Trading Metrics calculated at close of trading on 08-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2008 |
08-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
3,315.0 |
3,288.0 |
-27.0 |
-0.8% |
3,355.0 |
High |
3,364.0 |
3,357.0 |
-7.0 |
-0.2% |
3,387.0 |
Low |
3,288.0 |
3,269.0 |
-19.0 |
-0.6% |
3,261.0 |
Close |
3,357.0 |
3,313.0 |
-44.0 |
-1.3% |
3,357.0 |
Range |
76.0 |
88.0 |
12.0 |
15.8% |
126.0 |
ATR |
77.4 |
78.1 |
0.8 |
1.0% |
0.0 |
Volume |
1,462,344 |
1,791,571 |
329,227 |
22.5% |
7,283,805 |
|
Daily Pivots for day following 08-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,577.0 |
3,533.0 |
3,361.4 |
|
R3 |
3,489.0 |
3,445.0 |
3,337.2 |
|
R2 |
3,401.0 |
3,401.0 |
3,329.1 |
|
R1 |
3,357.0 |
3,357.0 |
3,321.1 |
3,379.0 |
PP |
3,313.0 |
3,313.0 |
3,313.0 |
3,324.0 |
S1 |
3,269.0 |
3,269.0 |
3,304.9 |
3,291.0 |
S2 |
3,225.0 |
3,225.0 |
3,296.9 |
|
S3 |
3,137.0 |
3,181.0 |
3,288.8 |
|
S4 |
3,049.0 |
3,093.0 |
3,264.6 |
|
|
Weekly Pivots for week ending 04-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,713.0 |
3,661.0 |
3,426.3 |
|
R3 |
3,587.0 |
3,535.0 |
3,391.7 |
|
R2 |
3,461.0 |
3,461.0 |
3,380.1 |
|
R1 |
3,409.0 |
3,409.0 |
3,368.6 |
3,435.0 |
PP |
3,335.0 |
3,335.0 |
3,335.0 |
3,348.0 |
S1 |
3,283.0 |
3,283.0 |
3,345.5 |
3,309.0 |
S2 |
3,209.0 |
3,209.0 |
3,333.9 |
|
S3 |
3,083.0 |
3,157.0 |
3,322.4 |
|
S4 |
2,957.0 |
3,031.0 |
3,287.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,373.0 |
3,261.0 |
112.0 |
3.4% |
93.6 |
2.8% |
46% |
False |
False |
1,807,080 |
10 |
3,499.0 |
3,261.0 |
238.0 |
7.2% |
86.9 |
2.6% |
22% |
False |
False |
1,692,930 |
20 |
3,635.0 |
3,261.0 |
374.0 |
11.3% |
76.9 |
2.3% |
14% |
False |
False |
1,241,468 |
40 |
3,905.0 |
3,261.0 |
644.0 |
19.4% |
66.1 |
2.0% |
8% |
False |
False |
623,944 |
60 |
3,905.0 |
3,261.0 |
644.0 |
19.4% |
61.2 |
1.8% |
8% |
False |
False |
416,380 |
80 |
3,905.0 |
3,261.0 |
644.0 |
19.4% |
66.9 |
2.0% |
8% |
False |
False |
315,464 |
100 |
3,905.0 |
3,261.0 |
644.0 |
19.4% |
67.3 |
2.0% |
8% |
False |
False |
252,811 |
120 |
4,117.0 |
3,261.0 |
856.0 |
25.8% |
72.6 |
2.2% |
6% |
False |
False |
210,851 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,731.0 |
2.618 |
3,587.4 |
1.618 |
3,499.4 |
1.000 |
3,445.0 |
0.618 |
3,411.4 |
HIGH |
3,357.0 |
0.618 |
3,323.4 |
0.500 |
3,313.0 |
0.382 |
3,302.6 |
LOW |
3,269.0 |
0.618 |
3,214.6 |
1.000 |
3,181.0 |
1.618 |
3,126.6 |
2.618 |
3,038.6 |
4.250 |
2,895.0 |
|
|
Fisher Pivots for day following 08-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
3,313.0 |
3,315.0 |
PP |
3,313.0 |
3,314.3 |
S1 |
3,313.0 |
3,313.7 |
|