Trading Metrics calculated at close of trading on 08-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2008 |
08-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
1,258.50 |
1,252.00 |
-6.50 |
-0.5% |
1,281.75 |
High |
1,275.00 |
1,275.75 |
0.75 |
0.1% |
1,294.75 |
Low |
1,240.75 |
1,236.50 |
-4.25 |
-0.3% |
1,251.75 |
Close |
1,251.75 |
1,273.75 |
22.00 |
1.8% |
1,265.00 |
Range |
34.25 |
39.25 |
5.00 |
14.6% |
43.00 |
ATR |
23.85 |
24.95 |
1.10 |
4.6% |
0.00 |
Volume |
1,847,255 |
2,580,560 |
733,305 |
39.7% |
10,138,326 |
|
Daily Pivots for day following 08-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,379.75 |
1,366.00 |
1,295.25 |
|
R3 |
1,340.50 |
1,326.75 |
1,284.50 |
|
R2 |
1,301.25 |
1,301.25 |
1,281.00 |
|
R1 |
1,287.50 |
1,287.50 |
1,277.25 |
1,294.50 |
PP |
1,262.00 |
1,262.00 |
1,262.00 |
1,265.50 |
S1 |
1,248.25 |
1,248.25 |
1,270.25 |
1,255.00 |
S2 |
1,222.75 |
1,222.75 |
1,266.50 |
|
S3 |
1,183.50 |
1,209.00 |
1,263.00 |
|
S4 |
1,144.25 |
1,169.75 |
1,252.25 |
|
|
Weekly Pivots for week ending 04-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,399.50 |
1,375.25 |
1,288.75 |
|
R3 |
1,356.50 |
1,332.25 |
1,276.75 |
|
R2 |
1,313.50 |
1,313.50 |
1,273.00 |
|
R1 |
1,289.25 |
1,289.25 |
1,269.00 |
1,280.00 |
PP |
1,270.50 |
1,270.50 |
1,270.50 |
1,265.75 |
S1 |
1,246.25 |
1,246.25 |
1,261.00 |
1,237.00 |
S2 |
1,227.50 |
1,227.50 |
1,257.00 |
|
S3 |
1,184.50 |
1,203.25 |
1,253.25 |
|
S4 |
1,141.50 |
1,160.25 |
1,241.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,294.75 |
1,236.50 |
58.25 |
4.6% |
31.00 |
2.4% |
64% |
False |
True |
2,445,481 |
10 |
1,337.75 |
1,236.50 |
101.25 |
7.9% |
27.50 |
2.2% |
37% |
False |
True |
2,284,784 |
20 |
1,372.00 |
1,236.50 |
135.50 |
10.6% |
24.25 |
1.9% |
27% |
False |
True |
1,891,289 |
40 |
1,442.25 |
1,236.50 |
205.75 |
16.2% |
22.25 |
1.7% |
18% |
False |
True |
953,618 |
60 |
1,442.25 |
1,236.50 |
205.75 |
16.2% |
21.50 |
1.7% |
18% |
False |
True |
637,130 |
80 |
1,442.25 |
1,236.50 |
205.75 |
16.2% |
22.25 |
1.7% |
18% |
False |
True |
478,446 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,442.50 |
2.618 |
1,378.50 |
1.618 |
1,339.25 |
1.000 |
1,315.00 |
0.618 |
1,300.00 |
HIGH |
1,275.75 |
0.618 |
1,260.75 |
0.500 |
1,256.00 |
0.382 |
1,251.50 |
LOW |
1,236.50 |
0.618 |
1,212.25 |
1.000 |
1,197.25 |
1.618 |
1,173.00 |
2.618 |
1,133.75 |
4.250 |
1,069.75 |
|
|
Fisher Pivots for day following 08-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
1,268.00 |
1,268.00 |
PP |
1,262.00 |
1,262.00 |
S1 |
1,256.00 |
1,256.00 |
|