Trading Metrics calculated at close of trading on 30-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2008 |
30-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
11,133.44 |
11,397.56 |
264.12 |
2.4% |
11,495.02 |
High |
11,398.38 |
11,586.62 |
188.24 |
1.7% |
11,698.17 |
Low |
11,128.06 |
11,397.56 |
269.50 |
2.4% |
11,325.10 |
Close |
11,397.56 |
11,583.69 |
186.13 |
1.6% |
11,370.69 |
Range |
270.32 |
189.06 |
-81.26 |
-30.1% |
373.07 |
ATR |
212.21 |
210.56 |
-1.65 |
-0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,089.80 |
12,025.81 |
11,687.67 |
|
R3 |
11,900.74 |
11,836.75 |
11,635.68 |
|
R2 |
11,711.68 |
11,711.68 |
11,618.35 |
|
R1 |
11,647.69 |
11,647.69 |
11,601.02 |
11,679.69 |
PP |
11,522.62 |
11,522.62 |
11,522.62 |
11,538.62 |
S1 |
11,458.63 |
11,458.63 |
11,566.36 |
11,490.63 |
S2 |
11,333.56 |
11,333.56 |
11,549.03 |
|
S3 |
11,144.50 |
11,269.57 |
11,531.70 |
|
S4 |
10,955.44 |
11,080.51 |
11,479.71 |
|
|
Weekly Pivots for week ending 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,583.86 |
12,350.35 |
11,575.88 |
|
R3 |
12,210.79 |
11,977.28 |
11,473.28 |
|
R2 |
11,837.72 |
11,837.72 |
11,439.09 |
|
R1 |
11,604.21 |
11,604.21 |
11,404.89 |
11,534.43 |
PP |
11,464.65 |
11,464.65 |
11,464.65 |
11,429.77 |
S1 |
11,231.14 |
11,231.14 |
11,336.49 |
11,161.36 |
S2 |
11,091.58 |
11,091.58 |
11,302.29 |
|
S3 |
10,718.51 |
10,858.07 |
11,268.10 |
|
S4 |
10,345.44 |
10,485.00 |
11,165.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,634.49 |
11,125.13 |
509.36 |
4.4% |
222.33 |
1.9% |
90% |
False |
False |
|
10 |
11,698.17 |
11,125.13 |
573.04 |
4.9% |
198.25 |
1.7% |
80% |
False |
False |
|
20 |
11,698.17 |
10,827.71 |
870.46 |
7.5% |
222.87 |
1.9% |
87% |
False |
False |
|
40 |
12,610.96 |
10,827.71 |
1,783.25 |
15.4% |
205.98 |
1.8% |
42% |
False |
False |
|
60 |
13,136.69 |
10,827.71 |
2,308.98 |
19.9% |
191.13 |
1.7% |
33% |
False |
False |
|
80 |
13,136.69 |
10,827.71 |
2,308.98 |
19.9% |
182.87 |
1.6% |
33% |
False |
False |
|
100 |
13,136.69 |
10,827.71 |
2,308.98 |
19.9% |
195.90 |
1.7% |
33% |
False |
False |
|
120 |
13,136.69 |
10,827.71 |
2,308.98 |
19.9% |
198.30 |
1.7% |
33% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,390.13 |
2.618 |
12,081.58 |
1.618 |
11,892.52 |
1.000 |
11,775.68 |
0.618 |
11,703.46 |
HIGH |
11,586.62 |
0.618 |
11,514.40 |
0.500 |
11,492.09 |
0.382 |
11,469.78 |
LOW |
11,397.56 |
0.618 |
11,280.72 |
1.000 |
11,208.50 |
1.618 |
11,091.66 |
2.618 |
10,902.60 |
4.250 |
10,594.06 |
|
|
Fisher Pivots for day following 30-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
11,553.16 |
11,507.75 |
PP |
11,522.62 |
11,431.81 |
S1 |
11,492.09 |
11,355.88 |
|