Trading Metrics calculated at close of trading on 26-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2008 |
26-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
3,429.0 |
3,462.0 |
33.0 |
1.0% |
3,604.0 |
High |
3,499.0 |
3,464.0 |
-35.0 |
-1.0% |
3,613.0 |
Low |
3,427.0 |
3,352.0 |
-75.0 |
-2.2% |
3,418.0 |
Close |
3,485.0 |
3,394.0 |
-91.0 |
-2.6% |
3,453.0 |
Range |
72.0 |
112.0 |
40.0 |
55.6% |
195.0 |
ATR |
67.0 |
71.7 |
4.7 |
7.0% |
0.0 |
Volume |
1,261,273 |
1,663,083 |
401,810 |
31.9% |
6,407,570 |
|
Daily Pivots for day following 26-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,739.3 |
3,678.7 |
3,455.6 |
|
R3 |
3,627.3 |
3,566.7 |
3,424.8 |
|
R2 |
3,515.3 |
3,515.3 |
3,414.5 |
|
R1 |
3,454.7 |
3,454.7 |
3,404.3 |
3,429.0 |
PP |
3,403.3 |
3,403.3 |
3,403.3 |
3,390.5 |
S1 |
3,342.7 |
3,342.7 |
3,383.7 |
3,317.0 |
S2 |
3,291.3 |
3,291.3 |
3,373.5 |
|
S3 |
3,179.3 |
3,230.7 |
3,363.2 |
|
S4 |
3,067.3 |
3,118.7 |
3,332.4 |
|
|
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 |
3,533.0 |
3,352.0 |
181.0 |
5.3% |
85.2 |
2.5% |
23% |
False |
True |
1,501,661 |
10 |
3,613.0 |
3,352.0 |
261.0 |
7.7% |
72.8 |
2.1% |
16% |
False |
True |
1,226,585 |
20 |
3,822.0 |
3,352.0 |
470.0 |
13.8% |
70.2 |
2.1% |
9% |
False |
True |
628,229 |
40 |
3,905.0 |
3,352.0 |
553.0 |
16.3% |
58.5 |
1.7% |
8% |
False |
True |
315,636 |
60 |
3,905.0 |
3,352.0 |
553.0 |
16.3% |
58.1 |
1.7% |
8% |
False |
True |
210,749 |
80 |
3,905.0 |
3,352.0 |
553.0 |
16.3% |
66.4 |
2.0% |
8% |
False |
True |
161,609 |
100 |
3,905.0 |
3,352.0 |
553.0 |
16.3% |
66.6 |
2.0% |
8% |
False |
True |
129,495 |
120 |
4,302.0 |
3,352.0 |
950.0 |
28.0% |
70.7 |
2.1% |
4% |
False |
True |
108,009 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,940.0 |
2.618 |
3,757.2 |
1.618 |
3,645.2 |
1.000 |
3,576.0 |
0.618 |
3,533.2 |
HIGH |
3,464.0 |
0.618 |
3,421.2 |
0.500 |
3,408.0 |
0.382 |
3,394.8 |
LOW |
3,352.0 |
0.618 |
3,282.8 |
1.000 |
3,240.0 |
1.618 |
3,170.8 |
2.618 |
3,058.8 |
4.250 |
2,876.0 |
|
|
Fisher Pivots for day following 26-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
3,408.0 |
3,425.5 |
PP |
3,403.3 |
3,415.0 |
S1 |
3,398.7 |
3,404.5 |
|