Trading Metrics calculated at close of trading on 23-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2008 |
23-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
966.1 |
945.9 |
-20.2 |
-2.1% |
966.8 |
High |
977.0 |
949.3 |
-27.7 |
-2.8% |
989.6 |
Low |
942.1 |
917.5 |
-24.6 |
-2.6% |
950.2 |
Close |
948.5 |
922.8 |
-25.7 |
-2.7% |
958.0 |
Range |
34.9 |
31.8 |
-3.1 |
-8.9% |
39.4 |
ATR |
21.9 |
22.6 |
0.7 |
3.2% |
0.0 |
Volume |
96,674 |
193,292 |
96,618 |
99.9% |
953,686 |
|
Daily Pivots for day following 23-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,025.3 |
1,005.8 |
940.3 |
|
R3 |
993.5 |
974.0 |
931.5 |
|
R2 |
961.7 |
961.7 |
928.6 |
|
R1 |
942.2 |
942.2 |
925.7 |
936.1 |
PP |
929.9 |
929.9 |
929.9 |
926.8 |
S1 |
910.4 |
910.4 |
919.9 |
904.3 |
S2 |
898.1 |
898.1 |
917.0 |
|
S3 |
866.3 |
878.6 |
914.1 |
|
S4 |
834.5 |
846.8 |
905.3 |
|
|
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 |
980.0 |
917.5 |
62.5 |
6.8% |
24.3 |
2.6% |
8% |
False |
True |
163,803 |
10 |
989.6 |
917.5 |
72.1 |
7.8% |
23.8 |
2.6% |
7% |
False |
True |
162,462 |
20 |
989.6 |
875.2 |
114.4 |
12.4% |
22.2 |
2.4% |
42% |
False |
False |
144,136 |
40 |
989.6 |
859.6 |
130.0 |
14.1% |
21.3 |
2.3% |
49% |
False |
False |
130,690 |
60 |
989.6 |
850.5 |
139.1 |
15.1% |
20.2 |
2.2% |
52% |
False |
False |
93,083 |
80 |
989.6 |
850.5 |
139.1 |
15.1% |
20.1 |
2.2% |
52% |
False |
False |
71,044 |
100 |
1,040.3 |
850.5 |
189.8 |
20.6% |
21.2 |
2.3% |
38% |
False |
False |
57,216 |
120 |
1,040.3 |
850.5 |
189.8 |
20.6% |
20.0 |
2.2% |
38% |
False |
False |
48,017 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,084.5 |
2.618 |
1,032.6 |
1.618 |
1,000.8 |
1.000 |
981.1 |
0.618 |
969.0 |
HIGH |
949.3 |
0.618 |
937.2 |
0.500 |
933.4 |
0.382 |
929.6 |
LOW |
917.5 |
0.618 |
897.8 |
1.000 |
885.7 |
1.618 |
866.0 |
2.618 |
834.2 |
4.250 |
782.4 |
|
|
Fisher Pivots for day following 23-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
933.4 |
947.3 |
PP |
929.9 |
939.1 |
S1 |
926.3 |
931.0 |
|