Trading Metrics calculated at close of trading on 25-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2008 |
25-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
3,483.0 |
3,476.0 |
-7.0 |
-0.2% |
3,629.0 |
High |
3,495.0 |
3,522.0 |
27.0 |
0.8% |
3,640.0 |
Low |
3,419.0 |
3,471.0 |
52.0 |
1.5% |
3,447.0 |
Close |
3,460.0 |
3,511.0 |
51.0 |
1.5% |
3,479.0 |
Range |
76.0 |
51.0 |
-25.0 |
-32.9% |
193.0 |
ATR |
61.7 |
61.7 |
0.0 |
0.0% |
0.0 |
Volume |
1,492 |
14,483 |
12,991 |
870.7% |
106,118 |
|
Daily Pivots for day following 25-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,654.3 |
3,633.7 |
3,539.1 |
|
R3 |
3,603.3 |
3,582.7 |
3,525.0 |
|
R2 |
3,552.3 |
3,552.3 |
3,520.4 |
|
R1 |
3,531.7 |
3,531.7 |
3,515.7 |
3,542.0 |
PP |
3,501.3 |
3,501.3 |
3,501.3 |
3,506.5 |
S1 |
3,480.7 |
3,480.7 |
3,506.3 |
3,491.0 |
S2 |
3,450.3 |
3,450.3 |
3,501.7 |
|
S3 |
3,399.3 |
3,429.7 |
3,497.0 |
|
S4 |
3,348.3 |
3,378.7 |
3,483.0 |
|
|
Weekly Pivots for week ending 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,101.0 |
3,983.0 |
3,585.2 |
|
R3 |
3,908.0 |
3,790.0 |
3,532.1 |
|
R2 |
3,715.0 |
3,715.0 |
3,514.4 |
|
R1 |
3,597.0 |
3,597.0 |
3,496.7 |
3,559.5 |
PP |
3,522.0 |
3,522.0 |
3,522.0 |
3,503.3 |
S1 |
3,404.0 |
3,404.0 |
3,461.3 |
3,366.5 |
S2 |
3,329.0 |
3,329.0 |
3,443.6 |
|
S3 |
3,136.0 |
3,211.0 |
3,425.9 |
|
S4 |
2,943.0 |
3,018.0 |
3,372.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,571.0 |
3,419.0 |
152.0 |
4.3% |
62.2 |
1.8% |
61% |
False |
False |
11,983 |
10 |
3,640.0 |
3,419.0 |
221.0 |
6.3% |
59.8 |
1.7% |
42% |
False |
False |
14,363 |
20 |
3,850.0 |
3,419.0 |
431.0 |
12.3% |
60.7 |
1.7% |
21% |
False |
False |
10,118 |
40 |
3,931.0 |
3,419.0 |
512.0 |
14.6% |
48.8 |
1.4% |
18% |
False |
False |
5,500 |
60 |
3,931.0 |
3,419.0 |
512.0 |
14.6% |
47.5 |
1.4% |
18% |
False |
False |
3,900 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,738.8 |
2.618 |
3,655.5 |
1.618 |
3,604.5 |
1.000 |
3,573.0 |
0.618 |
3,553.5 |
HIGH |
3,522.0 |
0.618 |
3,502.5 |
0.500 |
3,496.5 |
0.382 |
3,490.5 |
LOW |
3,471.0 |
0.618 |
3,439.5 |
1.000 |
3,420.0 |
1.618 |
3,388.5 |
2.618 |
3,337.5 |
4.250 |
3,254.3 |
|
|
Fisher Pivots for day following 25-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
3,506.2 |
3,497.5 |
PP |
3,501.3 |
3,484.0 |
S1 |
3,496.5 |
3,470.5 |
|