Trading Metrics calculated at close of trading on 25-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2008 |
25-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
3,454.0 |
3,429.0 |
-25.0 |
-0.7% |
3,604.0 |
High |
3,474.0 |
3,499.0 |
25.0 |
0.7% |
3,613.0 |
Low |
3,387.0 |
3,427.0 |
40.0 |
1.2% |
3,418.0 |
Close |
3,434.0 |
3,485.0 |
51.0 |
1.5% |
3,453.0 |
Range |
87.0 |
72.0 |
-15.0 |
-17.2% |
195.0 |
ATR |
66.6 |
67.0 |
0.4 |
0.6% |
0.0 |
Volume |
1,662,596 |
1,261,273 |
-401,323 |
-24.1% |
6,407,570 |
|
Daily Pivots for day following 25-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,686.3 |
3,657.7 |
3,524.6 |
|
R3 |
3,614.3 |
3,585.7 |
3,504.8 |
|
R2 |
3,542.3 |
3,542.3 |
3,498.2 |
|
R1 |
3,513.7 |
3,513.7 |
3,491.6 |
3,528.0 |
PP |
3,470.3 |
3,470.3 |
3,470.3 |
3,477.5 |
S1 |
3,441.7 |
3,441.7 |
3,478.4 |
3,456.0 |
S2 |
3,398.3 |
3,398.3 |
3,471.8 |
|
S3 |
3,326.3 |
3,369.7 |
3,465.2 |
|
S4 |
3,254.3 |
3,297.7 |
3,445.4 |
|
|
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 |
3,544.0 |
3,387.0 |
157.0 |
4.5% |
70.6 |
2.0% |
62% |
False |
False |
1,418,424 |
10 |
3,613.0 |
3,387.0 |
226.0 |
6.5% |
66.4 |
1.9% |
43% |
False |
False |
1,070,231 |
20 |
3,822.0 |
3,387.0 |
435.0 |
12.5% |
67.2 |
1.9% |
23% |
False |
False |
545,593 |
40 |
3,905.0 |
3,387.0 |
518.0 |
14.9% |
57.2 |
1.6% |
19% |
False |
False |
274,125 |
60 |
3,905.0 |
3,387.0 |
518.0 |
14.9% |
57.1 |
1.6% |
19% |
False |
False |
183,041 |
80 |
3,905.0 |
3,359.0 |
546.0 |
15.7% |
65.4 |
1.9% |
23% |
False |
False |
140,825 |
100 |
3,905.0 |
3,359.0 |
546.0 |
15.7% |
66.0 |
1.9% |
23% |
False |
False |
112,874 |
120 |
4,302.0 |
3,359.0 |
943.0 |
27.1% |
69.9 |
2.0% |
13% |
False |
False |
94,151 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,805.0 |
2.618 |
3,687.5 |
1.618 |
3,615.5 |
1.000 |
3,571.0 |
0.618 |
3,543.5 |
HIGH |
3,499.0 |
0.618 |
3,471.5 |
0.500 |
3,463.0 |
0.382 |
3,454.5 |
LOW |
3,427.0 |
0.618 |
3,382.5 |
1.000 |
3,355.0 |
1.618 |
3,310.5 |
2.618 |
3,238.5 |
4.250 |
3,121.0 |
|
|
Fisher Pivots for day following 25-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
3,477.7 |
3,471.0 |
PP |
3,470.3 |
3,457.0 |
S1 |
3,463.0 |
3,443.0 |
|