Trading Metrics calculated at close of trading on 02-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2008 |
02-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
3,368.0 |
3,305.0 |
-63.0 |
-1.9% |
3,444.0 |
High |
3,373.0 |
3,360.0 |
-13.0 |
-0.4% |
3,499.0 |
Low |
3,262.0 |
3,275.0 |
13.0 |
0.4% |
3,327.0 |
Close |
3,321.0 |
3,315.0 |
-6.0 |
-0.2% |
3,369.0 |
Range |
111.0 |
85.0 |
-26.0 |
-23.4% |
172.0 |
ATR |
74.4 |
75.1 |
0.8 |
1.0% |
0.0 |
Volume |
2,155,172 |
1,482,722 |
-672,450 |
-31.2% |
7,450,256 |
|
Daily Pivots for day following 02-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,571.7 |
3,528.3 |
3,361.8 |
|
R3 |
3,486.7 |
3,443.3 |
3,338.4 |
|
R2 |
3,401.7 |
3,401.7 |
3,330.6 |
|
R1 |
3,358.3 |
3,358.3 |
3,322.8 |
3,380.0 |
PP |
3,316.7 |
3,316.7 |
3,316.7 |
3,327.5 |
S1 |
3,273.3 |
3,273.3 |
3,307.2 |
3,295.0 |
S2 |
3,231.7 |
3,231.7 |
3,299.4 |
|
S3 |
3,146.7 |
3,188.3 |
3,291.6 |
|
S4 |
3,061.7 |
3,103.3 |
3,268.3 |
|
|
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 |
3,464.0 |
3,262.0 |
202.0 |
6.1% |
87.6 |
2.6% |
26% |
False |
False |
1,721,585 |
10 |
3,544.0 |
3,262.0 |
282.0 |
8.5% |
79.1 |
2.4% |
19% |
False |
False |
1,570,005 |
20 |
3,753.0 |
3,262.0 |
491.0 |
14.8% |
76.1 |
2.3% |
11% |
False |
False |
973,328 |
40 |
3,905.0 |
3,262.0 |
643.0 |
19.4% |
62.0 |
1.9% |
8% |
False |
False |
489,153 |
60 |
3,905.0 |
3,262.0 |
643.0 |
19.4% |
60.8 |
1.8% |
8% |
False |
False |
326,473 |
80 |
3,905.0 |
3,262.0 |
643.0 |
19.4% |
66.9 |
2.0% |
8% |
False |
False |
248,349 |
100 |
3,905.0 |
3,262.0 |
643.0 |
19.4% |
67.3 |
2.0% |
8% |
False |
False |
198,890 |
120 |
4,245.0 |
3,262.0 |
983.0 |
29.7% |
71.8 |
2.2% |
5% |
False |
False |
165,879 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,721.3 |
2.618 |
3,582.5 |
1.618 |
3,497.5 |
1.000 |
3,445.0 |
0.618 |
3,412.5 |
HIGH |
3,360.0 |
0.618 |
3,327.5 |
0.500 |
3,317.5 |
0.382 |
3,307.5 |
LOW |
3,275.0 |
0.618 |
3,222.5 |
1.000 |
3,190.0 |
1.618 |
3,137.5 |
2.618 |
3,052.5 |
4.250 |
2,913.8 |
|
|
Fisher Pivots for day following 02-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
3,317.5 |
3,324.5 |
PP |
3,316.7 |
3,321.3 |
S1 |
3,315.8 |
3,318.2 |
|