Trading Metrics calculated at close of trading on 14-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2008 |
14-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
11,226.17 |
11,103.64 |
-122.53 |
-1.1% |
11,289.19 |
High |
11,241.07 |
11,239.04 |
-2.03 |
0.0% |
11,418.24 |
Low |
10,977.68 |
11,003.65 |
25.97 |
0.2% |
10,977.68 |
Close |
11,100.54 |
11,055.19 |
-45.35 |
-0.4% |
11,100.54 |
Range |
263.39 |
235.39 |
-28.00 |
-10.6% |
440.56 |
ATR |
203.24 |
205.53 |
2.30 |
1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,805.46 |
11,665.72 |
11,184.65 |
|
R3 |
11,570.07 |
11,430.33 |
11,119.92 |
|
R2 |
11,334.68 |
11,334.68 |
11,098.34 |
|
R1 |
11,194.94 |
11,194.94 |
11,076.77 |
11,147.12 |
PP |
11,099.29 |
11,099.29 |
11,099.29 |
11,075.38 |
S1 |
10,959.55 |
10,959.55 |
11,033.61 |
10,911.73 |
S2 |
10,863.90 |
10,863.90 |
11,012.04 |
|
S3 |
10,628.51 |
10,724.16 |
10,990.46 |
|
S4 |
10,393.12 |
10,488.77 |
10,925.73 |
|
|
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% |
234.93 |
2.1% |
18% |
False |
False |
|
10 |
11,437.30 |
10,977.68 |
459.62 |
4.2% |
222.72 |
2.0% |
17% |
False |
False |
|
20 |
12,322.82 |
10,977.68 |
1,345.14 |
12.2% |
199.00 |
1.8% |
6% |
False |
False |
|
40 |
13,136.69 |
10,977.68 |
2,159.01 |
19.5% |
189.81 |
1.7% |
4% |
False |
False |
|
60 |
13,136.69 |
10,977.68 |
2,159.01 |
19.5% |
180.14 |
1.6% |
4% |
False |
False |
|
80 |
13,136.69 |
10,977.68 |
2,159.01 |
19.5% |
179.45 |
1.6% |
4% |
False |
False |
|
100 |
13,136.69 |
10,977.68 |
2,159.01 |
19.5% |
196.65 |
1.8% |
4% |
False |
False |
|
120 |
13,136.69 |
10,977.68 |
2,159.01 |
19.5% |
204.39 |
1.8% |
4% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,239.45 |
2.618 |
11,855.29 |
1.618 |
11,619.90 |
1.000 |
11,474.43 |
0.618 |
11,384.51 |
HIGH |
11,239.04 |
0.618 |
11,149.12 |
0.500 |
11,121.35 |
0.382 |
11,093.57 |
LOW |
11,003.65 |
0.618 |
10,858.18 |
1.000 |
10,768.26 |
1.618 |
10,622.79 |
2.618 |
10,387.40 |
4.250 |
10,003.24 |
|
|
Fisher Pivots for day following 14-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
11,121.35 |
11,123.99 |
PP |
11,099.29 |
11,101.06 |
S1 |
11,077.24 |
11,078.12 |
|