Trading Metrics calculated at close of trading on 14-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2008 |
14-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
1,845.50 |
1,817.75 |
-27.75 |
-1.5% |
1,815.75 |
High |
1,861.25 |
1,850.50 |
-10.75 |
-0.6% |
1,877.50 |
Low |
1,788.00 |
1,796.75 |
8.75 |
0.5% |
1,788.00 |
Close |
1,820.50 |
1,802.50 |
-18.00 |
-1.0% |
1,820.50 |
Range |
73.25 |
53.75 |
-19.50 |
-26.6% |
89.50 |
ATR |
49.21 |
49.54 |
0.32 |
0.7% |
0.00 |
Volume |
520,206 |
586,094 |
65,888 |
12.7% |
2,269,418 |
|
Daily Pivots for day following 14-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,977.75 |
1,944.00 |
1,832.00 |
|
R3 |
1,924.00 |
1,890.25 |
1,817.25 |
|
R2 |
1,870.25 |
1,870.25 |
1,812.25 |
|
R1 |
1,836.50 |
1,836.50 |
1,807.50 |
1,826.50 |
PP |
1,816.50 |
1,816.50 |
1,816.50 |
1,811.50 |
S1 |
1,782.75 |
1,782.75 |
1,797.50 |
1,772.75 |
S2 |
1,762.75 |
1,762.75 |
1,792.75 |
|
S3 |
1,709.00 |
1,729.00 |
1,787.75 |
|
S4 |
1,655.25 |
1,675.25 |
1,773.00 |
|
|
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 |
5.0% |
58.00 |
3.2% |
16% |
False |
False |
505,780 |
10 |
1,887.25 |
1,788.00 |
99.25 |
5.5% |
52.75 |
2.9% |
15% |
False |
False |
471,869 |
20 |
2,005.75 |
1,788.00 |
217.75 |
12.1% |
49.50 |
2.7% |
7% |
False |
False |
454,495 |
40 |
2,070.75 |
1,788.00 |
282.75 |
15.7% |
45.25 |
2.5% |
5% |
False |
False |
237,458 |
60 |
2,070.75 |
1,788.00 |
282.75 |
15.7% |
42.00 |
2.3% |
5% |
False |
False |
158,464 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,079.00 |
2.618 |
1,991.25 |
1.618 |
1,937.50 |
1.000 |
1,904.25 |
0.618 |
1,883.75 |
HIGH |
1,850.50 |
0.618 |
1,830.00 |
0.500 |
1,823.50 |
0.382 |
1,817.25 |
LOW |
1,796.75 |
0.618 |
1,763.50 |
1.000 |
1,743.00 |
1.618 |
1,709.75 |
2.618 |
1,656.00 |
4.250 |
1,568.25 |
|
|
Fisher Pivots for day following 14-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
1,823.50 |
1,824.50 |
PP |
1,816.50 |
1,817.25 |
S1 |
1,809.50 |
1,810.00 |
|