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 |
11,371 |
11,153 |
-218 |
-1.9% |
11,365 |
High |
11,411 |
11,260 |
-151 |
-1.3% |
11,438 |
Low |
11,130 |
11,073 |
-57 |
-0.5% |
11,138 |
Close |
11,149 |
11,217 |
68 |
0.6% |
11,288 |
Range |
281 |
187 |
-94 |
-33.5% |
300 |
ATR |
215 |
213 |
-2 |
-0.9% |
0 |
Volume |
255,263 |
214,547 |
-40,716 |
-16.0% |
936,866 |
|
Daily Pivots for day following 10-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,744 |
11,668 |
11,320 |
|
R3 |
11,557 |
11,481 |
11,269 |
|
R2 |
11,370 |
11,370 |
11,251 |
|
R1 |
11,294 |
11,294 |
11,234 |
11,332 |
PP |
11,183 |
11,183 |
11,183 |
11,203 |
S1 |
11,107 |
11,107 |
11,200 |
11,145 |
S2 |
10,996 |
10,996 |
11,183 |
|
S3 |
10,809 |
10,920 |
11,166 |
|
S4 |
10,622 |
10,733 |
11,114 |
|
|
Weekly Pivots for week ending 04-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,188 |
12,038 |
11,453 |
|
R3 |
11,888 |
11,738 |
11,371 |
|
R2 |
11,588 |
11,588 |
11,343 |
|
R1 |
11,438 |
11,438 |
11,316 |
11,363 |
PP |
11,288 |
11,288 |
11,288 |
11,251 |
S1 |
11,138 |
11,138 |
11,261 |
11,063 |
S2 |
10,988 |
10,988 |
11,233 |
|
S3 |
10,688 |
10,838 |
11,206 |
|
S4 |
10,388 |
10,538 |
11,123 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,411 |
11,073 |
338 |
3.0% |
247 |
2.2% |
43% |
False |
True |
222,833 |
10 |
11,802 |
11,073 |
729 |
6.5% |
245 |
2.2% |
20% |
False |
True |
227,998 |
20 |
12,353 |
11,073 |
1,280 |
11.4% |
209 |
1.9% |
11% |
False |
True |
189,611 |
40 |
13,139 |
11,073 |
2,066 |
18.4% |
195 |
1.7% |
7% |
False |
True |
95,107 |
60 |
13,140 |
11,073 |
2,067 |
18.4% |
183 |
1.6% |
7% |
False |
True |
63,431 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,055 |
2.618 |
11,750 |
1.618 |
11,563 |
1.000 |
11,447 |
0.618 |
11,376 |
HIGH |
11,260 |
0.618 |
11,189 |
0.500 |
11,167 |
0.382 |
11,145 |
LOW |
11,073 |
0.618 |
10,958 |
1.000 |
10,886 |
1.618 |
10,771 |
2.618 |
10,584 |
4.250 |
10,278 |
|
|
Fisher Pivots for day following 10-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
11,200 |
11,242 |
PP |
11,183 |
11,234 |
S1 |
11,167 |
11,225 |
|