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 |
11,153 |
11,225 |
72 |
0.6% |
11,241 |
High |
11,260 |
11,280 |
20 |
0.2% |
11,411 |
Low |
11,073 |
10,962 |
-111 |
-1.0% |
10,962 |
Close |
11,217 |
11,096 |
-121 |
-1.1% |
11,096 |
Range |
187 |
318 |
131 |
70.1% |
449 |
ATR |
213 |
221 |
7 |
3.5% |
0 |
Volume |
214,547 |
281,984 |
67,437 |
31.4% |
1,177,714 |
|
Daily Pivots for day following 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,067 |
11,899 |
11,271 |
|
R3 |
11,749 |
11,581 |
11,184 |
|
R2 |
11,431 |
11,431 |
11,154 |
|
R1 |
11,263 |
11,263 |
11,125 |
11,188 |
PP |
11,113 |
11,113 |
11,113 |
11,075 |
S1 |
10,945 |
10,945 |
11,067 |
10,870 |
S2 |
10,795 |
10,795 |
11,038 |
|
S3 |
10,477 |
10,627 |
11,009 |
|
S4 |
10,159 |
10,309 |
10,921 |
|
|
Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,503 |
12,249 |
11,343 |
|
R3 |
12,054 |
11,800 |
11,220 |
|
R2 |
11,605 |
11,605 |
11,178 |
|
R1 |
11,351 |
11,351 |
11,137 |
11,254 |
PP |
11,156 |
11,156 |
11,156 |
11,108 |
S1 |
10,902 |
10,902 |
11,055 |
10,805 |
S2 |
10,707 |
10,707 |
11,014 |
|
S3 |
10,258 |
10,453 |
10,973 |
|
S4 |
9,809 |
10,004 |
10,849 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,411 |
10,962 |
449 |
4.0% |
274 |
2.5% |
30% |
False |
True |
235,542 |
10 |
11,512 |
10,962 |
550 |
5.0% |
241 |
2.2% |
24% |
False |
True |
237,067 |
20 |
12,353 |
10,962 |
1,391 |
12.5% |
215 |
1.9% |
10% |
False |
True |
203,289 |
40 |
13,139 |
10,962 |
2,177 |
19.6% |
200 |
1.8% |
6% |
False |
True |
102,154 |
60 |
13,140 |
10,962 |
2,178 |
19.6% |
187 |
1.7% |
6% |
False |
True |
68,129 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,632 |
2.618 |
12,113 |
1.618 |
11,795 |
1.000 |
11,598 |
0.618 |
11,477 |
HIGH |
11,280 |
0.618 |
11,159 |
0.500 |
11,121 |
0.382 |
11,084 |
LOW |
10,962 |
0.618 |
10,766 |
1.000 |
10,644 |
1.618 |
10,448 |
2.618 |
10,130 |
4.250 |
9,611 |
|
|
Fisher Pivots for day following 11-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
11,121 |
11,187 |
PP |
11,113 |
11,156 |
S1 |
11,104 |
11,126 |
|