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 |
939.7 |
957.6 |
17.9 |
1.9% |
944.1 |
High |
959.3 |
979.2 |
19.9 |
2.1% |
979.2 |
Low |
936.5 |
953.4 |
16.9 |
1.8% |
923.4 |
Close |
952.1 |
971.0 |
18.9 |
2.0% |
971.0 |
Range |
22.8 |
25.8 |
3.0 |
13.2% |
55.8 |
ATR |
19.0 |
19.6 |
0.6 |
3.0% |
0.0 |
Volume |
15,530 |
15,857 |
327 |
2.1% |
61,208 |
|
Daily Pivots for day following 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,045.3 |
1,033.9 |
985.2 |
|
R3 |
1,019.5 |
1,008.1 |
978.1 |
|
R2 |
993.7 |
993.7 |
975.7 |
|
R1 |
982.3 |
982.3 |
973.4 |
988.0 |
PP |
967.9 |
967.9 |
967.9 |
970.7 |
S1 |
956.5 |
956.5 |
968.6 |
962.2 |
S2 |
942.1 |
942.1 |
966.3 |
|
S3 |
916.3 |
930.7 |
963.9 |
|
S4 |
890.5 |
904.9 |
956.8 |
|
|
Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,125.3 |
1,103.9 |
1,001.7 |
|
R3 |
1,069.5 |
1,048.1 |
986.3 |
|
R2 |
1,013.7 |
1,013.7 |
981.2 |
|
R1 |
992.3 |
992.3 |
976.1 |
1,003.0 |
PP |
957.9 |
957.9 |
957.9 |
963.2 |
S1 |
936.5 |
936.5 |
965.9 |
947.2 |
S2 |
902.1 |
902.1 |
960.8 |
|
S3 |
846.3 |
880.7 |
955.7 |
|
S4 |
790.5 |
824.9 |
940.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
979.2 |
923.4 |
55.8 |
5.7% |
20.1 |
2.1% |
85% |
True |
False |
12,241 |
10 |
979.2 |
923.4 |
55.8 |
5.7% |
18.7 |
1.9% |
85% |
True |
False |
8,958 |
20 |
979.2 |
879.3 |
99.9 |
10.3% |
19.3 |
2.0% |
92% |
True |
False |
5,939 |
40 |
979.2 |
869.0 |
110.2 |
11.3% |
18.7 |
1.9% |
93% |
True |
False |
4,553 |
60 |
979.2 |
858.8 |
120.4 |
12.4% |
18.4 |
1.9% |
93% |
True |
False |
3,594 |
80 |
979.2 |
858.8 |
120.4 |
12.4% |
19.3 |
2.0% |
93% |
True |
False |
3,107 |
100 |
1,048.0 |
858.8 |
189.2 |
19.5% |
20.2 |
2.1% |
59% |
False |
False |
2,687 |
120 |
1,048.0 |
858.8 |
189.2 |
19.5% |
19.7 |
2.0% |
59% |
False |
False |
2,387 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,088.9 |
2.618 |
1,046.7 |
1.618 |
1,020.9 |
1.000 |
1,005.0 |
0.618 |
995.1 |
HIGH |
979.2 |
0.618 |
969.3 |
0.500 |
966.3 |
0.382 |
963.3 |
LOW |
953.4 |
0.618 |
937.5 |
1.000 |
927.6 |
1.618 |
911.7 |
2.618 |
885.9 |
4.250 |
843.8 |
|
|
Fisher Pivots for day following 11-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
969.4 |
965.1 |
PP |
967.9 |
959.1 |
S1 |
966.3 |
953.2 |
|