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 |
958.6 |
979.0 |
20.4 |
2.1% |
942.6 |
High |
982.7 |
991.9 |
9.2 |
0.9% |
982.7 |
Low |
958.6 |
970.0 |
11.4 |
1.2% |
927.5 |
Close |
976.2 |
989.4 |
13.2 |
1.4% |
976.2 |
Range |
24.1 |
21.9 |
-2.2 |
-9.1% |
55.2 |
ATR |
15.6 |
16.1 |
0.4 |
2.9% |
0.0 |
Volume |
2,806 |
1,105 |
-1,701 |
-60.6% |
9,520 |
|
Daily Pivots for day following 14-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,049.5 |
1,041.3 |
1,001.4 |
|
R3 |
1,027.6 |
1,019.4 |
995.4 |
|
R2 |
1,005.7 |
1,005.7 |
993.4 |
|
R1 |
997.5 |
997.5 |
991.4 |
1,001.6 |
PP |
983.8 |
983.8 |
983.8 |
985.8 |
S1 |
975.6 |
975.6 |
987.4 |
979.7 |
S2 |
961.9 |
961.9 |
985.4 |
|
S3 |
940.0 |
953.7 |
983.4 |
|
S4 |
918.1 |
931.8 |
977.4 |
|
|
Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,127.7 |
1,107.2 |
1,006.6 |
|
R3 |
1,072.5 |
1,052.0 |
991.4 |
|
R2 |
1,017.3 |
1,017.3 |
986.3 |
|
R1 |
996.8 |
996.8 |
981.3 |
1,007.1 |
PP |
962.1 |
962.1 |
962.1 |
967.3 |
S1 |
941.6 |
941.6 |
971.1 |
951.9 |
S2 |
906.9 |
906.9 |
966.1 |
|
S3 |
851.7 |
886.4 |
961.0 |
|
S4 |
796.5 |
831.2 |
945.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
991.9 |
927.5 |
64.4 |
6.5% |
18.5 |
1.9% |
96% |
True |
False |
1,762 |
10 |
991.9 |
927.5 |
64.4 |
6.5% |
14.9 |
1.5% |
96% |
True |
False |
1,450 |
20 |
991.9 |
892.0 |
99.9 |
10.1% |
14.1 |
1.4% |
97% |
True |
False |
1,080 |
40 |
991.9 |
877.3 |
114.6 |
11.6% |
13.1 |
1.3% |
98% |
True |
False |
800 |
60 |
991.9 |
870.0 |
121.9 |
12.3% |
11.1 |
1.1% |
98% |
True |
False |
729 |
80 |
991.9 |
870.0 |
121.9 |
12.3% |
10.9 |
1.1% |
98% |
True |
False |
606 |
100 |
1,045.0 |
870.0 |
175.0 |
17.7% |
10.9 |
1.1% |
68% |
False |
False |
566 |
120 |
1,045.0 |
870.0 |
175.0 |
17.7% |
9.8 |
1.0% |
68% |
False |
False |
582 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,085.0 |
2.618 |
1,049.2 |
1.618 |
1,027.3 |
1.000 |
1,013.8 |
0.618 |
1,005.4 |
HIGH |
991.9 |
0.618 |
983.5 |
0.500 |
981.0 |
0.382 |
978.4 |
LOW |
970.0 |
0.618 |
956.5 |
1.000 |
948.1 |
1.618 |
934.6 |
2.618 |
912.7 |
4.250 |
876.9 |
|
|
Fisher Pivots for day following 14-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
986.6 |
982.8 |
PP |
983.8 |
976.3 |
S1 |
981.0 |
969.7 |
|