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 |
4,922.0 |
4,996.0 |
74.0 |
1.5% |
5,040.0 |
High |
4,972.0 |
4,996.0 |
24.0 |
0.5% |
5,044.0 |
Low |
4,904.0 |
4,928.0 |
24.0 |
0.5% |
4,904.0 |
Close |
4,945.0 |
4,953.0 |
8.0 |
0.2% |
4,953.0 |
Range |
68.0 |
68.0 |
0.0 |
0.0% |
140.0 |
ATR |
94.6 |
92.7 |
-1.9 |
-2.0% |
0.0 |
Volume |
24,505 |
20,837 |
-3,668 |
-15.0% |
118,763 |
|
Daily Pivots for day following 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,163.0 |
5,126.0 |
4,990.4 |
|
R3 |
5,095.0 |
5,058.0 |
4,971.7 |
|
R2 |
5,027.0 |
5,027.0 |
4,965.5 |
|
R1 |
4,990.0 |
4,990.0 |
4,959.2 |
4,974.5 |
PP |
4,959.0 |
4,959.0 |
4,959.0 |
4,951.3 |
S1 |
4,922.0 |
4,922.0 |
4,946.8 |
4,906.5 |
S2 |
4,891.0 |
4,891.0 |
4,940.5 |
|
S3 |
4,823.0 |
4,854.0 |
4,934.3 |
|
S4 |
4,755.0 |
4,786.0 |
4,915.6 |
|
|
Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,387.0 |
5,310.0 |
5,030.0 |
|
R3 |
5,247.0 |
5,170.0 |
4,991.5 |
|
R2 |
5,107.0 |
5,107.0 |
4,978.7 |
|
R1 |
5,030.0 |
5,030.0 |
4,965.8 |
4,998.5 |
PP |
4,967.0 |
4,967.0 |
4,967.0 |
4,951.3 |
S1 |
4,890.0 |
4,890.0 |
4,940.2 |
4,858.5 |
S2 |
4,827.0 |
4,827.0 |
4,927.3 |
|
S3 |
4,687.0 |
4,750.0 |
4,914.5 |
|
S4 |
4,547.0 |
4,610.0 |
4,876.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,044.0 |
4,904.0 |
140.0 |
2.8% |
74.8 |
1.5% |
35% |
False |
False |
23,752 |
10 |
5,328.0 |
4,904.0 |
424.0 |
8.6% |
82.7 |
1.7% |
12% |
False |
False |
26,012 |
20 |
5,454.0 |
4,904.0 |
550.0 |
11.1% |
84.2 |
1.7% |
9% |
False |
False |
33,635 |
40 |
6,006.0 |
4,904.0 |
1,102.0 |
22.2% |
69.4 |
1.4% |
4% |
False |
False |
17,393 |
60 |
6,006.0 |
4,904.0 |
1,102.0 |
22.2% |
58.9 |
1.2% |
4% |
False |
False |
11,618 |
80 |
6,006.0 |
4,904.0 |
1,102.0 |
22.2% |
49.9 |
1.0% |
4% |
False |
False |
8,723 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,285.0 |
2.618 |
5,174.0 |
1.618 |
5,106.0 |
1.000 |
5,064.0 |
0.618 |
5,038.0 |
HIGH |
4,996.0 |
0.618 |
4,970.0 |
0.500 |
4,962.0 |
0.382 |
4,954.0 |
LOW |
4,928.0 |
0.618 |
4,886.0 |
1.000 |
4,860.0 |
1.618 |
4,818.0 |
2.618 |
4,750.0 |
4.250 |
4,639.0 |
|
|
Fisher Pivots for day following 11-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
4,962.0 |
4,974.0 |
PP |
4,959.0 |
4,967.0 |
S1 |
4,956.0 |
4,960.0 |
|