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 |
4,996.0 |
4,930.0 |
-66.0 |
-1.3% |
5,040.0 |
High |
4,996.0 |
4,973.0 |
-23.0 |
-0.5% |
5,044.0 |
Low |
4,928.0 |
4,902.0 |
-26.0 |
-0.5% |
4,904.0 |
Close |
4,953.0 |
4,935.0 |
-18.0 |
-0.4% |
4,953.0 |
Range |
68.0 |
71.0 |
3.0 |
4.4% |
140.0 |
ATR |
92.7 |
91.2 |
-1.6 |
-1.7% |
0.0 |
Volume |
20,837 |
18,503 |
-2,334 |
-11.2% |
118,763 |
|
Daily Pivots for day following 14-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,149.7 |
5,113.3 |
4,974.1 |
|
R3 |
5,078.7 |
5,042.3 |
4,954.5 |
|
R2 |
5,007.7 |
5,007.7 |
4,948.0 |
|
R1 |
4,971.3 |
4,971.3 |
4,941.5 |
4,989.5 |
PP |
4,936.7 |
4,936.7 |
4,936.7 |
4,945.8 |
S1 |
4,900.3 |
4,900.3 |
4,928.5 |
4,918.5 |
S2 |
4,865.7 |
4,865.7 |
4,922.0 |
|
S3 |
4,794.7 |
4,829.3 |
4,915.5 |
|
S4 |
4,723.7 |
4,758.3 |
4,896.0 |
|
|
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 |
4,902.0 |
142.0 |
2.9% |
76.2 |
1.5% |
23% |
False |
True |
23,800 |
10 |
5,238.0 |
4,902.0 |
336.0 |
6.8% |
76.0 |
1.5% |
10% |
False |
True |
24,280 |
20 |
5,454.0 |
4,902.0 |
552.0 |
11.2% |
85.1 |
1.7% |
6% |
False |
True |
32,223 |
40 |
6,006.0 |
4,902.0 |
1,104.0 |
22.4% |
70.4 |
1.4% |
3% |
False |
True |
17,847 |
60 |
6,006.0 |
4,902.0 |
1,104.0 |
22.4% |
58.8 |
1.2% |
3% |
False |
True |
11,926 |
80 |
6,006.0 |
4,902.0 |
1,104.0 |
22.4% |
50.8 |
1.0% |
3% |
False |
True |
8,954 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,274.8 |
2.618 |
5,158.9 |
1.618 |
5,087.9 |
1.000 |
5,044.0 |
0.618 |
5,016.9 |
HIGH |
4,973.0 |
0.618 |
4,945.9 |
0.500 |
4,937.5 |
0.382 |
4,929.1 |
LOW |
4,902.0 |
0.618 |
4,858.1 |
1.000 |
4,831.0 |
1.618 |
4,787.1 |
2.618 |
4,716.1 |
4.250 |
4,600.3 |
|
|
Fisher Pivots for day following 14-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
4,937.5 |
4,949.0 |
PP |
4,936.7 |
4,944.3 |
S1 |
4,935.8 |
4,939.7 |
|