Trading Metrics calculated at close of trading on 09-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2008 |
09-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
11,225.03 |
11,381.93 |
156.90 |
1.4% |
11,345.70 |
High |
11,391.13 |
11,418.24 |
27.11 |
0.2% |
11,437.30 |
Low |
11,174.88 |
11,141.99 |
-32.89 |
-0.3% |
11,157.21 |
Close |
11,384.21 |
11,147.44 |
-236.77 |
-2.1% |
11,288.54 |
Range |
216.25 |
276.25 |
60.00 |
27.7% |
280.09 |
ATR |
193.90 |
199.78 |
5.88 |
3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,064.64 |
11,882.29 |
11,299.38 |
|
R3 |
11,788.39 |
11,606.04 |
11,223.41 |
|
R2 |
11,512.14 |
11,512.14 |
11,198.09 |
|
R1 |
11,329.79 |
11,329.79 |
11,172.76 |
11,282.84 |
PP |
11,235.89 |
11,235.89 |
11,235.89 |
11,212.42 |
S1 |
11,053.54 |
11,053.54 |
11,122.12 |
11,006.59 |
S2 |
10,959.64 |
10,959.64 |
11,096.79 |
|
S3 |
10,683.39 |
10,777.29 |
11,071.47 |
|
S4 |
10,407.14 |
10,501.04 |
10,995.50 |
|
|
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% |
234.18 |
2.1% |
9% |
False |
False |
|
10 |
11,924.19 |
11,120.74 |
803.45 |
7.2% |
222.25 |
2.0% |
3% |
False |
False |
|
20 |
12,322.82 |
11,120.74 |
1,202.08 |
10.8% |
193.17 |
1.7% |
2% |
False |
False |
|
40 |
13,136.69 |
11,120.74 |
2,015.95 |
18.1% |
183.33 |
1.6% |
1% |
False |
False |
|
60 |
13,136.69 |
11,120.74 |
2,015.95 |
18.1% |
176.53 |
1.6% |
1% |
False |
False |
|
80 |
13,136.69 |
11,120.74 |
2,015.95 |
18.1% |
184.71 |
1.7% |
1% |
False |
False |
|
100 |
13,136.69 |
11,120.74 |
2,015.95 |
18.1% |
195.19 |
1.8% |
1% |
False |
False |
|
120 |
13,136.69 |
11,120.74 |
2,015.95 |
18.1% |
208.45 |
1.9% |
1% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,592.30 |
2.618 |
12,141.46 |
1.618 |
11,865.21 |
1.000 |
11,694.49 |
0.618 |
11,588.96 |
HIGH |
11,418.24 |
0.618 |
11,312.71 |
0.500 |
11,280.12 |
0.382 |
11,247.52 |
LOW |
11,141.99 |
0.618 |
10,971.27 |
1.000 |
10,865.74 |
1.618 |
10,695.02 |
2.618 |
10,418.77 |
4.250 |
9,967.93 |
|
|
Fisher Pivots for day following 09-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
11,280.12 |
11,269.49 |
PP |
11,235.89 |
11,228.81 |
S1 |
11,191.67 |
11,188.12 |
|