Trading Metrics calculated at close of trading on 08-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2008 |
08-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
1,815.75 |
1,831.25 |
15.50 |
0.9% |
1,866.75 |
High |
1,854.50 |
1,876.75 |
22.25 |
1.2% |
1,887.25 |
Low |
1,804.00 |
1,810.75 |
6.75 |
0.4% |
1,806.25 |
Close |
1,832.25 |
1,868.50 |
36.25 |
2.0% |
1,822.00 |
Range |
50.50 |
66.00 |
15.50 |
30.7% |
81.00 |
ATR |
45.77 |
47.22 |
1.44 |
3.2% |
0.00 |
Volume |
326,610 |
506,848 |
180,238 |
55.2% |
1,863,179 |
|
Daily Pivots for day following 08-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,050.00 |
2,025.25 |
1,904.75 |
|
R3 |
1,984.00 |
1,959.25 |
1,886.75 |
|
R2 |
1,918.00 |
1,918.00 |
1,880.50 |
|
R1 |
1,893.25 |
1,893.25 |
1,874.50 |
1,905.50 |
PP |
1,852.00 |
1,852.00 |
1,852.00 |
1,858.25 |
S1 |
1,827.25 |
1,827.25 |
1,862.50 |
1,839.50 |
S2 |
1,786.00 |
1,786.00 |
1,856.50 |
|
S3 |
1,720.00 |
1,761.25 |
1,850.25 |
|
S4 |
1,654.00 |
1,695.25 |
1,832.25 |
|
|
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% |
54.50 |
2.9% |
77% |
False |
False |
452,400 |
10 |
1,960.75 |
1,804.00 |
156.75 |
8.4% |
50.50 |
2.7% |
41% |
False |
False |
434,558 |
20 |
2,005.75 |
1,804.00 |
201.75 |
10.8% |
47.75 |
2.6% |
32% |
False |
False |
372,838 |
40 |
2,070.75 |
1,804.00 |
266.75 |
14.3% |
43.00 |
2.3% |
24% |
False |
False |
186,958 |
60 |
2,070.75 |
1,789.25 |
281.50 |
15.1% |
40.75 |
2.2% |
28% |
False |
False |
124,822 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,157.25 |
2.618 |
2,049.50 |
1.618 |
1,983.50 |
1.000 |
1,942.75 |
0.618 |
1,917.50 |
HIGH |
1,876.75 |
0.618 |
1,851.50 |
0.500 |
1,843.75 |
0.382 |
1,836.00 |
LOW |
1,810.75 |
0.618 |
1,770.00 |
1.000 |
1,744.75 |
1.618 |
1,704.00 |
2.618 |
1,638.00 |
4.250 |
1,530.25 |
|
|
Fisher Pivots for day following 08-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
1,860.25 |
1,859.00 |
PP |
1,852.00 |
1,849.75 |
S1 |
1,843.75 |
1,840.50 |
|