Trading Metrics calculated at close of trading on 16-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2008 |
16-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
11,050.80 |
10,961.89 |
-88.91 |
-0.8% |
11,289.19 |
High |
11,123.67 |
11,244.17 |
120.50 |
1.1% |
11,418.24 |
Low |
10,827.71 |
10,918.33 |
90.62 |
0.8% |
10,977.68 |
Close |
10,962.54 |
11,239.28 |
276.74 |
2.5% |
11,100.54 |
Range |
295.96 |
325.84 |
29.88 |
10.1% |
440.56 |
ATR |
211.99 |
220.12 |
8.13 |
3.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,111.45 |
12,001.20 |
11,418.49 |
|
R3 |
11,785.61 |
11,675.36 |
11,328.89 |
|
R2 |
11,459.77 |
11,459.77 |
11,299.02 |
|
R1 |
11,349.52 |
11,349.52 |
11,269.15 |
11,404.65 |
PP |
11,133.93 |
11,133.93 |
11,133.93 |
11,161.49 |
S1 |
11,023.68 |
11,023.68 |
11,209.41 |
11,078.81 |
S2 |
10,808.09 |
10,808.09 |
11,179.54 |
|
S3 |
10,482.25 |
10,697.84 |
11,149.67 |
|
S4 |
10,156.41 |
10,372.00 |
11,060.07 |
|
|
Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,487.17 |
12,234.41 |
11,342.85 |
|
R3 |
12,046.61 |
11,793.85 |
11,221.69 |
|
R2 |
11,606.05 |
11,606.05 |
11,181.31 |
|
R1 |
11,353.29 |
11,353.29 |
11,140.92 |
11,259.39 |
PP |
11,165.49 |
11,165.49 |
11,165.49 |
11,118.54 |
S1 |
10,912.73 |
10,912.73 |
11,060.16 |
10,818.83 |
S2 |
10,724.93 |
10,724.93 |
11,019.77 |
|
S3 |
10,284.37 |
10,472.17 |
10,979.39 |
|
S4 |
9,843.81 |
10,031.61 |
10,858.23 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,270.30 |
10,827.71 |
442.59 |
3.9% |
260.79 |
2.3% |
93% |
False |
False |
|
10 |
11,434.12 |
10,827.71 |
606.41 |
5.4% |
247.48 |
2.2% |
68% |
False |
False |
|
20 |
12,158.68 |
10,827.71 |
1,330.97 |
11.8% |
216.09 |
1.9% |
31% |
False |
False |
|
40 |
13,026.04 |
10,827.71 |
2,198.33 |
19.6% |
198.32 |
1.8% |
19% |
False |
False |
|
60 |
13,136.69 |
10,827.71 |
2,308.98 |
20.5% |
184.39 |
1.6% |
18% |
False |
False |
|
80 |
13,136.69 |
10,827.71 |
2,308.98 |
20.5% |
180.46 |
1.6% |
18% |
False |
False |
|
100 |
13,136.69 |
10,827.71 |
2,308.98 |
20.5% |
197.89 |
1.8% |
18% |
False |
False |
|
120 |
13,136.69 |
10,827.71 |
2,308.98 |
20.5% |
203.00 |
1.8% |
18% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,628.99 |
2.618 |
12,097.22 |
1.618 |
11,771.38 |
1.000 |
11,570.01 |
0.618 |
11,445.54 |
HIGH |
11,244.17 |
0.618 |
11,119.70 |
0.500 |
11,081.25 |
0.382 |
11,042.80 |
LOW |
10,918.33 |
0.618 |
10,716.96 |
1.000 |
10,592.49 |
1.618 |
10,391.12 |
2.618 |
10,065.28 |
4.250 |
9,533.51 |
|
|
Fisher Pivots for day following 16-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
11,186.60 |
11,171.50 |
PP |
11,133.93 |
11,103.72 |
S1 |
11,081.25 |
11,035.94 |
|