Trading Metrics calculated at close of trading on 15-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2008 |
15-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
11,103.64 |
11,050.80 |
-52.84 |
-0.5% |
11,289.19 |
High |
11,239.04 |
11,123.67 |
-115.37 |
-1.0% |
11,418.24 |
Low |
11,003.65 |
10,827.71 |
-175.94 |
-1.6% |
10,977.68 |
Close |
11,055.19 |
10,962.54 |
-92.65 |
-0.8% |
11,100.54 |
Range |
235.39 |
295.96 |
60.57 |
25.7% |
440.56 |
ATR |
205.53 |
211.99 |
6.46 |
3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,859.19 |
11,706.82 |
11,125.32 |
|
R3 |
11,563.23 |
11,410.86 |
11,043.93 |
|
R2 |
11,267.27 |
11,267.27 |
11,016.80 |
|
R1 |
11,114.90 |
11,114.90 |
10,989.67 |
11,043.11 |
PP |
10,971.31 |
10,971.31 |
10,971.31 |
10,935.41 |
S1 |
10,818.94 |
10,818.94 |
10,935.41 |
10,747.15 |
S2 |
10,675.35 |
10,675.35 |
10,908.28 |
|
S3 |
10,379.39 |
10,522.98 |
10,881.15 |
|
S4 |
10,083.43 |
10,227.02 |
10,799.76 |
|
|
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 |
10,827.71 |
590.53 |
5.4% |
250.87 |
2.3% |
23% |
False |
True |
|
10 |
11,434.12 |
10,827.71 |
606.41 |
5.5% |
237.35 |
2.2% |
22% |
False |
True |
|
20 |
12,322.82 |
10,827.71 |
1,495.11 |
13.6% |
208.42 |
1.9% |
9% |
False |
True |
|
40 |
13,136.69 |
10,827.71 |
2,308.98 |
21.1% |
194.49 |
1.8% |
6% |
False |
True |
|
60 |
13,136.69 |
10,827.71 |
2,308.98 |
21.1% |
180.62 |
1.6% |
6% |
False |
True |
|
80 |
13,136.69 |
10,827.71 |
2,308.98 |
21.1% |
179.64 |
1.6% |
6% |
False |
True |
|
100 |
13,136.69 |
10,827.71 |
2,308.98 |
21.1% |
197.05 |
1.8% |
6% |
False |
True |
|
120 |
13,136.69 |
10,827.71 |
2,308.98 |
21.1% |
201.59 |
1.8% |
6% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,381.50 |
2.618 |
11,898.49 |
1.618 |
11,602.53 |
1.000 |
11,419.63 |
0.618 |
11,306.57 |
HIGH |
11,123.67 |
0.618 |
11,010.61 |
0.500 |
10,975.69 |
0.382 |
10,940.77 |
LOW |
10,827.71 |
0.618 |
10,644.81 |
1.000 |
10,531.75 |
1.618 |
10,348.85 |
2.618 |
10,052.89 |
4.250 |
9,569.88 |
|
|
Fisher Pivots for day following 15-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
10,975.69 |
11,034.39 |
PP |
10,971.31 |
11,010.44 |
S1 |
10,966.92 |
10,986.49 |
|