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 |
953.2 |
956.4 |
3.2 |
0.3% |
913.3 |
High |
957.7 |
959.6 |
1.9 |
0.2% |
942.0 |
Low |
943.3 |
936.1 |
-7.2 |
-0.8% |
884.8 |
Close |
956.2 |
943.3 |
-12.9 |
-1.3% |
940.7 |
Range |
14.4 |
23.5 |
9.1 |
63.2% |
57.2 |
ATR |
19.7 |
20.0 |
0.3 |
1.4% |
0.0 |
Volume |
6,705 |
4,575 |
-2,130 |
-31.8% |
15,993 |
|
Daily Pivots for day following 03-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,016.8 |
1,003.6 |
956.2 |
|
R3 |
993.3 |
980.1 |
949.8 |
|
R2 |
969.8 |
969.8 |
947.6 |
|
R1 |
956.6 |
956.6 |
945.5 |
951.5 |
PP |
946.3 |
946.3 |
946.3 |
943.8 |
S1 |
933.1 |
933.1 |
941.1 |
928.0 |
S2 |
922.8 |
922.8 |
939.0 |
|
S3 |
899.3 |
909.6 |
936.8 |
|
S4 |
875.8 |
886.1 |
930.4 |
|
|
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 |
959.6 |
922.0 |
37.6 |
4.0% |
19.9 |
2.1% |
57% |
True |
False |
5,531 |
10 |
959.6 |
884.8 |
74.8 |
7.9% |
20.3 |
2.1% |
78% |
True |
False |
4,299 |
20 |
959.6 |
869.0 |
90.6 |
9.6% |
20.1 |
2.1% |
82% |
True |
False |
4,001 |
40 |
959.6 |
869.0 |
90.6 |
9.6% |
18.7 |
2.0% |
82% |
True |
False |
3,239 |
60 |
968.4 |
858.8 |
109.6 |
11.6% |
18.6 |
2.0% |
77% |
False |
False |
2,590 |
80 |
1,048.0 |
858.8 |
189.2 |
20.1% |
20.5 |
2.2% |
45% |
False |
False |
2,373 |
100 |
1,048.0 |
858.8 |
189.2 |
20.1% |
20.2 |
2.1% |
45% |
False |
False |
2,071 |
120 |
1,048.0 |
858.8 |
189.2 |
20.1% |
20.0 |
2.1% |
45% |
False |
False |
1,907 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,059.5 |
2.618 |
1,021.1 |
1.618 |
997.6 |
1.000 |
983.1 |
0.618 |
974.1 |
HIGH |
959.6 |
0.618 |
950.6 |
0.500 |
947.9 |
0.382 |
945.1 |
LOW |
936.1 |
0.618 |
921.6 |
1.000 |
912.6 |
1.618 |
898.1 |
2.618 |
874.6 |
4.250 |
836.2 |
|
|
Fisher Pivots for day following 03-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
947.9 |
946.6 |
PP |
946.3 |
945.5 |
S1 |
944.8 |
944.4 |
|