Trading Metrics calculated at close of trading on 11-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2008 |
11-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
3,309.0 |
3,333.0 |
24.0 |
0.7% |
3,315.0 |
High |
3,354.0 |
3,335.0 |
-19.0 |
-0.6% |
3,371.0 |
Low |
3,287.0 |
3,202.0 |
-85.0 |
-2.6% |
3,202.0 |
Close |
3,301.0 |
3,220.0 |
-81.0 |
-2.5% |
3,220.0 |
Range |
67.0 |
133.0 |
66.0 |
98.5% |
169.0 |
ATR |
77.8 |
81.7 |
3.9 |
5.1% |
0.0 |
Volume |
1,921,646 |
2,156,496 |
234,850 |
12.2% |
8,811,676 |
|
Daily Pivots for day following 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,651.3 |
3,568.7 |
3,293.2 |
|
R3 |
3,518.3 |
3,435.7 |
3,256.6 |
|
R2 |
3,385.3 |
3,385.3 |
3,244.4 |
|
R1 |
3,302.7 |
3,302.7 |
3,232.2 |
3,277.5 |
PP |
3,252.3 |
3,252.3 |
3,252.3 |
3,239.8 |
S1 |
3,169.7 |
3,169.7 |
3,207.8 |
3,144.5 |
S2 |
3,119.3 |
3,119.3 |
3,195.6 |
|
S3 |
2,986.3 |
3,036.7 |
3,183.4 |
|
S4 |
2,853.3 |
2,903.7 |
3,146.9 |
|
|
Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,771.3 |
3,664.7 |
3,313.0 |
|
R3 |
3,602.3 |
3,495.7 |
3,266.5 |
|
R2 |
3,433.3 |
3,433.3 |
3,251.0 |
|
R1 |
3,326.7 |
3,326.7 |
3,235.5 |
3,295.5 |
PP |
3,264.3 |
3,264.3 |
3,264.3 |
3,248.8 |
S1 |
3,157.7 |
3,157.7 |
3,204.5 |
3,126.5 |
S2 |
3,095.3 |
3,095.3 |
3,189.0 |
|
S3 |
2,926.3 |
2,988.7 |
3,173.5 |
|
S4 |
2,757.3 |
2,819.7 |
3,127.1 |
|
|
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 |
3,202.0 |
169.0 |
5.2% |
86.8 |
2.7% |
11% |
False |
True |
1,762,335 |
10 |
3,391.0 |
3,202.0 |
189.0 |
5.9% |
86.8 |
2.7% |
10% |
False |
True |
1,790,011 |
20 |
3,613.0 |
3,202.0 |
411.0 |
12.8% |
79.8 |
2.5% |
4% |
False |
True |
1,508,298 |
40 |
3,905.0 |
3,202.0 |
703.0 |
21.8% |
69.0 |
2.1% |
3% |
False |
True |
762,709 |
60 |
3,905.0 |
3,202.0 |
703.0 |
21.8% |
62.9 |
2.0% |
3% |
False |
True |
508,905 |
80 |
3,905.0 |
3,202.0 |
703.0 |
21.8% |
65.9 |
2.0% |
3% |
False |
True |
383,494 |
100 |
3,905.0 |
3,202.0 |
703.0 |
21.8% |
67.8 |
2.1% |
3% |
False |
True |
308,378 |
120 |
3,905.0 |
3,202.0 |
703.0 |
21.8% |
70.7 |
2.2% |
3% |
False |
True |
257,145 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,900.3 |
2.618 |
3,683.2 |
1.618 |
3,550.2 |
1.000 |
3,468.0 |
0.618 |
3,417.2 |
HIGH |
3,335.0 |
0.618 |
3,284.2 |
0.500 |
3,268.5 |
0.382 |
3,252.8 |
LOW |
3,202.0 |
0.618 |
3,119.8 |
1.000 |
3,069.0 |
1.618 |
2,986.8 |
2.618 |
2,853.8 |
4.250 |
2,636.8 |
|
|
Fisher Pivots for day following 11-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
3,268.5 |
3,286.5 |
PP |
3,252.3 |
3,264.3 |
S1 |
3,236.2 |
3,242.2 |
|