Trading Metrics calculated at close of trading on 09-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2008 |
09-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
1,831.25 |
1,869.00 |
37.75 |
2.1% |
1,866.75 |
High |
1,876.75 |
1,877.50 |
0.75 |
0.0% |
1,887.25 |
Low |
1,810.75 |
1,823.75 |
13.00 |
0.7% |
1,806.25 |
Close |
1,868.50 |
1,831.50 |
-37.00 |
-2.0% |
1,822.00 |
Range |
66.00 |
53.75 |
-12.25 |
-18.6% |
81.00 |
ATR |
47.22 |
47.68 |
0.47 |
1.0% |
0.00 |
Volume |
506,848 |
490,691 |
-16,157 |
-3.2% |
1,863,179 |
|
Daily Pivots for day following 09-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,005.50 |
1,972.25 |
1,861.00 |
|
R3 |
1,951.75 |
1,918.50 |
1,846.25 |
|
R2 |
1,898.00 |
1,898.00 |
1,841.25 |
|
R1 |
1,864.75 |
1,864.75 |
1,836.50 |
1,854.50 |
PP |
1,844.25 |
1,844.25 |
1,844.25 |
1,839.00 |
S1 |
1,811.00 |
1,811.00 |
1,826.50 |
1,800.75 |
S2 |
1,790.50 |
1,790.50 |
1,821.75 |
|
S3 |
1,736.75 |
1,757.25 |
1,816.75 |
|
S4 |
1,683.00 |
1,703.50 |
1,802.00 |
|
|
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% |
54.00 |
2.9% |
33% |
False |
False |
476,601 |
10 |
1,960.75 |
1,804.00 |
156.75 |
8.6% |
51.75 |
2.8% |
18% |
False |
False |
448,837 |
20 |
2,005.75 |
1,804.00 |
201.75 |
11.0% |
48.75 |
2.7% |
14% |
False |
False |
396,980 |
40 |
2,070.75 |
1,804.00 |
266.75 |
14.6% |
43.75 |
2.4% |
10% |
False |
False |
199,212 |
60 |
2,070.75 |
1,804.00 |
266.75 |
14.6% |
41.25 |
2.3% |
10% |
False |
False |
133,000 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,106.00 |
2.618 |
2,018.25 |
1.618 |
1,964.50 |
1.000 |
1,931.25 |
0.618 |
1,910.75 |
HIGH |
1,877.50 |
0.618 |
1,857.00 |
0.500 |
1,850.50 |
0.382 |
1,844.25 |
LOW |
1,823.75 |
0.618 |
1,790.50 |
1.000 |
1,770.00 |
1.618 |
1,736.75 |
2.618 |
1,683.00 |
4.250 |
1,595.25 |
|
|
Fisher Pivots for day following 09-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
1,850.50 |
1,840.75 |
PP |
1,844.25 |
1,837.75 |
S1 |
1,838.00 |
1,834.50 |
|