Trading Metrics calculated at close of trading on 14-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2008 |
14-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
957.6 |
978.0 |
20.4 |
2.1% |
944.1 |
High |
979.2 |
986.5 |
7.3 |
0.7% |
979.2 |
Low |
953.4 |
964.7 |
11.3 |
1.2% |
923.4 |
Close |
971.0 |
984.1 |
13.1 |
1.3% |
971.0 |
Range |
25.8 |
21.8 |
-4.0 |
-15.5% |
55.8 |
ATR |
19.6 |
19.7 |
0.2 |
0.8% |
0.0 |
Volume |
15,857 |
15,297 |
-560 |
-3.5% |
61,208 |
|
Daily Pivots for day following 14-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,043.8 |
1,035.8 |
996.1 |
|
R3 |
1,022.0 |
1,014.0 |
990.1 |
|
R2 |
1,000.2 |
1,000.2 |
988.1 |
|
R1 |
992.2 |
992.2 |
986.1 |
996.2 |
PP |
978.4 |
978.4 |
978.4 |
980.5 |
S1 |
970.4 |
970.4 |
982.1 |
974.4 |
S2 |
956.6 |
956.6 |
980.1 |
|
S3 |
934.8 |
948.6 |
978.1 |
|
S4 |
913.0 |
926.8 |
972.1 |
|
|
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 |
986.5 |
923.4 |
63.1 |
6.4% |
20.8 |
2.1% |
96% |
True |
False |
14,054 |
10 |
986.5 |
923.4 |
63.1 |
6.4% |
19.1 |
1.9% |
96% |
True |
False |
9,603 |
20 |
986.5 |
884.8 |
101.7 |
10.3% |
19.0 |
1.9% |
98% |
True |
False |
6,581 |
40 |
986.5 |
869.0 |
117.5 |
11.9% |
18.9 |
1.9% |
98% |
True |
False |
4,896 |
60 |
986.5 |
858.8 |
127.7 |
13.0% |
18.5 |
1.9% |
98% |
True |
False |
3,826 |
80 |
986.5 |
858.8 |
127.7 |
13.0% |
19.3 |
2.0% |
98% |
True |
False |
3,279 |
100 |
1,048.0 |
858.8 |
189.2 |
19.2% |
20.3 |
2.1% |
66% |
False |
False |
2,831 |
120 |
1,048.0 |
858.8 |
189.2 |
19.2% |
19.8 |
2.0% |
66% |
False |
False |
2,507 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,079.2 |
2.618 |
1,043.6 |
1.618 |
1,021.8 |
1.000 |
1,008.3 |
0.618 |
1,000.0 |
HIGH |
986.5 |
0.618 |
978.2 |
0.500 |
975.6 |
0.382 |
973.0 |
LOW |
964.7 |
0.618 |
951.2 |
1.000 |
942.9 |
1.618 |
929.4 |
2.618 |
907.6 |
4.250 |
872.1 |
|
|
Fisher Pivots for day following 14-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
981.3 |
976.6 |
PP |
978.4 |
969.0 |
S1 |
975.6 |
961.5 |
|