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 |
5,442.5 |
5,330.0 |
-112.5 |
-2.1% |
5,488.5 |
High |
5,472.5 |
5,385.0 |
-87.5 |
-1.6% |
5,552.5 |
Low |
5,256.0 |
5,273.5 |
17.5 |
0.3% |
5,256.0 |
Close |
5,273.5 |
5,315.5 |
42.0 |
0.8% |
5,273.5 |
Range |
216.5 |
111.5 |
-105.0 |
-48.5% |
296.5 |
ATR |
132.0 |
130.6 |
-1.5 |
-1.1% |
0.0 |
Volume |
100,264 |
135,924 |
35,660 |
35.6% |
480,234 |
|
Daily Pivots for day following 14-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,659.0 |
5,599.0 |
5,377.0 |
|
R3 |
5,547.5 |
5,487.5 |
5,346.0 |
|
R2 |
5,436.0 |
5,436.0 |
5,336.0 |
|
R1 |
5,376.0 |
5,376.0 |
5,325.5 |
5,350.0 |
PP |
5,324.5 |
5,324.5 |
5,324.5 |
5,312.0 |
S1 |
5,264.5 |
5,264.5 |
5,305.5 |
5,239.0 |
S2 |
5,213.0 |
5,213.0 |
5,295.0 |
|
S3 |
5,101.5 |
5,153.0 |
5,285.0 |
|
S4 |
4,990.0 |
5,041.5 |
5,254.0 |
|
|
Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,250.0 |
6,058.5 |
5,436.5 |
|
R3 |
5,953.5 |
5,762.0 |
5,355.0 |
|
R2 |
5,657.0 |
5,657.0 |
5,328.0 |
|
R1 |
5,465.5 |
5,465.5 |
5,300.5 |
5,413.0 |
PP |
5,360.5 |
5,360.5 |
5,360.5 |
5,334.5 |
S1 |
5,169.0 |
5,169.0 |
5,246.5 |
5,116.5 |
S2 |
5,064.0 |
5,064.0 |
5,219.0 |
|
S3 |
4,767.5 |
4,872.5 |
5,192.0 |
|
S4 |
4,471.0 |
4,576.0 |
5,110.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,552.5 |
5,256.0 |
296.5 |
5.6% |
142.0 |
2.7% |
20% |
False |
False |
114,693 |
10 |
5,660.0 |
5,256.0 |
404.0 |
7.6% |
148.5 |
2.8% |
15% |
False |
False |
115,410 |
20 |
5,963.5 |
5,256.0 |
707.5 |
13.3% |
127.0 |
2.4% |
8% |
False |
False |
116,850 |
40 |
6,424.5 |
5,256.0 |
1,168.5 |
22.0% |
109.0 |
2.1% |
5% |
False |
False |
59,665 |
60 |
6,424.5 |
5,256.0 |
1,168.5 |
22.0% |
96.0 |
1.8% |
5% |
False |
False |
39,990 |
80 |
6,424.5 |
5,256.0 |
1,168.5 |
22.0% |
86.0 |
1.6% |
5% |
False |
False |
30,041 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,859.0 |
2.618 |
5,677.0 |
1.618 |
5,565.5 |
1.000 |
5,496.5 |
0.618 |
5,454.0 |
HIGH |
5,385.0 |
0.618 |
5,342.5 |
0.500 |
5,329.0 |
0.382 |
5,316.0 |
LOW |
5,273.5 |
0.618 |
5,204.5 |
1.000 |
5,162.0 |
1.618 |
5,093.0 |
2.618 |
4,981.5 |
4.250 |
4,799.5 |
|
|
Fisher Pivots for day following 14-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
5,329.0 |
5,375.0 |
PP |
5,324.5 |
5,355.5 |
S1 |
5,320.0 |
5,335.5 |
|