Trading Metrics calculated at close of trading on 10-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2008 |
10-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
1,274.50 |
1,249.00 |
-25.50 |
-2.0% |
1,281.75 |
High |
1,278.75 |
1,259.25 |
-19.50 |
-1.5% |
1,294.75 |
Low |
1,244.75 |
1,237.00 |
-7.75 |
-0.6% |
1,251.75 |
Close |
1,248.00 |
1,254.50 |
6.50 |
0.5% |
1,265.00 |
Range |
34.00 |
22.25 |
-11.75 |
-34.6% |
43.00 |
ATR |
25.60 |
25.36 |
-0.24 |
-0.9% |
0.00 |
Volume |
2,751,962 |
2,405,025 |
-346,937 |
-12.6% |
10,138,326 |
|
Daily Pivots for day following 10-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,317.00 |
1,308.00 |
1,266.75 |
|
R3 |
1,294.75 |
1,285.75 |
1,260.50 |
|
R2 |
1,272.50 |
1,272.50 |
1,258.50 |
|
R1 |
1,263.50 |
1,263.50 |
1,256.50 |
1,268.00 |
PP |
1,250.25 |
1,250.25 |
1,250.25 |
1,252.50 |
S1 |
1,241.25 |
1,241.25 |
1,252.50 |
1,245.75 |
S2 |
1,228.00 |
1,228.00 |
1,250.50 |
|
S3 |
1,205.75 |
1,219.00 |
1,248.50 |
|
S4 |
1,183.50 |
1,196.75 |
1,242.25 |
|
|
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 |
1,278.75 |
1,236.50 |
42.25 |
3.4% |
30.25 |
2.4% |
43% |
False |
False |
2,403,262 |
10 |
1,322.25 |
1,236.50 |
85.75 |
6.8% |
28.50 |
2.3% |
21% |
False |
False |
2,443,766 |
20 |
1,372.00 |
1,236.50 |
135.50 |
10.8% |
24.75 |
2.0% |
13% |
False |
False |
2,137,605 |
40 |
1,442.25 |
1,236.50 |
205.75 |
16.4% |
22.75 |
1.8% |
9% |
False |
False |
1,082,363 |
60 |
1,442.25 |
1,236.50 |
205.75 |
16.4% |
21.50 |
1.7% |
9% |
False |
False |
723,033 |
80 |
1,442.25 |
1,236.50 |
205.75 |
16.4% |
22.25 |
1.8% |
9% |
False |
False |
542,908 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,353.75 |
2.618 |
1,317.50 |
1.618 |
1,295.25 |
1.000 |
1,281.50 |
0.618 |
1,273.00 |
HIGH |
1,259.25 |
0.618 |
1,250.75 |
0.500 |
1,248.00 |
0.382 |
1,245.50 |
LOW |
1,237.00 |
0.618 |
1,223.25 |
1.000 |
1,214.75 |
1.618 |
1,201.00 |
2.618 |
1,178.75 |
4.250 |
1,142.50 |
|
|
Fisher Pivots for day following 10-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
1,252.50 |
1,257.50 |
PP |
1,250.25 |
1,256.50 |
S1 |
1,248.00 |
1,255.50 |
|