Trading Metrics calculated at close of trading on 01-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2008 |
01-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
3,355.0 |
3,368.0 |
13.0 |
0.4% |
3,444.0 |
High |
3,387.0 |
3,373.0 |
-14.0 |
-0.4% |
3,499.0 |
Low |
3,321.0 |
3,262.0 |
-59.0 |
-1.8% |
3,327.0 |
Close |
3,380.0 |
3,321.0 |
-59.0 |
-1.7% |
3,369.0 |
Range |
66.0 |
111.0 |
45.0 |
68.2% |
172.0 |
ATR |
71.0 |
74.4 |
3.4 |
4.7% |
0.0 |
Volume |
1,502,317 |
2,155,172 |
652,855 |
43.5% |
7,450,256 |
|
Daily Pivots for day following 01-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,651.7 |
3,597.3 |
3,382.1 |
|
R3 |
3,540.7 |
3,486.3 |
3,351.5 |
|
R2 |
3,429.7 |
3,429.7 |
3,341.4 |
|
R1 |
3,375.3 |
3,375.3 |
3,331.2 |
3,347.0 |
PP |
3,318.7 |
3,318.7 |
3,318.7 |
3,304.5 |
S1 |
3,264.3 |
3,264.3 |
3,310.8 |
3,236.0 |
S2 |
3,207.7 |
3,207.7 |
3,300.7 |
|
S3 |
3,096.7 |
3,153.3 |
3,290.5 |
|
S4 |
2,985.7 |
3,042.3 |
3,260.0 |
|
|
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 |
3,262.0 |
237.0 |
7.1% |
85.0 |
2.6% |
25% |
False |
True |
1,677,296 |
10 |
3,585.0 |
3,262.0 |
323.0 |
9.7% |
77.2 |
2.3% |
18% |
False |
True |
1,556,568 |
20 |
3,756.0 |
3,262.0 |
494.0 |
14.9% |
74.5 |
2.2% |
12% |
False |
True |
900,318 |
40 |
3,905.0 |
3,262.0 |
643.0 |
19.4% |
61.3 |
1.8% |
9% |
False |
True |
452,129 |
60 |
3,905.0 |
3,262.0 |
643.0 |
19.4% |
59.9 |
1.8% |
9% |
False |
True |
301,763 |
80 |
3,905.0 |
3,262.0 |
643.0 |
19.4% |
66.6 |
2.0% |
9% |
False |
True |
229,838 |
100 |
3,905.0 |
3,262.0 |
643.0 |
19.4% |
66.7 |
2.0% |
9% |
False |
True |
184,065 |
120 |
4,245.0 |
3,262.0 |
983.0 |
29.6% |
71.5 |
2.2% |
6% |
False |
True |
153,525 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,844.8 |
2.618 |
3,663.6 |
1.618 |
3,552.6 |
1.000 |
3,484.0 |
0.618 |
3,441.6 |
HIGH |
3,373.0 |
0.618 |
3,330.6 |
0.500 |
3,317.5 |
0.382 |
3,304.4 |
LOW |
3,262.0 |
0.618 |
3,193.4 |
1.000 |
3,151.0 |
1.618 |
3,082.4 |
2.618 |
2,971.4 |
4.250 |
2,790.3 |
|
|
Fisher Pivots for day following 01-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
3,319.8 |
3,326.5 |
PP |
3,318.7 |
3,324.7 |
S1 |
3,317.5 |
3,322.8 |
|