Trading Metrics calculated at close of trading on 09-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2008 |
09-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
1,252.00 |
1,274.50 |
22.50 |
1.8% |
1,281.75 |
High |
1,275.75 |
1,278.75 |
3.00 |
0.2% |
1,294.75 |
Low |
1,236.50 |
1,244.75 |
8.25 |
0.7% |
1,251.75 |
Close |
1,273.75 |
1,248.00 |
-25.75 |
-2.0% |
1,265.00 |
Range |
39.25 |
34.00 |
-5.25 |
-13.4% |
43.00 |
ATR |
24.95 |
25.60 |
0.65 |
2.6% |
0.00 |
Volume |
2,580,560 |
2,751,962 |
171,402 |
6.6% |
10,138,326 |
|
Daily Pivots for day following 09-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,359.25 |
1,337.50 |
1,266.75 |
|
R3 |
1,325.25 |
1,303.50 |
1,257.25 |
|
R2 |
1,291.25 |
1,291.25 |
1,254.25 |
|
R1 |
1,269.50 |
1,269.50 |
1,251.00 |
1,263.50 |
PP |
1,257.25 |
1,257.25 |
1,257.25 |
1,254.00 |
S1 |
1,235.50 |
1,235.50 |
1,245.00 |
1,229.50 |
S2 |
1,223.25 |
1,223.25 |
1,241.75 |
|
S3 |
1,189.25 |
1,201.50 |
1,238.75 |
|
S4 |
1,155.25 |
1,167.50 |
1,229.25 |
|
|
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 |
4.7% |
32.75 |
2.6% |
20% |
False |
False |
2,562,100 |
10 |
1,337.75 |
1,236.50 |
101.25 |
8.1% |
28.75 |
2.3% |
11% |
False |
False |
2,414,782 |
20 |
1,372.00 |
1,236.50 |
135.50 |
10.9% |
25.00 |
2.0% |
8% |
False |
False |
2,025,076 |
40 |
1,442.25 |
1,236.50 |
205.75 |
16.5% |
22.75 |
1.8% |
6% |
False |
False |
1,022,327 |
60 |
1,442.25 |
1,236.50 |
205.75 |
16.5% |
21.75 |
1.7% |
6% |
False |
False |
682,990 |
80 |
1,442.25 |
1,236.50 |
205.75 |
16.5% |
22.00 |
1.8% |
6% |
False |
False |
512,845 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,423.25 |
2.618 |
1,367.75 |
1.618 |
1,333.75 |
1.000 |
1,312.75 |
0.618 |
1,299.75 |
HIGH |
1,278.75 |
0.618 |
1,265.75 |
0.500 |
1,261.75 |
0.382 |
1,257.75 |
LOW |
1,244.75 |
0.618 |
1,223.75 |
1.000 |
1,210.75 |
1.618 |
1,189.75 |
2.618 |
1,155.75 |
4.250 |
1,100.25 |
|
|
Fisher Pivots for day following 09-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
1,261.75 |
1,257.50 |
PP |
1,257.25 |
1,254.50 |
S1 |
1,252.50 |
1,251.25 |
|