Trading Metrics calculated at close of trading on 16-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2008 |
16-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
11,035 |
10,921 |
-114 |
-1.0% |
11,241 |
High |
11,112 |
11,232 |
120 |
1.1% |
11,411 |
Low |
10,812 |
10,851 |
39 |
0.4% |
10,962 |
Close |
10,918 |
11,206 |
288 |
2.6% |
11,096 |
Range |
300 |
381 |
81 |
27.0% |
449 |
ATR |
228 |
239 |
11 |
4.8% |
0 |
Volume |
240,231 |
327,942 |
87,711 |
36.5% |
1,177,714 |
|
Daily Pivots for day following 16-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,239 |
12,104 |
11,416 |
|
R3 |
11,858 |
11,723 |
11,311 |
|
R2 |
11,477 |
11,477 |
11,276 |
|
R1 |
11,342 |
11,342 |
11,241 |
11,410 |
PP |
11,096 |
11,096 |
11,096 |
11,130 |
S1 |
10,961 |
10,961 |
11,171 |
11,029 |
S2 |
10,715 |
10,715 |
11,136 |
|
S3 |
10,334 |
10,580 |
11,101 |
|
S4 |
9,953 |
10,199 |
10,997 |
|
|
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 |
11,280 |
10,812 |
468 |
4.2% |
288 |
2.6% |
84% |
False |
False |
274,197 |
10 |
11,438 |
10,812 |
626 |
5.6% |
274 |
2.4% |
63% |
False |
False |
258,845 |
20 |
12,197 |
10,812 |
1,385 |
12.4% |
235 |
2.1% |
28% |
False |
False |
226,090 |
40 |
12,880 |
10,812 |
2,068 |
18.5% |
210 |
1.9% |
19% |
False |
False |
124,002 |
60 |
13,140 |
10,812 |
2,328 |
20.8% |
194 |
1.7% |
17% |
False |
False |
82,701 |
80 |
13,140 |
10,812 |
2,328 |
20.8% |
184 |
1.6% |
17% |
False |
False |
62,031 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,851 |
2.618 |
12,230 |
1.618 |
11,849 |
1.000 |
11,613 |
0.618 |
11,468 |
HIGH |
11,232 |
0.618 |
11,087 |
0.500 |
11,042 |
0.382 |
10,997 |
LOW |
10,851 |
0.618 |
10,616 |
1.000 |
10,470 |
1.618 |
10,235 |
2.618 |
9,854 |
4.250 |
9,232 |
|
|
Fisher Pivots for day following 16-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
11,151 |
11,147 |
PP |
11,096 |
11,087 |
S1 |
11,042 |
11,028 |
|