Trading Metrics calculated at close of trading on 17-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2008 |
17-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
983.9 |
966.7 |
-17.2 |
-1.7% |
938.6 |
High |
987.5 |
984.5 |
-3.0 |
-0.3% |
973.7 |
Low |
963.5 |
958.4 |
-5.1 |
-0.5% |
918.2 |
Close |
967.8 |
975.9 |
8.1 |
0.8% |
965.8 |
Range |
24.0 |
26.1 |
2.1 |
8.8% |
55.5 |
ATR |
19.8 |
20.2 |
0.5 |
2.3% |
0.0 |
Volume |
5,191 |
2,912 |
-2,279 |
-43.9% |
15,967 |
|
Daily Pivots for day following 17-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,051.2 |
1,039.7 |
990.3 |
|
R3 |
1,025.1 |
1,013.6 |
983.1 |
|
R2 |
999.0 |
999.0 |
980.7 |
|
R1 |
987.5 |
987.5 |
978.3 |
993.3 |
PP |
972.9 |
972.9 |
972.9 |
975.8 |
S1 |
961.4 |
961.4 |
973.5 |
967.2 |
S2 |
946.8 |
946.8 |
971.1 |
|
S3 |
920.7 |
935.3 |
968.7 |
|
S4 |
894.6 |
909.2 |
961.5 |
|
|
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 |
948.0 |
46.5 |
4.8% |
23.5 |
2.4% |
60% |
False |
False |
3,959 |
10 |
994.5 |
918.2 |
76.3 |
7.8% |
21.1 |
2.2% |
76% |
False |
False |
3,661 |
20 |
994.5 |
880.5 |
114.0 |
11.7% |
20.1 |
2.1% |
84% |
False |
False |
2,520 |
40 |
994.5 |
865.0 |
129.5 |
13.3% |
18.5 |
1.9% |
86% |
False |
False |
1,707 |
60 |
994.5 |
855.0 |
139.5 |
14.3% |
17.4 |
1.8% |
87% |
False |
False |
1,255 |
80 |
994.5 |
855.0 |
139.5 |
14.3% |
17.2 |
1.8% |
87% |
False |
False |
1,094 |
100 |
1,034.3 |
855.0 |
179.3 |
18.4% |
17.4 |
1.8% |
67% |
False |
False |
953 |
120 |
1,034.3 |
855.0 |
179.3 |
18.4% |
15.9 |
1.6% |
67% |
False |
False |
814 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,095.4 |
2.618 |
1,052.8 |
1.618 |
1,026.7 |
1.000 |
1,010.6 |
0.618 |
1,000.6 |
HIGH |
984.5 |
0.618 |
974.5 |
0.500 |
971.5 |
0.382 |
968.4 |
LOW |
958.4 |
0.618 |
942.3 |
1.000 |
932.3 |
1.618 |
916.2 |
2.618 |
890.1 |
4.250 |
847.5 |
|
|
Fisher Pivots for day following 17-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
974.4 |
976.5 |
PP |
972.9 |
976.3 |
S1 |
971.5 |
976.1 |
|