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 |
6,345.0 |
6,398.0 |
53.0 |
0.8% |
6,348.0 |
High |
6,442.5 |
6,404.0 |
-38.5 |
-0.6% |
6,477.0 |
Low |
6,305.0 |
6,178.5 |
-126.5 |
-2.0% |
6,178.5 |
Close |
6,344.5 |
6,209.0 |
-135.5 |
-2.1% |
6,209.0 |
Range |
137.5 |
225.5 |
88.0 |
64.0% |
298.5 |
ATR |
142.0 |
148.0 |
6.0 |
4.2% |
0.0 |
Volume |
207,517 |
244,712 |
37,195 |
17.9% |
989,267 |
|
Daily Pivots for day following 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,940.3 |
6,800.2 |
6,333.0 |
|
R3 |
6,714.8 |
6,574.7 |
6,271.0 |
|
R2 |
6,489.3 |
6,489.3 |
6,250.3 |
|
R1 |
6,349.2 |
6,349.2 |
6,229.7 |
6,306.5 |
PP |
6,263.8 |
6,263.8 |
6,263.8 |
6,242.5 |
S1 |
6,123.7 |
6,123.7 |
6,188.3 |
6,081.0 |
S2 |
6,038.3 |
6,038.3 |
6,167.7 |
|
S3 |
5,812.8 |
5,898.2 |
6,147.0 |
|
S4 |
5,587.3 |
5,672.7 |
6,085.0 |
|
|
Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,183.7 |
6,994.8 |
6,373.2 |
|
R3 |
6,885.2 |
6,696.3 |
6,291.1 |
|
R2 |
6,586.7 |
6,586.7 |
6,263.7 |
|
R1 |
6,397.8 |
6,397.8 |
6,236.4 |
6,343.0 |
PP |
6,288.2 |
6,288.2 |
6,288.2 |
6,260.8 |
S1 |
6,099.3 |
6,099.3 |
6,181.6 |
6,044.5 |
S2 |
5,989.7 |
5,989.7 |
6,154.3 |
|
S3 |
5,691.2 |
5,800.8 |
6,126.9 |
|
S4 |
5,392.7 |
5,502.3 |
6,044.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,477.0 |
6,178.5 |
298.5 |
4.8% |
157.3 |
2.5% |
10% |
False |
True |
197,853 |
10 |
6,530.0 |
6,178.5 |
351.5 |
5.7% |
157.9 |
2.5% |
9% |
False |
True |
201,534 |
20 |
6,932.5 |
6,178.5 |
754.0 |
12.1% |
145.7 |
2.3% |
4% |
False |
True |
158,825 |
40 |
7,340.0 |
6,178.5 |
1,161.5 |
18.7% |
127.8 |
2.1% |
3% |
False |
True |
80,172 |
60 |
7,340.0 |
6,178.5 |
1,161.5 |
18.7% |
115.9 |
1.9% |
3% |
False |
True |
53,557 |
80 |
7,340.0 |
6,178.5 |
1,161.5 |
18.7% |
117.9 |
1.9% |
3% |
False |
True |
40,638 |
100 |
7,340.0 |
6,178.5 |
1,161.5 |
18.7% |
119.9 |
1.9% |
3% |
False |
True |
32,672 |
120 |
7,340.0 |
6,178.5 |
1,161.5 |
18.7% |
125.9 |
2.0% |
3% |
False |
True |
27,289 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,362.4 |
2.618 |
6,994.4 |
1.618 |
6,768.9 |
1.000 |
6,629.5 |
0.618 |
6,543.4 |
HIGH |
6,404.0 |
0.618 |
6,317.9 |
0.500 |
6,291.3 |
0.382 |
6,264.6 |
LOW |
6,178.5 |
0.618 |
6,039.1 |
1.000 |
5,953.0 |
1.618 |
5,813.6 |
2.618 |
5,588.1 |
4.250 |
5,220.1 |
|
|
Fisher Pivots for day following 11-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
6,291.3 |
6,315.8 |
PP |
6,263.8 |
6,280.2 |
S1 |
6,236.4 |
6,244.6 |
|