Trading Metrics calculated at close of trading on 10-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2008 |
10-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
1,869.00 |
1,831.75 |
-37.25 |
-2.0% |
1,866.75 |
High |
1,877.50 |
1,852.75 |
-24.75 |
-1.3% |
1,887.25 |
Low |
1,823.75 |
1,809.50 |
-14.25 |
-0.8% |
1,806.25 |
Close |
1,831.50 |
1,844.25 |
12.75 |
0.7% |
1,822.00 |
Range |
53.75 |
43.25 |
-10.50 |
-19.5% |
81.00 |
ATR |
47.68 |
47.37 |
-0.32 |
-0.7% |
0.00 |
Volume |
490,691 |
425,063 |
-65,628 |
-13.4% |
1,863,179 |
|
Daily Pivots for day following 10-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,965.25 |
1,948.00 |
1,868.00 |
|
R3 |
1,922.00 |
1,904.75 |
1,856.25 |
|
R2 |
1,878.75 |
1,878.75 |
1,852.25 |
|
R1 |
1,861.50 |
1,861.50 |
1,848.25 |
1,870.00 |
PP |
1,835.50 |
1,835.50 |
1,835.50 |
1,839.75 |
S1 |
1,818.25 |
1,818.25 |
1,840.25 |
1,827.00 |
S2 |
1,792.25 |
1,792.25 |
1,836.25 |
|
S3 |
1,749.00 |
1,775.00 |
1,832.25 |
|
S4 |
1,705.75 |
1,731.75 |
1,820.50 |
|
|
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 |
1,877.50 |
1,804.00 |
73.50 |
4.0% |
49.25 |
2.7% |
55% |
False |
False |
445,210 |
10 |
1,933.25 |
1,804.00 |
129.25 |
7.0% |
51.25 |
2.8% |
31% |
False |
False |
449,997 |
20 |
2,005.75 |
1,804.00 |
201.75 |
10.9% |
48.00 |
2.6% |
20% |
False |
False |
417,791 |
40 |
2,070.75 |
1,804.00 |
266.75 |
14.5% |
44.00 |
2.4% |
15% |
False |
False |
209,829 |
60 |
2,070.75 |
1,804.00 |
266.75 |
14.5% |
41.25 |
2.2% |
15% |
False |
False |
140,084 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,036.50 |
2.618 |
1,966.00 |
1.618 |
1,922.75 |
1.000 |
1,896.00 |
0.618 |
1,879.50 |
HIGH |
1,852.75 |
0.618 |
1,836.25 |
0.500 |
1,831.00 |
0.382 |
1,826.00 |
LOW |
1,809.50 |
0.618 |
1,782.75 |
1.000 |
1,766.25 |
1.618 |
1,739.50 |
2.618 |
1,696.25 |
4.250 |
1,625.75 |
|
|
Fisher Pivots for day following 10-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
1,840.00 |
1,844.00 |
PP |
1,835.50 |
1,843.75 |
S1 |
1,831.00 |
1,843.50 |
|