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 |
935.0 |
951.6 |
16.6 |
1.8% |
938.6 |
High |
954.0 |
973.7 |
19.7 |
2.1% |
973.7 |
Low |
932.1 |
948.0 |
15.9 |
1.7% |
918.2 |
Close |
947.0 |
965.8 |
18.8 |
2.0% |
965.8 |
Range |
21.9 |
25.7 |
3.8 |
17.4% |
55.5 |
ATR |
18.7 |
19.2 |
0.6 |
3.1% |
0.0 |
Volume |
2,502 |
2,957 |
455 |
18.2% |
15,967 |
|
Daily Pivots for day following 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,039.6 |
1,028.4 |
979.9 |
|
R3 |
1,013.9 |
1,002.7 |
972.9 |
|
R2 |
988.2 |
988.2 |
970.5 |
|
R1 |
977.0 |
977.0 |
968.2 |
982.6 |
PP |
962.5 |
962.5 |
962.5 |
965.3 |
S1 |
951.3 |
951.3 |
963.4 |
956.9 |
S2 |
936.8 |
936.8 |
961.1 |
|
S3 |
911.1 |
925.6 |
958.7 |
|
S4 |
885.4 |
899.9 |
951.7 |
|
|
Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,119.1 |
1,097.9 |
996.3 |
|
R3 |
1,063.6 |
1,042.4 |
981.1 |
|
R2 |
1,008.1 |
1,008.1 |
976.0 |
|
R1 |
986.9 |
986.9 |
970.9 |
997.5 |
PP |
952.6 |
952.6 |
952.6 |
957.9 |
S1 |
931.4 |
931.4 |
960.7 |
942.0 |
S2 |
897.1 |
897.1 |
955.6 |
|
S3 |
841.6 |
875.9 |
950.5 |
|
S4 |
786.1 |
820.4 |
935.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
973.7 |
918.2 |
55.5 |
5.7% |
19.8 |
2.0% |
86% |
True |
False |
3,193 |
10 |
973.7 |
917.5 |
56.2 |
5.8% |
19.2 |
2.0% |
86% |
True |
False |
2,781 |
20 |
973.7 |
866.8 |
106.9 |
11.1% |
18.7 |
1.9% |
93% |
True |
False |
1,883 |
40 |
973.7 |
865.0 |
108.7 |
11.3% |
17.8 |
1.8% |
93% |
True |
False |
1,311 |
60 |
973.7 |
855.0 |
118.7 |
12.3% |
17.1 |
1.8% |
93% |
True |
False |
988 |
80 |
973.7 |
855.0 |
118.7 |
12.3% |
17.2 |
1.8% |
93% |
True |
False |
901 |
100 |
1,034.3 |
855.0 |
179.3 |
18.6% |
16.9 |
1.8% |
62% |
False |
False |
797 |
120 |
1,034.3 |
855.0 |
179.3 |
18.6% |
15.6 |
1.6% |
62% |
False |
False |
675 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,082.9 |
2.618 |
1,041.0 |
1.618 |
1,015.3 |
1.000 |
999.4 |
0.618 |
989.6 |
HIGH |
973.7 |
0.618 |
963.9 |
0.500 |
960.9 |
0.382 |
957.8 |
LOW |
948.0 |
0.618 |
932.1 |
1.000 |
922.3 |
1.618 |
906.4 |
2.618 |
880.7 |
4.250 |
838.8 |
|
|
Fisher Pivots for day following 11-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
964.2 |
960.0 |
PP |
962.5 |
954.1 |
S1 |
960.9 |
948.3 |
|