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 |
11,225 |
11,090 |
-135 |
-1.2% |
11,241 |
High |
11,280 |
11,243 |
-37 |
-0.3% |
11,411 |
Low |
10,962 |
10,988 |
26 |
0.2% |
10,962 |
Close |
11,096 |
11,035 |
-61 |
-0.5% |
11,096 |
Range |
318 |
255 |
-63 |
-19.8% |
449 |
ATR |
221 |
223 |
2 |
1.1% |
0 |
Volume |
281,984 |
306,282 |
24,298 |
8.6% |
1,177,714 |
|
Daily Pivots for day following 14-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,854 |
11,699 |
11,175 |
|
R3 |
11,599 |
11,444 |
11,105 |
|
R2 |
11,344 |
11,344 |
11,082 |
|
R1 |
11,189 |
11,189 |
11,059 |
11,139 |
PP |
11,089 |
11,089 |
11,089 |
11,064 |
S1 |
10,934 |
10,934 |
11,012 |
10,884 |
S2 |
10,834 |
10,834 |
10,988 |
|
S3 |
10,579 |
10,679 |
10,965 |
|
S4 |
10,324 |
10,424 |
10,895 |
|
|
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 |
4.1% |
269 |
2.4% |
16% |
False |
False |
262,754 |
10 |
11,438 |
10,962 |
476 |
4.3% |
244 |
2.2% |
15% |
False |
False |
242,086 |
20 |
12,353 |
10,962 |
1,391 |
12.6% |
218 |
2.0% |
5% |
False |
False |
212,072 |
40 |
13,139 |
10,962 |
2,177 |
19.7% |
203 |
1.8% |
3% |
False |
False |
109,808 |
60 |
13,140 |
10,962 |
2,178 |
19.7% |
187 |
1.7% |
3% |
False |
False |
73,232 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,327 |
2.618 |
11,911 |
1.618 |
11,656 |
1.000 |
11,498 |
0.618 |
11,401 |
HIGH |
11,243 |
0.618 |
11,146 |
0.500 |
11,116 |
0.382 |
11,086 |
LOW |
10,988 |
0.618 |
10,831 |
1.000 |
10,733 |
1.618 |
10,576 |
2.618 |
10,321 |
4.250 |
9,904 |
|
|
Fisher Pivots for day following 14-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
11,116 |
11,121 |
PP |
11,089 |
11,092 |
S1 |
11,062 |
11,064 |
|