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 |
929.8 |
946.1 |
16.3 |
1.8% |
934.9 |
High |
949.2 |
969.1 |
19.9 |
2.1% |
969.1 |
Low |
926.4 |
942.6 |
16.2 |
1.7% |
913.0 |
Close |
942.0 |
960.6 |
18.6 |
2.0% |
960.6 |
Range |
22.8 |
26.5 |
3.7 |
16.2% |
56.1 |
ATR |
20.3 |
20.8 |
0.5 |
2.4% |
0.0 |
Volume |
116,796 |
140,164 |
23,368 |
20.0% |
649,060 |
|
Daily Pivots for day following 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,036.9 |
1,025.3 |
975.2 |
|
R3 |
1,010.4 |
998.8 |
967.9 |
|
R2 |
983.9 |
983.9 |
965.5 |
|
R1 |
972.3 |
972.3 |
963.0 |
978.1 |
PP |
957.4 |
957.4 |
957.4 |
960.4 |
S1 |
945.8 |
945.8 |
958.2 |
951.6 |
S2 |
930.9 |
930.9 |
955.7 |
|
S3 |
904.4 |
919.3 |
953.3 |
|
S4 |
877.9 |
892.8 |
946.0 |
|
|
Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,115.9 |
1,094.3 |
991.5 |
|
R3 |
1,059.8 |
1,038.2 |
976.0 |
|
R2 |
1,003.7 |
1,003.7 |
970.9 |
|
R1 |
982.1 |
982.1 |
965.7 |
992.9 |
PP |
947.6 |
947.6 |
947.6 |
953.0 |
S1 |
926.0 |
926.0 |
955.5 |
936.8 |
S2 |
891.5 |
891.5 |
950.3 |
|
S3 |
835.4 |
869.9 |
945.2 |
|
S4 |
779.3 |
813.8 |
929.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
969.1 |
913.0 |
56.1 |
5.8% |
20.7 |
2.2% |
85% |
True |
False |
129,812 |
10 |
969.1 |
912.2 |
56.9 |
5.9% |
20.3 |
2.1% |
85% |
True |
False |
131,290 |
20 |
969.1 |
861.5 |
107.6 |
11.2% |
20.4 |
2.1% |
92% |
True |
False |
121,383 |
40 |
969.1 |
859.6 |
109.5 |
11.4% |
20.1 |
2.1% |
92% |
True |
False |
102,155 |
60 |
969.1 |
850.5 |
118.6 |
12.3% |
19.9 |
2.1% |
93% |
True |
False |
71,306 |
80 |
969.1 |
850.5 |
118.6 |
12.3% |
20.3 |
2.1% |
93% |
True |
False |
54,171 |
100 |
1,040.3 |
850.5 |
189.8 |
19.8% |
20.4 |
2.1% |
58% |
False |
False |
43,701 |
120 |
1,040.3 |
850.5 |
189.8 |
19.8% |
19.4 |
2.0% |
58% |
False |
False |
36,685 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,081.7 |
2.618 |
1,038.5 |
1.618 |
1,012.0 |
1.000 |
995.6 |
0.618 |
985.5 |
HIGH |
969.1 |
0.618 |
959.0 |
0.500 |
955.9 |
0.382 |
952.7 |
LOW |
942.6 |
0.618 |
926.2 |
1.000 |
916.1 |
1.618 |
899.7 |
2.618 |
873.2 |
4.250 |
830.0 |
|
|
Fisher Pivots for day following 11-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
959.0 |
954.8 |
PP |
957.4 |
949.0 |
S1 |
955.9 |
943.2 |
|