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 |
3,354.0 |
3,272.0 |
-82.0 |
-2.4% |
3,348.0 |
High |
3,354.0 |
3,295.0 |
-59.0 |
-1.8% |
3,392.0 |
Low |
3,230.0 |
3,231.0 |
1.0 |
0.0% |
3,230.0 |
Close |
3,243.0 |
3,265.0 |
22.0 |
0.7% |
3,243.0 |
Range |
124.0 |
64.0 |
-60.0 |
-48.4% |
162.0 |
ATR |
76.4 |
75.5 |
-0.9 |
-1.2% |
0.0 |
Volume |
1,820 |
35,416 |
33,596 |
1,845.9% |
7,833 |
|
Daily Pivots for day following 14-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,455.7 |
3,424.3 |
3,300.2 |
|
R3 |
3,391.7 |
3,360.3 |
3,282.6 |
|
R2 |
3,327.7 |
3,327.7 |
3,276.7 |
|
R1 |
3,296.3 |
3,296.3 |
3,270.9 |
3,280.0 |
PP |
3,263.7 |
3,263.7 |
3,263.7 |
3,255.5 |
S1 |
3,232.3 |
3,232.3 |
3,259.1 |
3,216.0 |
S2 |
3,199.7 |
3,199.7 |
3,253.3 |
|
S3 |
3,135.7 |
3,168.3 |
3,247.4 |
|
S4 |
3,071.7 |
3,104.3 |
3,229.8 |
|
|
Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,774.3 |
3,670.7 |
3,332.1 |
|
R3 |
3,612.3 |
3,508.7 |
3,287.6 |
|
R2 |
3,450.3 |
3,450.3 |
3,272.7 |
|
R1 |
3,346.7 |
3,346.7 |
3,257.9 |
3,317.5 |
PP |
3,288.3 |
3,288.3 |
3,288.3 |
3,273.8 |
S1 |
3,184.7 |
3,184.7 |
3,228.2 |
3,155.5 |
S2 |
3,126.3 |
3,126.3 |
3,213.3 |
|
S3 |
2,964.3 |
3,022.7 |
3,198.5 |
|
S4 |
2,802.3 |
2,860.7 |
3,153.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,392.0 |
3,230.0 |
162.0 |
5.0% |
78.0 |
2.4% |
22% |
False |
False |
8,200 |
10 |
3,395.0 |
3,230.0 |
165.0 |
5.1% |
82.1 |
2.5% |
21% |
False |
False |
4,739 |
20 |
3,640.0 |
3,230.0 |
410.0 |
12.6% |
72.8 |
2.2% |
9% |
False |
False |
8,181 |
40 |
3,898.0 |
3,230.0 |
668.0 |
20.5% |
63.2 |
1.9% |
5% |
False |
False |
6,590 |
60 |
3,931.0 |
3,230.0 |
701.0 |
21.5% |
54.6 |
1.7% |
5% |
False |
False |
4,711 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,567.0 |
2.618 |
3,462.6 |
1.618 |
3,398.6 |
1.000 |
3,359.0 |
0.618 |
3,334.6 |
HIGH |
3,295.0 |
0.618 |
3,270.6 |
0.500 |
3,263.0 |
0.382 |
3,255.4 |
LOW |
3,231.0 |
0.618 |
3,191.4 |
1.000 |
3,167.0 |
1.618 |
3,127.4 |
2.618 |
3,063.4 |
4.250 |
2,959.0 |
|
|
Fisher Pivots for day following 14-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
3,264.3 |
3,301.0 |
PP |
3,263.7 |
3,289.0 |
S1 |
3,263.0 |
3,277.0 |
|