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 |
946.1 |
966.8 |
20.7 |
2.2% |
934.9 |
High |
969.1 |
976.4 |
7.3 |
0.8% |
969.1 |
Low |
942.6 |
954.2 |
11.6 |
1.2% |
913.0 |
Close |
960.6 |
973.7 |
13.1 |
1.4% |
960.6 |
Range |
26.5 |
22.2 |
-4.3 |
-16.2% |
56.1 |
ATR |
20.8 |
20.9 |
0.1 |
0.5% |
0.0 |
Volume |
140,164 |
165,466 |
25,302 |
18.1% |
649,060 |
|
Daily Pivots for day following 14-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,034.7 |
1,026.4 |
985.9 |
|
R3 |
1,012.5 |
1,004.2 |
979.8 |
|
R2 |
990.3 |
990.3 |
977.8 |
|
R1 |
982.0 |
982.0 |
975.7 |
986.2 |
PP |
968.1 |
968.1 |
968.1 |
970.2 |
S1 |
959.8 |
959.8 |
971.7 |
964.0 |
S2 |
945.9 |
945.9 |
969.6 |
|
S3 |
923.7 |
937.6 |
967.6 |
|
S4 |
901.5 |
915.4 |
961.5 |
|
|
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 |
976.4 |
913.0 |
63.4 |
6.5% |
21.4 |
2.2% |
96% |
True |
False |
137,221 |
10 |
976.4 |
913.0 |
63.4 |
6.5% |
20.5 |
2.1% |
96% |
True |
False |
132,997 |
20 |
976.4 |
868.7 |
107.7 |
11.1% |
20.7 |
2.1% |
97% |
True |
False |
122,410 |
40 |
976.4 |
859.6 |
116.8 |
12.0% |
20.0 |
2.1% |
98% |
True |
False |
105,829 |
60 |
976.4 |
850.5 |
125.9 |
12.9% |
19.6 |
2.0% |
98% |
True |
False |
73,965 |
80 |
976.4 |
850.5 |
125.9 |
12.9% |
20.2 |
2.1% |
98% |
True |
False |
56,229 |
100 |
1,040.3 |
850.5 |
189.8 |
19.5% |
20.5 |
2.1% |
65% |
False |
False |
45,316 |
120 |
1,040.3 |
850.5 |
189.8 |
19.5% |
19.4 |
2.0% |
65% |
False |
False |
38,063 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,070.8 |
2.618 |
1,034.5 |
1.618 |
1,012.3 |
1.000 |
998.6 |
0.618 |
990.1 |
HIGH |
976.4 |
0.618 |
967.9 |
0.500 |
965.3 |
0.382 |
962.7 |
LOW |
954.2 |
0.618 |
940.5 |
1.000 |
932.0 |
1.618 |
918.3 |
2.618 |
896.1 |
4.250 |
859.9 |
|
|
Fisher Pivots for day following 14-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
970.9 |
966.3 |
PP |
968.1 |
958.8 |
S1 |
965.3 |
951.4 |
|