Trading Metrics calculated at close of trading on 11-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2008 |
11-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
1,249.00 |
1,254.75 |
5.75 |
0.5% |
1,258.50 |
High |
1,259.25 |
1,261.75 |
2.50 |
0.2% |
1,278.75 |
Low |
1,237.00 |
1,225.50 |
-11.50 |
-0.9% |
1,225.50 |
Close |
1,254.50 |
1,239.75 |
-14.75 |
-1.2% |
1,239.75 |
Range |
22.25 |
36.25 |
14.00 |
62.9% |
53.25 |
ATR |
25.36 |
26.14 |
0.78 |
3.1% |
0.00 |
Volume |
2,405,025 |
3,027,898 |
622,873 |
25.9% |
12,612,700 |
|
Daily Pivots for day following 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,351.00 |
1,331.75 |
1,259.75 |
|
R3 |
1,314.75 |
1,295.50 |
1,249.75 |
|
R2 |
1,278.50 |
1,278.50 |
1,246.50 |
|
R1 |
1,259.25 |
1,259.25 |
1,243.00 |
1,250.75 |
PP |
1,242.25 |
1,242.25 |
1,242.25 |
1,238.00 |
S1 |
1,223.00 |
1,223.00 |
1,236.50 |
1,214.50 |
S2 |
1,206.00 |
1,206.00 |
1,233.00 |
|
S3 |
1,169.75 |
1,186.75 |
1,229.75 |
|
S4 |
1,133.50 |
1,150.50 |
1,219.75 |
|
|
Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,407.75 |
1,377.00 |
1,269.00 |
|
R3 |
1,354.50 |
1,323.75 |
1,254.50 |
|
R2 |
1,301.25 |
1,301.25 |
1,249.50 |
|
R1 |
1,270.50 |
1,270.50 |
1,244.75 |
1,259.25 |
PP |
1,248.00 |
1,248.00 |
1,248.00 |
1,242.50 |
S1 |
1,217.25 |
1,217.25 |
1,234.75 |
1,206.00 |
S2 |
1,194.75 |
1,194.75 |
1,230.00 |
|
S3 |
1,141.50 |
1,164.00 |
1,225.00 |
|
S4 |
1,088.25 |
1,110.75 |
1,210.50 |
|
|
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 |
1,225.50 |
53.25 |
4.3% |
33.25 |
2.7% |
27% |
False |
True |
2,522,540 |
10 |
1,294.75 |
1,225.50 |
69.25 |
5.6% |
28.25 |
2.3% |
21% |
False |
True |
2,539,507 |
20 |
1,372.00 |
1,225.50 |
146.50 |
11.8% |
25.50 |
2.0% |
10% |
False |
True |
2,271,963 |
40 |
1,442.25 |
1,225.50 |
216.75 |
17.5% |
23.25 |
1.9% |
7% |
False |
True |
1,157,817 |
60 |
1,442.25 |
1,225.50 |
216.75 |
17.5% |
22.00 |
1.8% |
7% |
False |
True |
773,432 |
80 |
1,442.25 |
1,225.50 |
216.75 |
17.5% |
22.25 |
1.8% |
7% |
False |
True |
580,756 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,415.75 |
2.618 |
1,356.75 |
1.618 |
1,320.50 |
1.000 |
1,298.00 |
0.618 |
1,284.25 |
HIGH |
1,261.75 |
0.618 |
1,248.00 |
0.500 |
1,243.50 |
0.382 |
1,239.25 |
LOW |
1,225.50 |
0.618 |
1,203.00 |
1.000 |
1,189.25 |
1.618 |
1,166.75 |
2.618 |
1,130.50 |
4.250 |
1,071.50 |
|
|
Fisher Pivots for day following 11-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
1,243.50 |
1,252.00 |
PP |
1,242.25 |
1,248.00 |
S1 |
1,241.00 |
1,244.00 |
|