Trading Metrics calculated at close of trading on 14-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2008 |
14-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
1,254.75 |
1,240.00 |
-14.75 |
-1.2% |
1,258.50 |
High |
1,261.75 |
1,260.50 |
-1.25 |
-0.1% |
1,278.75 |
Low |
1,225.50 |
1,224.75 |
-0.75 |
-0.1% |
1,225.50 |
Close |
1,239.75 |
1,228.25 |
-11.50 |
-0.9% |
1,239.75 |
Range |
36.25 |
35.75 |
-0.50 |
-1.4% |
53.25 |
ATR |
26.14 |
26.82 |
0.69 |
2.6% |
0.00 |
Volume |
3,027,898 |
3,251,690 |
223,792 |
7.4% |
12,612,700 |
|
Daily Pivots for day following 14-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,345.00 |
1,322.50 |
1,248.00 |
|
R3 |
1,309.25 |
1,286.75 |
1,238.00 |
|
R2 |
1,273.50 |
1,273.50 |
1,234.75 |
|
R1 |
1,251.00 |
1,251.00 |
1,231.50 |
1,244.50 |
PP |
1,237.75 |
1,237.75 |
1,237.75 |
1,234.50 |
S1 |
1,215.25 |
1,215.25 |
1,225.00 |
1,208.50 |
S2 |
1,202.00 |
1,202.00 |
1,221.75 |
|
S3 |
1,166.25 |
1,179.50 |
1,218.50 |
|
S4 |
1,130.50 |
1,143.75 |
1,208.50 |
|
|
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 |
1,224.75 |
54.00 |
4.4% |
33.50 |
2.7% |
6% |
False |
True |
2,803,427 |
10 |
1,294.75 |
1,224.75 |
70.00 |
5.7% |
30.00 |
2.4% |
5% |
False |
True |
2,600,271 |
20 |
1,372.00 |
1,224.75 |
147.25 |
12.0% |
26.00 |
2.1% |
2% |
False |
True |
2,350,921 |
40 |
1,442.25 |
1,224.75 |
217.50 |
17.7% |
23.75 |
1.9% |
2% |
False |
True |
1,239,033 |
60 |
1,442.25 |
1,224.75 |
217.50 |
17.7% |
22.00 |
1.8% |
2% |
False |
True |
827,284 |
80 |
1,442.25 |
1,224.75 |
217.50 |
17.7% |
22.25 |
1.8% |
2% |
False |
True |
621,402 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,412.50 |
2.618 |
1,354.00 |
1.618 |
1,318.25 |
1.000 |
1,296.25 |
0.618 |
1,282.50 |
HIGH |
1,260.50 |
0.618 |
1,246.75 |
0.500 |
1,242.50 |
0.382 |
1,238.50 |
LOW |
1,224.75 |
0.618 |
1,202.75 |
1.000 |
1,189.00 |
1.618 |
1,167.00 |
2.618 |
1,131.25 |
4.250 |
1,072.75 |
|
|
Fisher Pivots for day following 14-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
1,242.50 |
1,243.25 |
PP |
1,237.75 |
1,238.25 |
S1 |
1,233.00 |
1,233.25 |
|