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 |
951.6 |
972.5 |
20.9 |
2.2% |
938.6 |
High |
973.7 |
981.5 |
7.8 |
0.8% |
973.7 |
Low |
948.0 |
959.9 |
11.9 |
1.3% |
918.2 |
Close |
965.8 |
978.9 |
13.1 |
1.4% |
965.8 |
Range |
25.7 |
21.6 |
-4.1 |
-16.0% |
55.5 |
ATR |
19.2 |
19.4 |
0.2 |
0.9% |
0.0 |
Volume |
2,957 |
2,662 |
-295 |
-10.0% |
15,967 |
|
Daily Pivots for day following 14-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,038.2 |
1,030.2 |
990.8 |
|
R3 |
1,016.6 |
1,008.6 |
984.8 |
|
R2 |
995.0 |
995.0 |
982.9 |
|
R1 |
987.0 |
987.0 |
980.9 |
991.0 |
PP |
973.4 |
973.4 |
973.4 |
975.5 |
S1 |
965.4 |
965.4 |
976.9 |
969.4 |
S2 |
951.8 |
951.8 |
974.9 |
|
S3 |
930.2 |
943.8 |
973.0 |
|
S4 |
908.6 |
922.2 |
967.0 |
|
|
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 |
981.5 |
918.2 |
63.3 |
6.5% |
20.7 |
2.1% |
96% |
True |
False |
3,121 |
10 |
981.5 |
918.2 |
63.3 |
6.5% |
19.4 |
2.0% |
96% |
True |
False |
2,956 |
20 |
981.5 |
876.3 |
105.2 |
10.7% |
19.0 |
1.9% |
98% |
True |
False |
1,989 |
40 |
981.5 |
865.0 |
116.5 |
11.9% |
17.9 |
1.8% |
98% |
True |
False |
1,376 |
60 |
981.5 |
855.0 |
126.5 |
12.9% |
16.8 |
1.7% |
98% |
True |
False |
1,028 |
80 |
981.5 |
855.0 |
126.5 |
12.9% |
17.1 |
1.7% |
98% |
True |
False |
931 |
100 |
1,034.3 |
855.0 |
179.3 |
18.3% |
17.0 |
1.7% |
69% |
False |
False |
817 |
120 |
1,034.3 |
855.0 |
179.3 |
18.3% |
15.6 |
1.6% |
69% |
False |
False |
697 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,073.3 |
2.618 |
1,038.0 |
1.618 |
1,016.4 |
1.000 |
1,003.1 |
0.618 |
994.8 |
HIGH |
981.5 |
0.618 |
973.2 |
0.500 |
970.7 |
0.382 |
968.2 |
LOW |
959.9 |
0.618 |
946.6 |
1.000 |
938.3 |
1.618 |
925.0 |
2.618 |
903.4 |
4.250 |
868.1 |
|
|
Fisher Pivots for day following 14-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
976.2 |
971.5 |
PP |
973.4 |
964.2 |
S1 |
970.7 |
956.8 |
|