Trading Metrics calculated at close of trading on 07-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2008 |
07-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
5,394.0 |
5,488.5 |
94.5 |
1.8% |
5,555.5 |
High |
5,510.5 |
5,534.0 |
23.5 |
0.4% |
5,660.0 |
Low |
5,376.0 |
5,401.0 |
25.0 |
0.5% |
5,376.0 |
Close |
5,500.5 |
5,516.0 |
15.5 |
0.3% |
5,500.5 |
Range |
134.5 |
133.0 |
-1.5 |
-1.1% |
284.0 |
ATR |
119.7 |
120.7 |
0.9 |
0.8% |
0.0 |
Volume |
123,505 |
42,692 |
-80,813 |
-65.4% |
537,947 |
|
Daily Pivots for day following 07-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,882.5 |
5,832.5 |
5,589.0 |
|
R3 |
5,749.5 |
5,699.5 |
5,552.5 |
|
R2 |
5,616.5 |
5,616.5 |
5,540.5 |
|
R1 |
5,566.5 |
5,566.5 |
5,528.0 |
5,591.5 |
PP |
5,483.5 |
5,483.5 |
5,483.5 |
5,496.0 |
S1 |
5,433.5 |
5,433.5 |
5,504.0 |
5,458.5 |
S2 |
5,350.5 |
5,350.5 |
5,491.5 |
|
S3 |
5,217.5 |
5,300.5 |
5,479.5 |
|
S4 |
5,084.5 |
5,167.5 |
5,443.0 |
|
|
Weekly Pivots for week ending 04-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,364.0 |
6,216.5 |
5,656.5 |
|
R3 |
6,080.0 |
5,932.5 |
5,578.5 |
|
R2 |
5,796.0 |
5,796.0 |
5,552.5 |
|
R1 |
5,648.5 |
5,648.5 |
5,526.5 |
5,580.0 |
PP |
5,512.0 |
5,512.0 |
5,512.0 |
5,478.0 |
S1 |
5,364.5 |
5,364.5 |
5,474.5 |
5,296.0 |
S2 |
5,228.0 |
5,228.0 |
5,448.5 |
|
S3 |
4,944.0 |
5,080.5 |
5,422.5 |
|
S4 |
4,660.0 |
4,796.5 |
5,344.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,660.0 |
5,376.0 |
284.0 |
5.1% |
155.0 |
2.8% |
49% |
False |
False |
116,127 |
10 |
5,720.0 |
5,376.0 |
344.0 |
6.2% |
129.0 |
2.3% |
41% |
False |
False |
112,604 |
20 |
5,978.5 |
5,376.0 |
602.5 |
10.9% |
115.0 |
2.1% |
23% |
False |
False |
90,274 |
40 |
6,424.5 |
5,376.0 |
1,048.5 |
19.0% |
102.5 |
1.9% |
13% |
False |
False |
45,433 |
60 |
6,424.5 |
5,376.0 |
1,048.5 |
19.0% |
90.0 |
1.6% |
13% |
False |
False |
30,438 |
80 |
6,424.5 |
5,376.0 |
1,048.5 |
19.0% |
79.5 |
1.4% |
13% |
False |
False |
22,873 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,099.0 |
2.618 |
5,882.0 |
1.618 |
5,749.0 |
1.000 |
5,667.0 |
0.618 |
5,616.0 |
HIGH |
5,534.0 |
0.618 |
5,483.0 |
0.500 |
5,467.5 |
0.382 |
5,452.0 |
LOW |
5,401.0 |
0.618 |
5,319.0 |
1.000 |
5,268.0 |
1.618 |
5,186.0 |
2.618 |
5,053.0 |
4.250 |
4,836.0 |
|
|
Fisher Pivots for day following 07-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
5,500.0 |
5,504.5 |
PP |
5,483.5 |
5,493.0 |
S1 |
5,467.5 |
5,481.5 |
|