Trading Metrics calculated at close of trading on 16-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2008 |
16-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
979.5 |
983.9 |
4.4 |
0.4% |
938.6 |
High |
994.5 |
987.5 |
-7.0 |
-0.7% |
973.7 |
Low |
974.5 |
963.5 |
-11.0 |
-1.1% |
918.2 |
Close |
983.9 |
967.8 |
-16.1 |
-1.6% |
965.8 |
Range |
20.0 |
24.0 |
4.0 |
20.0% |
55.5 |
ATR |
19.5 |
19.8 |
0.3 |
1.7% |
0.0 |
Volume |
6,075 |
5,191 |
-884 |
-14.6% |
15,967 |
|
Daily Pivots for day following 16-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,044.9 |
1,030.4 |
981.0 |
|
R3 |
1,020.9 |
1,006.4 |
974.4 |
|
R2 |
996.9 |
996.9 |
972.2 |
|
R1 |
982.4 |
982.4 |
970.0 |
977.7 |
PP |
972.9 |
972.9 |
972.9 |
970.6 |
S1 |
958.4 |
958.4 |
965.6 |
953.7 |
S2 |
948.9 |
948.9 |
963.4 |
|
S3 |
924.9 |
934.4 |
961.2 |
|
S4 |
900.9 |
910.4 |
954.6 |
|
|
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 |
932.1 |
62.4 |
6.4% |
22.6 |
2.3% |
57% |
False |
False |
3,877 |
10 |
994.5 |
918.2 |
76.3 |
7.9% |
19.8 |
2.0% |
65% |
False |
False |
3,668 |
20 |
994.5 |
880.5 |
114.0 |
11.8% |
19.5 |
2.0% |
77% |
False |
False |
2,391 |
40 |
994.5 |
865.0 |
129.5 |
13.4% |
18.3 |
1.9% |
79% |
False |
False |
1,638 |
60 |
994.5 |
855.0 |
139.5 |
14.4% |
17.3 |
1.8% |
81% |
False |
False |
1,208 |
80 |
994.5 |
855.0 |
139.5 |
14.4% |
17.1 |
1.8% |
81% |
False |
False |
1,066 |
100 |
1,034.3 |
855.0 |
179.3 |
18.5% |
17.3 |
1.8% |
63% |
False |
False |
925 |
120 |
1,034.3 |
855.0 |
179.3 |
18.5% |
15.8 |
1.6% |
63% |
False |
False |
790 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,089.5 |
2.618 |
1,050.3 |
1.618 |
1,026.3 |
1.000 |
1,011.5 |
0.618 |
1,002.3 |
HIGH |
987.5 |
0.618 |
978.3 |
0.500 |
975.5 |
0.382 |
972.7 |
LOW |
963.5 |
0.618 |
948.7 |
1.000 |
939.5 |
1.618 |
924.7 |
2.618 |
900.7 |
4.250 |
861.5 |
|
|
Fisher Pivots for day following 16-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
975.5 |
977.2 |
PP |
972.9 |
974.1 |
S1 |
970.4 |
970.9 |
|