Trading Metrics calculated at close of trading on 20-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2008 |
20-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
3,525.0 |
3,524.0 |
-1.0 |
0.0% |
3,604.0 |
High |
3,544.0 |
3,533.0 |
-11.0 |
-0.3% |
3,613.0 |
Low |
3,505.0 |
3,418.0 |
-87.0 |
-2.5% |
3,418.0 |
Close |
3,518.0 |
3,453.0 |
-65.0 |
-1.8% |
3,453.0 |
Range |
39.0 |
115.0 |
76.0 |
194.9% |
195.0 |
ATR |
63.3 |
67.0 |
3.7 |
5.8% |
0.0 |
Volume |
1,246,900 |
1,862,686 |
615,786 |
49.4% |
6,407,570 |
|
Daily Pivots for day following 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,813.0 |
3,748.0 |
3,516.3 |
|
R3 |
3,698.0 |
3,633.0 |
3,484.6 |
|
R2 |
3,583.0 |
3,583.0 |
3,474.1 |
|
R1 |
3,518.0 |
3,518.0 |
3,463.5 |
3,493.0 |
PP |
3,468.0 |
3,468.0 |
3,468.0 |
3,455.5 |
S1 |
3,403.0 |
3,403.0 |
3,442.5 |
3,378.0 |
S2 |
3,353.0 |
3,353.0 |
3,431.9 |
|
S3 |
3,238.0 |
3,288.0 |
3,421.4 |
|
S4 |
3,123.0 |
3,173.0 |
3,389.8 |
|
|
Weekly Pivots for week ending 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,079.7 |
3,961.3 |
3,560.3 |
|
R3 |
3,884.7 |
3,766.3 |
3,506.6 |
|
R2 |
3,689.7 |
3,689.7 |
3,488.8 |
|
R1 |
3,571.3 |
3,571.3 |
3,470.9 |
3,533.0 |
PP |
3,494.7 |
3,494.7 |
3,494.7 |
3,475.5 |
S1 |
3,376.3 |
3,376.3 |
3,435.1 |
3,338.0 |
S2 |
3,299.7 |
3,299.7 |
3,417.3 |
|
S3 |
3,104.7 |
3,181.3 |
3,399.4 |
|
S4 |
2,909.7 |
2,986.3 |
3,345.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,613.0 |
3,418.0 |
195.0 |
5.6% |
69.8 |
2.0% |
18% |
False |
True |
1,281,514 |
10 |
3,645.0 |
3,418.0 |
227.0 |
6.6% |
67.1 |
1.9% |
15% |
False |
True |
685,413 |
20 |
3,822.0 |
3,418.0 |
404.0 |
11.7% |
62.9 |
1.8% |
9% |
False |
True |
346,768 |
40 |
3,905.0 |
3,418.0 |
487.0 |
14.1% |
54.7 |
1.6% |
7% |
False |
True |
174,575 |
60 |
3,905.0 |
3,418.0 |
487.0 |
14.1% |
59.3 |
1.7% |
7% |
False |
True |
116,711 |
80 |
3,905.0 |
3,359.0 |
546.0 |
15.8% |
65.7 |
1.9% |
17% |
False |
False |
91,058 |
100 |
3,905.0 |
3,359.0 |
546.0 |
15.8% |
65.8 |
1.9% |
17% |
False |
False |
73,094 |
120 |
4,411.0 |
3,359.0 |
1,052.0 |
30.5% |
69.2 |
2.0% |
9% |
False |
False |
60,978 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,021.8 |
2.618 |
3,834.1 |
1.618 |
3,719.1 |
1.000 |
3,648.0 |
0.618 |
3,604.1 |
HIGH |
3,533.0 |
0.618 |
3,489.1 |
0.500 |
3,475.5 |
0.382 |
3,461.9 |
LOW |
3,418.0 |
0.618 |
3,346.9 |
1.000 |
3,303.0 |
1.618 |
3,231.9 |
2.618 |
3,116.9 |
4.250 |
2,929.3 |
|
|
Fisher Pivots for day following 20-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
3,475.5 |
3,501.5 |
PP |
3,468.0 |
3,485.3 |
S1 |
3,460.5 |
3,469.2 |
|