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 |
963.8 |
973.0 |
9.2 |
1.0% |
972.5 |
High |
974.1 |
982.0 |
7.9 |
0.8% |
994.5 |
Low |
961.6 |
947.5 |
-14.1 |
-1.5% |
955.5 |
Close |
968.9 |
953.6 |
-15.3 |
-1.6% |
963.1 |
Range |
12.5 |
34.5 |
22.0 |
176.0% |
39.0 |
ATR |
19.7 |
20.7 |
1.1 |
5.4% |
0.0 |
Volume |
2,665 |
2,057 |
-608 |
-22.8% |
19,198 |
|
Daily Pivots for day following 22-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,064.5 |
1,043.6 |
972.6 |
|
R3 |
1,030.0 |
1,009.1 |
963.1 |
|
R2 |
995.5 |
995.5 |
959.9 |
|
R1 |
974.6 |
974.6 |
956.8 |
967.8 |
PP |
961.0 |
961.0 |
961.0 |
957.7 |
S1 |
940.1 |
940.1 |
950.4 |
933.3 |
S2 |
926.5 |
926.5 |
947.3 |
|
S3 |
892.0 |
905.6 |
944.1 |
|
S4 |
857.5 |
871.1 |
934.6 |
|
|
Weekly Pivots for week ending 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,088.0 |
1,064.6 |
984.6 |
|
R3 |
1,049.0 |
1,025.6 |
973.8 |
|
R2 |
1,010.0 |
1,010.0 |
970.3 |
|
R1 |
986.6 |
986.6 |
966.7 |
978.8 |
PP |
971.0 |
971.0 |
971.0 |
967.2 |
S1 |
947.6 |
947.6 |
959.5 |
939.8 |
S2 |
932.0 |
932.0 |
956.0 |
|
S3 |
893.0 |
908.6 |
952.4 |
|
S4 |
854.0 |
869.6 |
941.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
987.5 |
947.5 |
40.0 |
4.2% |
22.3 |
2.3% |
15% |
False |
True |
3,036 |
10 |
994.5 |
922.9 |
71.6 |
7.5% |
21.3 |
2.2% |
43% |
False |
False |
3,309 |
20 |
994.5 |
880.5 |
114.0 |
12.0% |
20.1 |
2.1% |
64% |
False |
False |
2,803 |
40 |
994.5 |
865.0 |
129.5 |
13.6% |
19.2 |
2.0% |
68% |
False |
False |
1,779 |
60 |
994.5 |
855.0 |
139.5 |
14.6% |
17.7 |
1.9% |
71% |
False |
False |
1,351 |
80 |
994.5 |
855.0 |
139.5 |
14.6% |
17.3 |
1.8% |
71% |
False |
False |
1,176 |
100 |
1,034.3 |
855.0 |
179.3 |
18.8% |
17.7 |
1.9% |
55% |
False |
False |
1,022 |
120 |
1,034.3 |
855.0 |
179.3 |
18.8% |
16.3 |
1.7% |
55% |
False |
False |
870 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,128.6 |
2.618 |
1,072.3 |
1.618 |
1,037.8 |
1.000 |
1,016.5 |
0.618 |
1,003.3 |
HIGH |
982.0 |
0.618 |
968.8 |
0.500 |
964.8 |
0.382 |
960.7 |
LOW |
947.5 |
0.618 |
926.2 |
1.000 |
913.0 |
1.618 |
891.7 |
2.618 |
857.2 |
4.250 |
800.9 |
|
|
Fisher Pivots for day following 22-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
964.8 |
964.8 |
PP |
961.0 |
961.0 |
S1 |
957.3 |
957.3 |
|