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 |
972.5 |
979.5 |
7.0 |
0.7% |
938.6 |
High |
981.5 |
994.5 |
13.0 |
1.3% |
973.7 |
Low |
959.9 |
974.5 |
14.6 |
1.5% |
918.2 |
Close |
978.9 |
983.9 |
5.0 |
0.5% |
965.8 |
Range |
21.6 |
20.0 |
-1.6 |
-7.4% |
55.5 |
ATR |
19.4 |
19.5 |
0.0 |
0.2% |
0.0 |
Volume |
2,662 |
6,075 |
3,413 |
128.2% |
15,967 |
|
Daily Pivots for day following 15-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,044.3 |
1,034.1 |
994.9 |
|
R3 |
1,024.3 |
1,014.1 |
989.4 |
|
R2 |
1,004.3 |
1,004.3 |
987.6 |
|
R1 |
994.1 |
994.1 |
985.7 |
999.2 |
PP |
984.3 |
984.3 |
984.3 |
986.9 |
S1 |
974.1 |
974.1 |
982.1 |
979.2 |
S2 |
964.3 |
964.3 |
980.2 |
|
S3 |
944.3 |
954.1 |
978.4 |
|
S4 |
924.3 |
934.1 |
972.9 |
|
|
Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,119.1 |
1,097.9 |
996.3 |
|
R3 |
1,063.6 |
1,042.4 |
981.1 |
|
R2 |
1,008.1 |
1,008.1 |
976.0 |
|
R1 |
986.9 |
986.9 |
970.9 |
997.5 |
PP |
952.6 |
952.6 |
952.6 |
957.9 |
S1 |
931.4 |
931.4 |
960.7 |
942.0 |
S2 |
897.1 |
897.1 |
955.6 |
|
S3 |
841.6 |
875.9 |
950.5 |
|
S4 |
786.1 |
820.4 |
935.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
994.5 |
922.9 |
71.6 |
7.3% |
20.3 |
2.1% |
85% |
True |
False |
3,582 |
10 |
994.5 |
918.2 |
76.3 |
7.8% |
19.7 |
2.0% |
86% |
True |
False |
3,385 |
20 |
994.5 |
880.5 |
114.0 |
11.6% |
18.9 |
1.9% |
91% |
True |
False |
2,247 |
40 |
994.5 |
865.0 |
129.5 |
13.2% |
18.1 |
1.8% |
92% |
True |
False |
1,516 |
60 |
994.5 |
855.0 |
139.5 |
14.2% |
16.9 |
1.7% |
92% |
True |
False |
1,122 |
80 |
994.5 |
855.0 |
139.5 |
14.2% |
17.1 |
1.7% |
92% |
True |
False |
1,001 |
100 |
1,034.3 |
855.0 |
179.3 |
18.2% |
17.2 |
1.7% |
72% |
False |
False |
873 |
120 |
1,034.3 |
855.0 |
179.3 |
18.2% |
15.7 |
1.6% |
72% |
False |
False |
747 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,079.5 |
2.618 |
1,046.9 |
1.618 |
1,026.9 |
1.000 |
1,014.5 |
0.618 |
1,006.9 |
HIGH |
994.5 |
0.618 |
986.9 |
0.500 |
984.5 |
0.382 |
982.1 |
LOW |
974.5 |
0.618 |
962.1 |
1.000 |
954.5 |
1.618 |
942.1 |
2.618 |
922.1 |
4.250 |
889.5 |
|
|
Fisher Pivots for day following 15-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
984.5 |
979.7 |
PP |
984.3 |
975.5 |
S1 |
984.1 |
971.3 |
|