Trading Metrics calculated at close of trading on 24-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2008 |
24-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
3,444.0 |
3,454.0 |
10.0 |
0.3% |
3,604.0 |
High |
3,478.0 |
3,474.0 |
-4.0 |
-0.1% |
3,613.0 |
Low |
3,438.0 |
3,387.0 |
-51.0 |
-1.5% |
3,418.0 |
Close |
3,458.0 |
3,434.0 |
-24.0 |
-0.7% |
3,453.0 |
Range |
40.0 |
87.0 |
47.0 |
117.5% |
195.0 |
ATR |
65.1 |
66.6 |
1.6 |
2.4% |
0.0 |
Volume |
1,058,669 |
1,662,596 |
603,927 |
57.0% |
6,407,570 |
|
Daily Pivots for day following 24-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,692.7 |
3,650.3 |
3,481.9 |
|
R3 |
3,605.7 |
3,563.3 |
3,457.9 |
|
R2 |
3,518.7 |
3,518.7 |
3,450.0 |
|
R1 |
3,476.3 |
3,476.3 |
3,442.0 |
3,454.0 |
PP |
3,431.7 |
3,431.7 |
3,431.7 |
3,420.5 |
S1 |
3,389.3 |
3,389.3 |
3,426.0 |
3,367.0 |
S2 |
3,344.7 |
3,344.7 |
3,418.1 |
|
S3 |
3,257.7 |
3,302.3 |
3,410.1 |
|
S4 |
3,170.7 |
3,215.3 |
3,386.2 |
|
|
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 |
3,585.0 |
3,387.0 |
198.0 |
5.8% |
69.4 |
2.0% |
24% |
False |
True |
1,435,840 |
10 |
3,635.0 |
3,387.0 |
248.0 |
7.2% |
70.4 |
2.1% |
19% |
False |
True |
952,692 |
20 |
3,822.0 |
3,387.0 |
435.0 |
12.7% |
66.1 |
1.9% |
11% |
False |
True |
482,643 |
40 |
3,905.0 |
3,387.0 |
518.0 |
15.1% |
56.1 |
1.6% |
9% |
False |
True |
242,596 |
60 |
3,905.0 |
3,387.0 |
518.0 |
15.1% |
59.1 |
1.7% |
9% |
False |
True |
162,036 |
80 |
3,905.0 |
3,359.0 |
546.0 |
15.9% |
65.5 |
1.9% |
14% |
False |
False |
125,063 |
100 |
3,905.0 |
3,359.0 |
546.0 |
15.9% |
65.9 |
1.9% |
14% |
False |
False |
100,279 |
120 |
4,302.0 |
3,359.0 |
943.0 |
27.5% |
69.4 |
2.0% |
8% |
False |
False |
83,649 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,843.8 |
2.618 |
3,701.8 |
1.618 |
3,614.8 |
1.000 |
3,561.0 |
0.618 |
3,527.8 |
HIGH |
3,474.0 |
0.618 |
3,440.8 |
0.500 |
3,430.5 |
0.382 |
3,420.2 |
LOW |
3,387.0 |
0.618 |
3,333.2 |
1.000 |
3,300.0 |
1.618 |
3,246.2 |
2.618 |
3,159.2 |
4.250 |
3,017.3 |
|
|
Fisher Pivots for day following 24-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
3,432.8 |
3,460.0 |
PP |
3,431.7 |
3,451.3 |
S1 |
3,430.5 |
3,442.7 |
|