Trading Metrics calculated at close of trading on 11-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2008 |
11-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
1,831.75 |
1,845.50 |
13.75 |
0.8% |
1,815.75 |
High |
1,852.75 |
1,861.25 |
8.50 |
0.5% |
1,877.50 |
Low |
1,809.50 |
1,788.00 |
-21.50 |
-1.2% |
1,788.00 |
Close |
1,844.25 |
1,820.50 |
-23.75 |
-1.3% |
1,820.50 |
Range |
43.25 |
73.25 |
30.00 |
69.4% |
89.50 |
ATR |
47.37 |
49.21 |
1.85 |
3.9% |
0.00 |
Volume |
425,063 |
520,206 |
95,143 |
22.4% |
2,269,418 |
|
Daily Pivots for day following 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,043.00 |
2,005.00 |
1,860.75 |
|
R3 |
1,969.75 |
1,931.75 |
1,840.75 |
|
R2 |
1,896.50 |
1,896.50 |
1,834.00 |
|
R1 |
1,858.50 |
1,858.50 |
1,827.25 |
1,841.00 |
PP |
1,823.25 |
1,823.25 |
1,823.25 |
1,814.50 |
S1 |
1,785.25 |
1,785.25 |
1,813.75 |
1,767.50 |
S2 |
1,750.00 |
1,750.00 |
1,807.00 |
|
S3 |
1,676.75 |
1,712.00 |
1,800.25 |
|
S4 |
1,603.50 |
1,638.75 |
1,780.25 |
|
|
Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,097.25 |
2,048.25 |
1,869.75 |
|
R3 |
2,007.75 |
1,958.75 |
1,845.00 |
|
R2 |
1,918.25 |
1,918.25 |
1,837.00 |
|
R1 |
1,869.25 |
1,869.25 |
1,828.75 |
1,893.75 |
PP |
1,828.75 |
1,828.75 |
1,828.75 |
1,841.00 |
S1 |
1,779.75 |
1,779.75 |
1,812.25 |
1,804.25 |
S2 |
1,739.25 |
1,739.25 |
1,804.00 |
|
S3 |
1,649.75 |
1,690.25 |
1,796.00 |
|
S4 |
1,560.25 |
1,600.75 |
1,771.25 |
|
|
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 |
1,788.00 |
89.50 |
4.9% |
57.25 |
3.2% |
36% |
False |
True |
453,883 |
10 |
1,887.25 |
1,788.00 |
99.25 |
5.5% |
51.50 |
2.8% |
33% |
False |
True |
462,466 |
20 |
2,005.75 |
1,788.00 |
217.75 |
12.0% |
49.50 |
2.7% |
15% |
False |
True |
442,018 |
40 |
2,070.75 |
1,788.00 |
282.75 |
15.5% |
44.75 |
2.5% |
11% |
False |
True |
222,827 |
60 |
2,070.75 |
1,788.00 |
282.75 |
15.5% |
41.75 |
2.3% |
11% |
False |
True |
148,704 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,172.50 |
2.618 |
2,053.00 |
1.618 |
1,979.75 |
1.000 |
1,934.50 |
0.618 |
1,906.50 |
HIGH |
1,861.25 |
0.618 |
1,833.25 |
0.500 |
1,824.50 |
0.382 |
1,816.00 |
LOW |
1,788.00 |
0.618 |
1,742.75 |
1.000 |
1,714.75 |
1.618 |
1,669.50 |
2.618 |
1,596.25 |
4.250 |
1,476.75 |
|
|
Fisher Pivots for day following 11-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
1,824.50 |
1,832.75 |
PP |
1,823.25 |
1,828.75 |
S1 |
1,822.00 |
1,824.50 |
|