Trading Metrics calculated at close of trading on 27-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2008 |
27-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
3,462.0 |
3,378.0 |
-84.0 |
-2.4% |
3,444.0 |
High |
3,464.0 |
3,391.0 |
-73.0 |
-2.1% |
3,499.0 |
Low |
3,352.0 |
3,327.0 |
-25.0 |
-0.7% |
3,327.0 |
Close |
3,394.0 |
3,369.0 |
-25.0 |
-0.7% |
3,369.0 |
Range |
112.0 |
64.0 |
-48.0 |
-42.9% |
172.0 |
ATR |
71.7 |
71.4 |
-0.3 |
-0.5% |
0.0 |
Volume |
1,663,083 |
1,804,635 |
141,552 |
8.5% |
7,450,256 |
|
Daily Pivots for day following 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,554.3 |
3,525.7 |
3,404.2 |
|
R3 |
3,490.3 |
3,461.7 |
3,386.6 |
|
R2 |
3,426.3 |
3,426.3 |
3,380.7 |
|
R1 |
3,397.7 |
3,397.7 |
3,374.9 |
3,380.0 |
PP |
3,362.3 |
3,362.3 |
3,362.3 |
3,353.5 |
S1 |
3,333.7 |
3,333.7 |
3,363.1 |
3,316.0 |
S2 |
3,298.3 |
3,298.3 |
3,357.3 |
|
S3 |
3,234.3 |
3,269.7 |
3,351.4 |
|
S4 |
3,170.3 |
3,205.7 |
3,333.8 |
|
|
Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,914.3 |
3,813.7 |
3,463.6 |
|
R3 |
3,742.3 |
3,641.7 |
3,416.3 |
|
R2 |
3,570.3 |
3,570.3 |
3,400.5 |
|
R1 |
3,469.7 |
3,469.7 |
3,384.8 |
3,434.0 |
PP |
3,398.3 |
3,398.3 |
3,398.3 |
3,380.5 |
S1 |
3,297.7 |
3,297.7 |
3,353.2 |
3,262.0 |
S2 |
3,226.3 |
3,226.3 |
3,337.5 |
|
S3 |
3,054.3 |
3,125.7 |
3,321.7 |
|
S4 |
2,882.3 |
2,953.7 |
3,274.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,499.0 |
3,327.0 |
172.0 |
5.1% |
75.0 |
2.2% |
24% |
False |
True |
1,490,051 |
10 |
3,613.0 |
3,327.0 |
286.0 |
8.5% |
72.4 |
2.1% |
15% |
False |
True |
1,385,782 |
20 |
3,812.0 |
3,327.0 |
485.0 |
14.4% |
72.2 |
2.1% |
9% |
False |
True |
718,148 |
40 |
3,905.0 |
3,327.0 |
578.0 |
17.2% |
58.8 |
1.7% |
7% |
False |
True |
360,738 |
60 |
3,905.0 |
3,327.0 |
578.0 |
17.2% |
58.2 |
1.7% |
7% |
False |
True |
240,813 |
80 |
3,905.0 |
3,327.0 |
578.0 |
17.2% |
65.9 |
2.0% |
7% |
False |
True |
184,156 |
100 |
3,905.0 |
3,327.0 |
578.0 |
17.2% |
65.6 |
1.9% |
7% |
False |
True |
147,498 |
120 |
4,280.0 |
3,327.0 |
953.0 |
28.3% |
70.7 |
2.1% |
4% |
False |
True |
123,048 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,663.0 |
2.618 |
3,558.6 |
1.618 |
3,494.6 |
1.000 |
3,455.0 |
0.618 |
3,430.6 |
HIGH |
3,391.0 |
0.618 |
3,366.6 |
0.500 |
3,359.0 |
0.382 |
3,351.4 |
LOW |
3,327.0 |
0.618 |
3,287.4 |
1.000 |
3,263.0 |
1.618 |
3,223.4 |
2.618 |
3,159.4 |
4.250 |
3,055.0 |
|
|
Fisher Pivots for day following 27-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
3,365.7 |
3,413.0 |
PP |
3,362.3 |
3,398.3 |
S1 |
3,359.0 |
3,383.7 |
|