Trading Metrics calculated at close of trading on 07-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2008 |
07-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
11,216.00 |
11,289.19 |
73.19 |
0.7% |
11,345.70 |
High |
11,337.48 |
11,399.11 |
61.63 |
0.5% |
11,437.30 |
Low |
11,157.21 |
11,120.74 |
-36.47 |
-0.3% |
11,157.21 |
Close |
11,288.54 |
11,231.96 |
-56.58 |
-0.5% |
11,288.54 |
Range |
180.27 |
278.37 |
98.10 |
54.4% |
280.09 |
ATR |
185.55 |
192.18 |
6.63 |
3.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,085.71 |
11,937.21 |
11,385.06 |
|
R3 |
11,807.34 |
11,658.84 |
11,308.51 |
|
R2 |
11,528.97 |
11,528.97 |
11,282.99 |
|
R1 |
11,380.47 |
11,380.47 |
11,257.48 |
11,315.54 |
PP |
11,250.60 |
11,250.60 |
11,250.60 |
11,218.14 |
S1 |
11,102.10 |
11,102.10 |
11,206.44 |
11,037.17 |
S2 |
10,972.23 |
10,972.23 |
11,180.93 |
|
S3 |
10,693.86 |
10,823.73 |
11,155.41 |
|
S4 |
10,415.49 |
10,545.36 |
11,078.86 |
|
|
Weekly Pivots for week ending 04-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,134.62 |
11,991.67 |
11,442.59 |
|
R3 |
11,854.53 |
11,711.58 |
11,365.56 |
|
R2 |
11,574.44 |
11,574.44 |
11,339.89 |
|
R1 |
11,431.49 |
11,431.49 |
11,314.21 |
11,362.92 |
PP |
11,294.35 |
11,294.35 |
11,294.35 |
11,260.07 |
S1 |
11,151.40 |
11,151.40 |
11,262.87 |
11,082.83 |
S2 |
11,014.26 |
11,014.26 |
11,237.19 |
|
S3 |
10,734.17 |
10,871.31 |
11,211.52 |
|
S4 |
10,454.08 |
10,591.22 |
11,134.49 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,437.30 |
11,120.74 |
316.56 |
2.8% |
210.52 |
1.9% |
35% |
False |
True |
|
10 |
11,924.19 |
11,120.74 |
803.45 |
7.2% |
198.05 |
1.8% |
14% |
False |
True |
|
20 |
12,369.23 |
11,120.74 |
1,248.49 |
11.1% |
183.48 |
1.6% |
9% |
False |
True |
|
40 |
13,136.69 |
11,120.74 |
2,015.95 |
17.9% |
178.77 |
1.6% |
6% |
False |
True |
|
60 |
13,136.69 |
11,120.74 |
2,015.95 |
17.9% |
174.41 |
1.6% |
6% |
False |
True |
|
80 |
13,136.69 |
11,120.74 |
2,015.95 |
17.9% |
187.31 |
1.7% |
6% |
False |
True |
|
100 |
13,136.69 |
11,120.74 |
2,015.95 |
17.9% |
194.28 |
1.7% |
6% |
False |
True |
|
120 |
13,136.69 |
11,120.74 |
2,015.95 |
17.9% |
208.59 |
1.9% |
6% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,582.18 |
2.618 |
12,127.88 |
1.618 |
11,849.51 |
1.000 |
11,677.48 |
0.618 |
11,571.14 |
HIGH |
11,399.11 |
0.618 |
11,292.77 |
0.500 |
11,259.93 |
0.382 |
11,227.08 |
LOW |
11,120.74 |
0.618 |
10,948.71 |
1.000 |
10,842.37 |
1.618 |
10,670.34 |
2.618 |
10,391.97 |
4.250 |
9,937.67 |
|
|
Fisher Pivots for day following 07-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
11,259.93 |
11,277.43 |
PP |
11,250.60 |
11,262.27 |
S1 |
11,241.28 |
11,247.12 |
|