Trading Metrics calculated at close of trading on 03-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2008 |
03-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
3,305.0 |
3,294.0 |
-11.0 |
-0.3% |
3,444.0 |
High |
3,360.0 |
3,369.0 |
9.0 |
0.3% |
3,499.0 |
Low |
3,275.0 |
3,261.0 |
-14.0 |
-0.4% |
3,327.0 |
Close |
3,315.0 |
3,357.0 |
42.0 |
1.3% |
3,369.0 |
Range |
85.0 |
108.0 |
23.0 |
27.1% |
172.0 |
ATR |
75.1 |
77.5 |
2.3 |
3.1% |
0.0 |
Volume |
1,482,722 |
2,143,594 |
660,872 |
44.6% |
7,450,256 |
|
Daily Pivots for day following 03-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,653.0 |
3,613.0 |
3,416.4 |
|
R3 |
3,545.0 |
3,505.0 |
3,386.7 |
|
R2 |
3,437.0 |
3,437.0 |
3,376.8 |
|
R1 |
3,397.0 |
3,397.0 |
3,366.9 |
3,417.0 |
PP |
3,329.0 |
3,329.0 |
3,329.0 |
3,339.0 |
S1 |
3,289.0 |
3,289.0 |
3,347.1 |
3,309.0 |
S2 |
3,221.0 |
3,221.0 |
3,337.2 |
|
S3 |
3,113.0 |
3,181.0 |
3,327.3 |
|
S4 |
3,005.0 |
3,073.0 |
3,297.6 |
|
|
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 |
3,391.0 |
3,261.0 |
130.0 |
3.9% |
86.8 |
2.6% |
74% |
False |
True |
1,817,688 |
10 |
3,533.0 |
3,261.0 |
272.0 |
8.1% |
86.0 |
2.6% |
35% |
False |
True |
1,659,674 |
20 |
3,753.0 |
3,261.0 |
492.0 |
14.7% |
79.0 |
2.4% |
20% |
False |
True |
1,079,896 |
40 |
3,905.0 |
3,261.0 |
644.0 |
19.2% |
63.8 |
1.9% |
15% |
False |
True |
542,677 |
60 |
3,905.0 |
3,261.0 |
644.0 |
19.2% |
61.6 |
1.8% |
15% |
False |
True |
362,185 |
80 |
3,905.0 |
3,261.0 |
644.0 |
19.2% |
67.4 |
2.0% |
15% |
False |
True |
275,064 |
100 |
3,905.0 |
3,261.0 |
644.0 |
19.2% |
67.6 |
2.0% |
15% |
False |
True |
220,319 |
120 |
4,212.0 |
3,261.0 |
951.0 |
28.3% |
72.3 |
2.2% |
10% |
False |
True |
183,742 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,828.0 |
2.618 |
3,651.7 |
1.618 |
3,543.7 |
1.000 |
3,477.0 |
0.618 |
3,435.7 |
HIGH |
3,369.0 |
0.618 |
3,327.7 |
0.500 |
3,315.0 |
0.382 |
3,302.3 |
LOW |
3,261.0 |
0.618 |
3,194.3 |
1.000 |
3,153.0 |
1.618 |
3,086.3 |
2.618 |
2,978.3 |
4.250 |
2,802.0 |
|
|
Fisher Pivots for day following 03-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
3,343.0 |
3,343.7 |
PP |
3,329.0 |
3,330.3 |
S1 |
3,315.0 |
3,317.0 |
|