.8 |
High |
965.0 |
969.0 |
4.0 |
0.4% |
989.6 |
Low |
950.2 |
955.7 |
5.5 |
0.6% |
950.2 |
Close |
958.0 |
963.7 |
5.7 |
0.6% |
958.0 |
Range |
14.8 |
13.3 |
-1.5 |
-10.1% |
39.4 |
ATR |
21.5 |
20.9 |
-0.6 |
-2.7% |
0.0 |
Volume |
231,443 |
124,015 |
-107,428 |
-46.4% |
953,686 |
|
Daily Pivots for day following 21-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,002.7 |
996.5 |
971.0 |
|
R3 |
989.4 |
983.2 |
967.4 |
|
R2 |
976.1 |
976.1 |
966.1 |
|
R1 |
969.9 |
969.9 |
964.9 |
973.0 |
PP |
962.8 |
962.8 |
962.8 |
964.4 |
S1 |
956.6 |
956.6 |
962.5 |
959.7 |
S2 |
949.5 |
949.5 |
961.3 |
|
S3 |
936.2 |
943.3 |
960.0 |
|
S4 |
922.9 |
930.0 |
956.4 |
|
|
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% |
20.0 |
2.1% |
34% |
False |
False |
182,447 |
10 |
989.6 |
913.0 |
76.6 |
7.9% |
20.7 |
2.2% |
66% |
False |
False |
159,834 |
20 |
989.6 |
875.2 |
114.4 |
11.9% |
21.1 |
2.2% |
77% |
False |
False |
140,665 |
40 |
989.6 |
859.6 |
130.0 |
13.5% |
20.4 |
2.1% |
80% |
False |
False |
125,421 |
60 |
989.6 |
850.5 |
139.1 |
14.4% |
19.7 |
2.0% |
81% |
False |
False |
88,628 |
80 |
989.6 |
850.5 |
139.1 |
14.4% |
20.2 |
2.1% |
81% |
False |
False |
67,452 |
100 |
1,040.3 |
850.5 |
189.8 |
19.7% |
20.7 |
2.2% |
60% |
False |
False |
54,369 |
120 |
1,040.3 |
850.5 |
189.8 |
19.7% |
19.8 |
2.1% |
60% |
False |
False |
45,627 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,025.5 |
2.618 |
1,003.8 |
1.618 |
990.5 |
1.000 |
982.3 |
0.618 |
977.2 |
HIGH |
969.0 |
0.618 |
963.9 |
0.500 |
962.4 |
0.382 |
960.8 |
LOW |
955.7 |
0.618 |
947.5 |
1.000 |
942.4 |
1.618 |
934.2 |
2.618 |
920.9 |
4.250 |
899.2 |
|
|
Fisher Pivots for day following 21-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
963.3 |
965.1 |
PP |
962.8 |
964.6 |
S1 |
962.4 |
964.2 |
|