Trading Metrics calculated at close of trading on 22-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2008 |
22-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
957.3 |
966.1 |
8.8 |
0.9% |
966.8 |
High |
969.0 |
977.0 |
8.0 |
0.8% |
989.6 |
Low |
955.7 |
942.1 |
-13.6 |
-1.4% |
950.2 |
Close |
963.7 |
948.5 |
-15.2 |
-1.6% |
958.0 |
Range |
13.3 |
34.9 |
21.6 |
162.4% |
39.4 |
ATR |
20.9 |
21.9 |
1.0 |
4.8% |
0.0 |
Volume |
124,015 |
96,674 |
-27,341 |
-22.0% |
953,686 |
|
Daily Pivots for day following 22-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,060.6 |
1,039.4 |
967.7 |
|
R3 |
1,025.7 |
1,004.5 |
958.1 |
|
R2 |
990.8 |
990.8 |
954.9 |
|
R1 |
969.6 |
969.6 |
951.7 |
962.8 |
PP |
955.9 |
955.9 |
955.9 |
952.4 |
S1 |
934.7 |
934.7 |
945.3 |
927.9 |
S2 |
921.0 |
921.0 |
942.1 |
|
S3 |
886.1 |
899.8 |
938.9 |
|
S4 |
851.2 |
864.9 |
929.3 |
|
|
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 |
982.5 |
942.1 |
40.4 |
4.3% |
22.8 |
2.4% |
16% |
False |
True |
169,826 |
10 |
989.6 |
917.2 |
72.4 |
7.6% |
22.0 |
2.3% |
43% |
False |
False |
156,704 |
20 |
989.6 |
875.2 |
114.4 |
12.1% |
21.2 |
2.2% |
64% |
False |
False |
140,987 |
40 |
989.6 |
859.6 |
130.0 |
13.7% |
21.2 |
2.2% |
68% |
False |
False |
126,822 |
60 |
989.6 |
850.5 |
139.1 |
14.7% |
20.1 |
2.1% |
70% |
False |
False |
90,128 |
80 |
989.6 |
850.5 |
139.1 |
14.7% |
20.3 |
2.1% |
70% |
False |
False |
68,644 |
100 |
1,040.3 |
850.5 |
189.8 |
20.0% |
21.0 |
2.2% |
52% |
False |
False |
55,318 |
120 |
1,040.3 |
850.5 |
189.8 |
20.0% |
19.9 |
2.1% |
52% |
False |
False |
46,410 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,125.3 |
2.618 |
1,068.4 |
1.618 |
1,033.5 |
1.000 |
1,011.9 |
0.618 |
998.6 |
HIGH |
977.0 |
0.618 |
963.7 |
0.500 |
959.6 |
0.382 |
955.4 |
LOW |
942.1 |
0.618 |
920.5 |
1.000 |
907.2 |
1.618 |
885.6 |
2.618 |
850.7 |
4.250 |
793.8 |
|
|
Fisher Pivots for day following 22-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
959.6 |
959.6 |
PP |
955.9 |
955.9 |
S1 |
952.2 |
952.2 |
|