Trading Metrics calculated at close of trading on 08-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2008 |
08-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
11,289.19 |
11,225.03 |
-64.16 |
-0.6% |
11,345.70 |
High |
11,399.11 |
11,391.13 |
-7.98 |
-0.1% |
11,437.30 |
Low |
11,120.74 |
11,174.88 |
54.14 |
0.5% |
11,157.21 |
Close |
11,231.96 |
11,384.21 |
152.25 |
1.4% |
11,288.54 |
Range |
278.37 |
216.25 |
-62.12 |
-22.3% |
280.09 |
ATR |
192.18 |
193.90 |
1.72 |
0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,965.49 |
11,891.10 |
11,503.15 |
|
R3 |
11,749.24 |
11,674.85 |
11,443.68 |
|
R2 |
11,532.99 |
11,532.99 |
11,423.86 |
|
R1 |
11,458.60 |
11,458.60 |
11,404.03 |
11,495.80 |
PP |
11,316.74 |
11,316.74 |
11,316.74 |
11,335.34 |
S1 |
11,242.35 |
11,242.35 |
11,364.39 |
11,279.55 |
S2 |
11,100.49 |
11,100.49 |
11,344.56 |
|
S3 |
10,884.24 |
11,026.10 |
11,324.74 |
|
S4 |
10,667.99 |
10,809.85 |
11,265.27 |
|
|
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 |
11,434.12 |
11,120.74 |
313.38 |
2.8% |
223.82 |
2.0% |
84% |
False |
False |
|
10 |
11,924.19 |
11,120.74 |
803.45 |
7.1% |
212.51 |
1.9% |
33% |
False |
False |
|
20 |
12,369.23 |
11,120.74 |
1,248.49 |
11.0% |
187.47 |
1.6% |
21% |
False |
False |
|
40 |
13,136.69 |
11,120.74 |
2,015.95 |
17.7% |
180.51 |
1.6% |
13% |
False |
False |
|
60 |
13,136.69 |
11,120.74 |
2,015.95 |
17.7% |
173.38 |
1.5% |
13% |
False |
False |
|
80 |
13,136.69 |
11,120.74 |
2,015.95 |
17.7% |
185.77 |
1.6% |
13% |
False |
False |
|
100 |
13,136.69 |
11,120.74 |
2,015.95 |
17.7% |
194.39 |
1.7% |
13% |
False |
False |
|
120 |
13,136.69 |
11,120.74 |
2,015.95 |
17.7% |
207.99 |
1.8% |
13% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,310.19 |
2.618 |
11,957.27 |
1.618 |
11,741.02 |
1.000 |
11,607.38 |
0.618 |
11,524.77 |
HIGH |
11,391.13 |
0.618 |
11,308.52 |
0.500 |
11,283.01 |
0.382 |
11,257.49 |
LOW |
11,174.88 |
0.618 |
11,041.24 |
1.000 |
10,958.63 |
1.618 |
10,824.99 |
2.618 |
10,608.74 |
4.250 |
10,255.82 |
|
|
Fisher Pivots for day following 08-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
11,350.48 |
11,342.78 |
PP |
11,316.74 |
11,301.35 |
S1 |
11,283.01 |
11,259.93 |
|