Trading Metrics calculated at close of trading on 10-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2008 |
10-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
11,381.93 |
11,148.01 |
-233.92 |
-2.1% |
11,345.70 |
High |
11,418.24 |
11,270.30 |
-147.94 |
-1.3% |
11,437.30 |
Low |
11,141.99 |
11,086.95 |
-55.04 |
-0.5% |
11,157.21 |
Close |
11,147.44 |
11,229.02 |
81.58 |
0.7% |
11,288.54 |
Range |
276.25 |
183.35 |
-92.90 |
-33.6% |
280.09 |
ATR |
199.78 |
198.61 |
-1.17 |
-0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,745.47 |
11,670.60 |
11,329.86 |
|
R3 |
11,562.12 |
11,487.25 |
11,279.44 |
|
R2 |
11,378.77 |
11,378.77 |
11,262.63 |
|
R1 |
11,303.90 |
11,303.90 |
11,245.83 |
11,341.34 |
PP |
11,195.42 |
11,195.42 |
11,195.42 |
11,214.14 |
S1 |
11,120.55 |
11,120.55 |
11,212.21 |
11,157.99 |
S2 |
11,012.07 |
11,012.07 |
11,195.41 |
|
S3 |
10,828.72 |
10,937.20 |
11,178.60 |
|
S4 |
10,645.37 |
10,753.85 |
11,128.18 |
|
|
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 |
11,418.24 |
11,086.95 |
331.29 |
3.0% |
226.90 |
2.0% |
43% |
False |
True |
|
10 |
11,808.73 |
11,086.95 |
721.78 |
6.4% |
227.10 |
2.0% |
20% |
False |
True |
|
20 |
12,322.82 |
11,086.95 |
1,235.87 |
11.0% |
191.96 |
1.7% |
11% |
False |
True |
|
40 |
13,136.69 |
11,086.95 |
2,049.74 |
18.3% |
185.15 |
1.6% |
7% |
False |
True |
|
60 |
13,136.69 |
11,086.95 |
2,049.74 |
18.3% |
177.62 |
1.6% |
7% |
False |
True |
|
80 |
13,136.69 |
11,086.95 |
2,049.74 |
18.3% |
183.01 |
1.6% |
7% |
False |
True |
|
100 |
13,136.69 |
11,086.95 |
2,049.74 |
18.3% |
196.04 |
1.7% |
7% |
False |
True |
|
120 |
13,136.69 |
11,086.95 |
2,049.74 |
18.3% |
206.71 |
1.8% |
7% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,049.54 |
2.618 |
11,750.31 |
1.618 |
11,566.96 |
1.000 |
11,453.65 |
0.618 |
11,383.61 |
HIGH |
11,270.30 |
0.618 |
11,200.26 |
0.500 |
11,178.63 |
0.382 |
11,156.99 |
LOW |
11,086.95 |
0.618 |
10,973.64 |
1.000 |
10,903.60 |
1.618 |
10,790.29 |
2.618 |
10,606.94 |
4.250 |
10,307.71 |
|
|
Fisher Pivots for day following 10-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
11,212.22 |
11,252.60 |
PP |
11,195.42 |
11,244.74 |
S1 |
11,178.63 |
11,236.88 |
|