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 |
973.0 |
952.4 |
-20.6 |
-2.1% |
972.5 |
High |
982.0 |
954.0 |
-28.0 |
-2.9% |
994.5 |
Low |
947.5 |
922.5 |
-25.0 |
-2.6% |
955.5 |
Close |
953.6 |
927.8 |
-25.8 |
-2.7% |
963.1 |
Range |
34.5 |
31.5 |
-3.0 |
-8.7% |
39.0 |
ATR |
20.7 |
21.5 |
0.8 |
3.7% |
0.0 |
Volume |
2,057 |
3,698 |
1,641 |
79.8% |
19,198 |
|
Daily Pivots for day following 23-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,029.3 |
1,010.0 |
945.1 |
|
R3 |
997.8 |
978.5 |
936.5 |
|
R2 |
966.3 |
966.3 |
933.6 |
|
R1 |
947.0 |
947.0 |
930.7 |
940.9 |
PP |
934.8 |
934.8 |
934.8 |
931.7 |
S1 |
915.5 |
915.5 |
924.9 |
909.4 |
S2 |
903.3 |
903.3 |
922.0 |
|
S3 |
871.8 |
884.0 |
919.1 |
|
S4 |
840.3 |
852.5 |
910.5 |
|
|
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 |
984.5 |
922.5 |
62.0 |
6.7% |
23.8 |
2.6% |
9% |
False |
True |
2,738 |
10 |
994.5 |
922.5 |
72.0 |
7.8% |
23.2 |
2.5% |
7% |
False |
True |
3,307 |
20 |
994.5 |
880.5 |
114.0 |
12.3% |
21.2 |
2.3% |
41% |
False |
False |
2,840 |
40 |
994.5 |
865.0 |
129.5 |
14.0% |
19.4 |
2.1% |
48% |
False |
False |
1,868 |
60 |
994.5 |
855.0 |
139.5 |
15.0% |
17.8 |
1.9% |
52% |
False |
False |
1,406 |
80 |
994.5 |
855.0 |
139.5 |
15.0% |
17.1 |
1.8% |
52% |
False |
False |
1,221 |
100 |
1,034.3 |
855.0 |
179.3 |
19.3% |
18.0 |
1.9% |
41% |
False |
False |
1,059 |
120 |
1,034.3 |
855.0 |
179.3 |
19.3% |
16.4 |
1.8% |
41% |
False |
False |
901 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,087.9 |
2.618 |
1,036.5 |
1.618 |
1,005.0 |
1.000 |
985.5 |
0.618 |
973.5 |
HIGH |
954.0 |
0.618 |
942.0 |
0.500 |
938.3 |
0.382 |
934.5 |
LOW |
922.5 |
0.618 |
903.0 |
1.000 |
891.0 |
1.618 |
871.5 |
2.618 |
840.0 |
4.250 |
788.6 |
|
|
Fisher Pivots for day following 23-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
938.3 |
952.3 |
PP |
934.8 |
944.1 |
S1 |
931.3 |
936.0 |
|