Trading Metrics calculated at close of trading on 08-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2008 |
08-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
5,488.5 |
5,397.5 |
-91.0 |
-1.7% |
5,555.5 |
High |
5,534.0 |
5,538.0 |
4.0 |
0.1% |
5,660.0 |
Low |
5,401.0 |
5,370.0 |
-31.0 |
-0.6% |
5,376.0 |
Close |
5,516.0 |
5,469.0 |
-47.0 |
-0.9% |
5,500.5 |
Range |
133.0 |
168.0 |
35.0 |
26.3% |
284.0 |
ATR |
120.7 |
124.1 |
3.4 |
2.8% |
0.0 |
Volume |
42,692 |
95,778 |
53,086 |
124.3% |
537,947 |
|
Daily Pivots for day following 08-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,963.0 |
5,884.0 |
5,561.5 |
|
R3 |
5,795.0 |
5,716.0 |
5,515.0 |
|
R2 |
5,627.0 |
5,627.0 |
5,500.0 |
|
R1 |
5,548.0 |
5,548.0 |
5,484.5 |
5,587.5 |
PP |
5,459.0 |
5,459.0 |
5,459.0 |
5,479.0 |
S1 |
5,380.0 |
5,380.0 |
5,453.5 |
5,419.5 |
S2 |
5,291.0 |
5,291.0 |
5,438.0 |
|
S3 |
5,123.0 |
5,212.0 |
5,423.0 |
|
S4 |
4,955.0 |
5,044.0 |
5,376.5 |
|
|
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 |
5,624.0 |
5,370.0 |
254.0 |
4.6% |
164.5 |
3.0% |
39% |
False |
True |
109,103 |
10 |
5,717.5 |
5,370.0 |
347.5 |
6.4% |
136.5 |
2.5% |
28% |
False |
True |
109,115 |
20 |
5,963.5 |
5,370.0 |
593.5 |
10.9% |
118.5 |
2.2% |
17% |
False |
True |
95,011 |
40 |
6,424.5 |
5,370.0 |
1,054.5 |
19.3% |
105.0 |
1.9% |
9% |
False |
True |
47,822 |
60 |
6,424.5 |
5,370.0 |
1,054.5 |
19.3% |
91.5 |
1.7% |
9% |
False |
True |
32,033 |
80 |
6,424.5 |
5,370.0 |
1,054.5 |
19.3% |
81.0 |
1.5% |
9% |
False |
True |
24,070 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,252.0 |
2.618 |
5,978.0 |
1.618 |
5,810.0 |
1.000 |
5,706.0 |
0.618 |
5,642.0 |
HIGH |
5,538.0 |
0.618 |
5,474.0 |
0.500 |
5,454.0 |
0.382 |
5,434.0 |
LOW |
5,370.0 |
0.618 |
5,266.0 |
1.000 |
5,202.0 |
1.618 |
5,098.0 |
2.618 |
4,930.0 |
4.250 |
4,656.0 |
|
|
Fisher Pivots for day following 08-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
5,464.0 |
5,464.0 |
PP |
5,459.0 |
5,459.0 |
S1 |
5,454.0 |
5,454.0 |
|