Trading Metrics calculated at close of trading on 30-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2008 |
30-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
3,378.0 |
3,355.0 |
-23.0 |
-0.7% |
3,444.0 |
High |
3,391.0 |
3,387.0 |
-4.0 |
-0.1% |
3,499.0 |
Low |
3,327.0 |
3,321.0 |
-6.0 |
-0.2% |
3,327.0 |
Close |
3,369.0 |
3,380.0 |
11.0 |
0.3% |
3,369.0 |
Range |
64.0 |
66.0 |
2.0 |
3.1% |
172.0 |
ATR |
71.4 |
71.0 |
-0.4 |
-0.5% |
0.0 |
Volume |
1,804,635 |
1,502,317 |
-302,318 |
-16.8% |
7,450,256 |
|
Daily Pivots for day following 30-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,560.7 |
3,536.3 |
3,416.3 |
|
R3 |
3,494.7 |
3,470.3 |
3,398.2 |
|
R2 |
3,428.7 |
3,428.7 |
3,392.1 |
|
R1 |
3,404.3 |
3,404.3 |
3,386.1 |
3,416.5 |
PP |
3,362.7 |
3,362.7 |
3,362.7 |
3,368.8 |
S1 |
3,338.3 |
3,338.3 |
3,374.0 |
3,350.5 |
S2 |
3,296.7 |
3,296.7 |
3,367.9 |
|
S3 |
3,230.7 |
3,272.3 |
3,361.9 |
|
S4 |
3,164.7 |
3,206.3 |
3,343.7 |
|
|
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 |
3,321.0 |
178.0 |
5.3% |
80.2 |
2.4% |
33% |
False |
True |
1,578,780 |
10 |
3,613.0 |
3,321.0 |
292.0 |
8.6% |
71.5 |
2.1% |
20% |
False |
True |
1,479,835 |
20 |
3,776.0 |
3,321.0 |
455.0 |
13.5% |
71.3 |
2.1% |
13% |
False |
True |
792,858 |
40 |
3,905.0 |
3,321.0 |
584.0 |
17.3% |
59.9 |
1.8% |
10% |
False |
True |
398,294 |
60 |
3,905.0 |
3,321.0 |
584.0 |
17.3% |
58.4 |
1.7% |
10% |
False |
True |
265,845 |
80 |
3,905.0 |
3,321.0 |
584.0 |
17.3% |
66.1 |
2.0% |
10% |
False |
True |
202,927 |
100 |
3,905.0 |
3,321.0 |
584.0 |
17.3% |
65.8 |
1.9% |
10% |
False |
True |
162,517 |
120 |
4,268.0 |
3,321.0 |
947.0 |
28.0% |
70.8 |
2.1% |
6% |
False |
True |
135,566 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,667.5 |
2.618 |
3,559.8 |
1.618 |
3,493.8 |
1.000 |
3,453.0 |
0.618 |
3,427.8 |
HIGH |
3,387.0 |
0.618 |
3,361.8 |
0.500 |
3,354.0 |
0.382 |
3,346.2 |
LOW |
3,321.0 |
0.618 |
3,280.2 |
1.000 |
3,255.0 |
1.618 |
3,214.2 |
2.618 |
3,148.2 |
4.250 |
3,040.5 |
|
|
Fisher Pivots for day following 30-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
3,371.3 |
3,392.5 |
PP |
3,362.7 |
3,388.3 |
S1 |
3,354.0 |
3,384.2 |
|