Trading Metrics calculated at close of trading on 11-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2008 |
11-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
11,148.01 |
11,226.17 |
78.16 |
0.7% |
11,289.19 |
High |
11,270.30 |
11,241.07 |
-29.23 |
-0.3% |
11,418.24 |
Low |
11,086.95 |
10,977.68 |
-109.27 |
-1.0% |
10,977.68 |
Close |
11,229.02 |
11,100.54 |
-128.48 |
-1.1% |
11,100.54 |
Range |
183.35 |
263.39 |
80.04 |
43.7% |
440.56 |
ATR |
198.61 |
203.24 |
4.63 |
2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,896.60 |
11,761.96 |
11,245.40 |
|
R3 |
11,633.21 |
11,498.57 |
11,172.97 |
|
R2 |
11,369.82 |
11,369.82 |
11,148.83 |
|
R1 |
11,235.18 |
11,235.18 |
11,124.68 |
11,170.81 |
PP |
11,106.43 |
11,106.43 |
11,106.43 |
11,074.24 |
S1 |
10,971.79 |
10,971.79 |
11,076.40 |
10,907.42 |
S2 |
10,843.04 |
10,843.04 |
11,052.25 |
|
S3 |
10,579.65 |
10,708.40 |
11,028.11 |
|
S4 |
10,316.26 |
10,445.01 |
10,955.68 |
|
|
Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,487.17 |
12,234.41 |
11,342.85 |
|
R3 |
12,046.61 |
11,793.85 |
11,221.69 |
|
R2 |
11,606.05 |
11,606.05 |
11,181.31 |
|
R1 |
11,353.29 |
11,353.29 |
11,140.92 |
11,259.39 |
PP |
11,165.49 |
11,165.49 |
11,165.49 |
11,118.54 |
S1 |
10,912.73 |
10,912.73 |
11,060.16 |
10,818.83 |
S2 |
10,724.93 |
10,724.93 |
11,019.77 |
|
S3 |
10,284.37 |
10,472.17 |
10,979.39 |
|
S4 |
9,843.81 |
10,031.61 |
10,858.23 |
|
|
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 |
10,977.68 |
440.56 |
4.0% |
243.52 |
2.2% |
28% |
False |
True |
|
10 |
11,485.25 |
10,977.68 |
507.57 |
4.6% |
217.91 |
2.0% |
24% |
False |
True |
|
20 |
12,322.82 |
10,977.68 |
1,345.14 |
12.1% |
195.51 |
1.8% |
9% |
False |
True |
|
40 |
13,136.69 |
10,977.68 |
2,159.01 |
19.4% |
187.53 |
1.7% |
6% |
False |
True |
|
60 |
13,136.69 |
10,977.68 |
2,159.01 |
19.4% |
177.77 |
1.6% |
6% |
False |
True |
|
80 |
13,136.69 |
10,977.68 |
2,159.01 |
19.4% |
181.09 |
1.6% |
6% |
False |
True |
|
100 |
13,136.69 |
10,977.68 |
2,159.01 |
19.4% |
196.66 |
1.8% |
6% |
False |
True |
|
120 |
13,136.69 |
10,977.68 |
2,159.01 |
19.4% |
206.25 |
1.9% |
6% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,360.48 |
2.618 |
11,930.63 |
1.618 |
11,667.24 |
1.000 |
11,504.46 |
0.618 |
11,403.85 |
HIGH |
11,241.07 |
0.618 |
11,140.46 |
0.500 |
11,109.38 |
0.382 |
11,078.29 |
LOW |
10,977.68 |
0.618 |
10,814.90 |
1.000 |
10,714.29 |
1.618 |
10,551.51 |
2.618 |
10,288.12 |
4.250 |
9,858.27 |
|
|
Fisher Pivots for day following 11-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
11,109.38 |
11,197.96 |
PP |
11,106.43 |
11,165.49 |
S1 |
11,103.49 |
11,133.01 |
|