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 |
940.1 |
937.5 |
-2.6 |
-0.3% |
913.3 |
High |
947.0 |
957.6 |
10.6 |
1.1% |
942.0 |
Low |
929.6 |
933.5 |
3.9 |
0.4% |
884.8 |
Close |
937.7 |
954.1 |
16.4 |
1.7% |
940.7 |
Range |
17.4 |
24.1 |
6.7 |
38.5% |
57.2 |
ATR |
19.9 |
20.2 |
0.3 |
1.5% |
0.0 |
Volume |
8,849 |
3,671 |
-5,178 |
-58.5% |
15,993 |
|
Daily Pivots for day following 01-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,020.7 |
1,011.5 |
967.4 |
|
R3 |
996.6 |
987.4 |
960.7 |
|
R2 |
972.5 |
972.5 |
958.5 |
|
R1 |
963.3 |
963.3 |
956.3 |
967.9 |
PP |
948.4 |
948.4 |
948.4 |
950.7 |
S1 |
939.2 |
939.2 |
951.9 |
943.8 |
S2 |
924.3 |
924.3 |
949.7 |
|
S3 |
900.2 |
915.1 |
947.5 |
|
S4 |
876.1 |
891.0 |
940.8 |
|
|
Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,094.1 |
1,074.6 |
972.2 |
|
R3 |
1,036.9 |
1,017.4 |
956.4 |
|
R2 |
979.7 |
979.7 |
951.2 |
|
R1 |
960.2 |
960.2 |
945.9 |
970.0 |
PP |
922.5 |
922.5 |
922.5 |
927.4 |
S1 |
903.0 |
903.0 |
935.5 |
912.8 |
S2 |
865.3 |
865.3 |
930.2 |
|
S3 |
808.1 |
845.8 |
925.0 |
|
S4 |
750.9 |
788.6 |
909.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
957.6 |
884.8 |
72.8 |
7.6% |
22.2 |
2.3% |
95% |
True |
False |
4,370 |
10 |
957.6 |
884.8 |
72.8 |
7.6% |
20.0 |
2.1% |
95% |
True |
False |
3,588 |
20 |
957.6 |
869.0 |
88.6 |
9.3% |
19.5 |
2.0% |
96% |
True |
False |
3,596 |
40 |
957.6 |
869.0 |
88.6 |
9.3% |
18.7 |
2.0% |
96% |
True |
False |
3,057 |
60 |
968.4 |
858.8 |
109.6 |
11.5% |
18.7 |
2.0% |
87% |
False |
False |
2,488 |
80 |
1,048.0 |
858.8 |
189.2 |
19.8% |
20.4 |
2.1% |
50% |
False |
False |
2,253 |
100 |
1,048.0 |
858.8 |
189.2 |
19.8% |
20.2 |
2.1% |
50% |
False |
False |
1,967 |
120 |
1,048.0 |
858.8 |
189.2 |
19.8% |
20.0 |
2.1% |
50% |
False |
False |
1,821 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,060.0 |
2.618 |
1,020.7 |
1.618 |
996.6 |
1.000 |
981.7 |
0.618 |
972.5 |
HIGH |
957.6 |
0.618 |
948.4 |
0.500 |
945.6 |
0.382 |
942.7 |
LOW |
933.5 |
0.618 |
918.6 |
1.000 |
909.4 |
1.618 |
894.5 |
2.618 |
870.4 |
4.250 |
831.1 |
|
|
Fisher Pivots for day following 01-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
951.3 |
949.3 |
PP |
948.4 |
944.6 |
S1 |
945.6 |
939.8 |
|