Trading Metrics calculated at close of trading on 09-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2008 |
09-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
3,288.0 |
3,347.0 |
59.0 |
1.8% |
3,355.0 |
High |
3,357.0 |
3,371.0 |
14.0 |
0.4% |
3,387.0 |
Low |
3,269.0 |
3,301.0 |
32.0 |
1.0% |
3,261.0 |
Close |
3,313.0 |
3,368.0 |
55.0 |
1.7% |
3,357.0 |
Range |
88.0 |
70.0 |
-18.0 |
-20.5% |
126.0 |
ATR |
78.1 |
77.5 |
-0.6 |
-0.7% |
0.0 |
Volume |
1,791,571 |
1,479,619 |
-311,952 |
-17.4% |
7,283,805 |
|
Daily Pivots for day following 09-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,556.7 |
3,532.3 |
3,406.5 |
|
R3 |
3,486.7 |
3,462.3 |
3,387.3 |
|
R2 |
3,416.7 |
3,416.7 |
3,380.8 |
|
R1 |
3,392.3 |
3,392.3 |
3,374.4 |
3,404.5 |
PP |
3,346.7 |
3,346.7 |
3,346.7 |
3,352.8 |
S1 |
3,322.3 |
3,322.3 |
3,361.6 |
3,334.5 |
S2 |
3,276.7 |
3,276.7 |
3,355.2 |
|
S3 |
3,206.7 |
3,252.3 |
3,348.8 |
|
S4 |
3,136.7 |
3,182.3 |
3,329.5 |
|
|
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 |
3,371.0 |
3,261.0 |
110.0 |
3.3% |
85.4 |
2.5% |
97% |
True |
False |
1,671,970 |
10 |
3,499.0 |
3,261.0 |
238.0 |
7.1% |
85.2 |
2.5% |
45% |
False |
False |
1,674,633 |
20 |
3,635.0 |
3,261.0 |
374.0 |
11.1% |
77.8 |
2.3% |
29% |
False |
False |
1,313,662 |
40 |
3,905.0 |
3,261.0 |
644.0 |
19.1% |
66.8 |
2.0% |
17% |
False |
False |
660,918 |
60 |
3,905.0 |
3,261.0 |
644.0 |
19.1% |
61.8 |
1.8% |
17% |
False |
False |
441,036 |
80 |
3,905.0 |
3,261.0 |
644.0 |
19.1% |
66.5 |
2.0% |
17% |
False |
False |
333,692 |
100 |
3,905.0 |
3,261.0 |
644.0 |
19.1% |
67.3 |
2.0% |
17% |
False |
False |
267,604 |
120 |
4,073.0 |
3,261.0 |
812.0 |
24.1% |
72.1 |
2.1% |
13% |
False |
False |
223,167 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,668.5 |
2.618 |
3,554.3 |
1.618 |
3,484.3 |
1.000 |
3,441.0 |
0.618 |
3,414.3 |
HIGH |
3,371.0 |
0.618 |
3,344.3 |
0.500 |
3,336.0 |
0.382 |
3,327.7 |
LOW |
3,301.0 |
0.618 |
3,257.7 |
1.000 |
3,231.0 |
1.618 |
3,187.7 |
2.618 |
3,117.7 |
4.250 |
3,003.5 |
|
|
Fisher Pivots for day following 09-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
3,357.3 |
3,352.0 |
PP |
3,346.7 |
3,336.0 |
S1 |
3,336.0 |
3,320.0 |
|