Trading Metrics calculated at close of trading on 07-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2008 |
07-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
1,826.75 |
1,815.75 |
-11.00 |
-0.6% |
1,866.75 |
High |
1,839.00 |
1,854.50 |
15.50 |
0.8% |
1,887.25 |
Low |
1,806.25 |
1,804.00 |
-2.25 |
-0.1% |
1,806.25 |
Close |
1,822.00 |
1,832.25 |
10.25 |
0.6% |
1,822.00 |
Range |
32.75 |
50.50 |
17.75 |
54.2% |
81.00 |
ATR |
45.41 |
45.77 |
0.36 |
0.8% |
0.00 |
Volume |
476,841 |
326,610 |
-150,231 |
-31.5% |
1,863,179 |
|
Daily Pivots for day following 07-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,981.75 |
1,957.50 |
1,860.00 |
|
R3 |
1,931.25 |
1,907.00 |
1,846.25 |
|
R2 |
1,880.75 |
1,880.75 |
1,841.50 |
|
R1 |
1,856.50 |
1,856.50 |
1,837.00 |
1,868.50 |
PP |
1,830.25 |
1,830.25 |
1,830.25 |
1,836.25 |
S1 |
1,806.00 |
1,806.00 |
1,827.50 |
1,818.00 |
S2 |
1,779.75 |
1,779.75 |
1,823.00 |
|
S3 |
1,729.25 |
1,755.50 |
1,818.25 |
|
S4 |
1,678.75 |
1,705.00 |
1,804.50 |
|
|
Weekly Pivots for week ending 04-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,081.50 |
2,032.75 |
1,866.50 |
|
R3 |
2,000.50 |
1,951.75 |
1,844.25 |
|
R2 |
1,919.50 |
1,919.50 |
1,836.75 |
|
R1 |
1,870.75 |
1,870.75 |
1,829.50 |
1,854.50 |
PP |
1,838.50 |
1,838.50 |
1,838.50 |
1,830.50 |
S1 |
1,789.75 |
1,789.75 |
1,814.50 |
1,773.50 |
S2 |
1,757.50 |
1,757.50 |
1,807.25 |
|
S3 |
1,676.50 |
1,708.75 |
1,799.75 |
|
S4 |
1,595.50 |
1,627.75 |
1,777.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,887.25 |
1,804.00 |
83.25 |
4.5% |
47.50 |
2.6% |
34% |
False |
True |
437,957 |
10 |
1,960.75 |
1,804.00 |
156.75 |
8.6% |
47.25 |
2.6% |
18% |
False |
True |
437,980 |
20 |
2,009.00 |
1,804.00 |
205.00 |
11.2% |
47.00 |
2.6% |
14% |
False |
True |
347,615 |
40 |
2,070.75 |
1,804.00 |
266.75 |
14.6% |
42.25 |
2.3% |
11% |
False |
True |
174,303 |
60 |
2,070.75 |
1,789.25 |
281.50 |
15.4% |
40.00 |
2.2% |
15% |
False |
False |
116,394 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,069.00 |
2.618 |
1,986.75 |
1.618 |
1,936.25 |
1.000 |
1,905.00 |
0.618 |
1,885.75 |
HIGH |
1,854.50 |
0.618 |
1,835.25 |
0.500 |
1,829.25 |
0.382 |
1,823.25 |
LOW |
1,804.00 |
0.618 |
1,772.75 |
1.000 |
1,753.50 |
1.618 |
1,722.25 |
2.618 |
1,671.75 |
4.250 |
1,589.50 |
|
|
Fisher Pivots for day following 07-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
1,831.25 |
1,845.50 |
PP |
1,830.25 |
1,841.25 |
S1 |
1,829.25 |
1,836.75 |
|