Trading Metrics calculated at close of trading on 17-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2008 |
17-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
10,961.89 |
11,238.39 |
276.50 |
2.5% |
11,289.19 |
High |
11,244.17 |
11,446.66 |
202.49 |
1.8% |
11,418.24 |
Low |
10,918.33 |
11,209.56 |
291.23 |
2.7% |
10,977.68 |
Close |
11,239.28 |
11,446.66 |
207.38 |
1.8% |
11,100.54 |
Range |
325.84 |
237.10 |
-88.74 |
-27.2% |
440.56 |
ATR |
220.12 |
221.34 |
1.21 |
0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,078.93 |
11,999.89 |
11,577.07 |
|
R3 |
11,841.83 |
11,762.79 |
11,511.86 |
|
R2 |
11,604.73 |
11,604.73 |
11,490.13 |
|
R1 |
11,525.69 |
11,525.69 |
11,468.39 |
11,565.21 |
PP |
11,367.63 |
11,367.63 |
11,367.63 |
11,387.39 |
S1 |
11,288.59 |
11,288.59 |
11,424.93 |
11,328.11 |
S2 |
11,130.53 |
11,130.53 |
11,403.19 |
|
S3 |
10,893.43 |
11,051.49 |
11,381.46 |
|
S4 |
10,656.33 |
10,814.39 |
11,316.26 |
|
|
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 |
11,446.66 |
10,827.71 |
618.95 |
5.4% |
271.54 |
2.4% |
100% |
True |
False |
|
10 |
11,446.66 |
10,827.71 |
618.95 |
5.4% |
249.22 |
2.2% |
100% |
True |
False |
|
20 |
12,114.79 |
10,827.71 |
1,287.08 |
11.2% |
219.69 |
1.9% |
48% |
False |
False |
|
40 |
12,862.47 |
10,827.71 |
2,034.76 |
17.8% |
198.14 |
1.7% |
30% |
False |
False |
|
60 |
13,136.69 |
10,827.71 |
2,308.98 |
20.2% |
185.53 |
1.6% |
27% |
False |
False |
|
80 |
13,136.69 |
10,827.71 |
2,308.98 |
20.2% |
181.89 |
1.6% |
27% |
False |
False |
|
100 |
13,136.69 |
10,827.71 |
2,308.98 |
20.2% |
197.82 |
1.7% |
27% |
False |
False |
|
120 |
13,136.69 |
10,827.71 |
2,308.98 |
20.2% |
202.45 |
1.8% |
27% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,454.34 |
2.618 |
12,067.39 |
1.618 |
11,830.29 |
1.000 |
11,683.76 |
0.618 |
11,593.19 |
HIGH |
11,446.66 |
0.618 |
11,356.09 |
0.500 |
11,328.11 |
0.382 |
11,300.13 |
LOW |
11,209.56 |
0.618 |
11,063.03 |
1.000 |
10,972.46 |
1.618 |
10,825.93 |
2.618 |
10,588.83 |
4.250 |
10,201.89 |
|
|
Fisher Pivots for day following 17-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
11,407.14 |
11,343.50 |
PP |
11,367.63 |
11,240.34 |
S1 |
11,328.11 |
11,137.19 |
|