Trading Metrics calculated at close of trading on 26-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2008 |
26-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
3,476.0 |
3,485.0 |
9.0 |
0.3% |
3,629.0 |
High |
3,522.0 |
3,486.0 |
-36.0 |
-1.0% |
3,640.0 |
Low |
3,471.0 |
3,377.0 |
-94.0 |
-2.7% |
3,447.0 |
Close |
3,511.0 |
3,419.0 |
-92.0 |
-2.6% |
3,479.0 |
Range |
51.0 |
109.0 |
58.0 |
113.7% |
193.0 |
ATR |
61.7 |
66.8 |
5.2 |
8.4% |
0.0 |
Volume |
14,483 |
3,605 |
-10,878 |
-75.1% |
106,118 |
|
Daily Pivots for day following 26-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,754.3 |
3,695.7 |
3,479.0 |
|
R3 |
3,645.3 |
3,586.7 |
3,449.0 |
|
R2 |
3,536.3 |
3,536.3 |
3,439.0 |
|
R1 |
3,477.7 |
3,477.7 |
3,429.0 |
3,452.5 |
PP |
3,427.3 |
3,427.3 |
3,427.3 |
3,414.8 |
S1 |
3,368.7 |
3,368.7 |
3,409.0 |
3,343.5 |
S2 |
3,318.3 |
3,318.3 |
3,399.0 |
|
S3 |
3,209.3 |
3,259.7 |
3,389.0 |
|
S4 |
3,100.3 |
3,150.7 |
3,359.1 |
|
|
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 |
3,558.0 |
3,377.0 |
181.0 |
5.3% |
76.6 |
2.2% |
23% |
False |
True |
5,166 |
10 |
3,640.0 |
3,377.0 |
263.0 |
7.7% |
66.0 |
1.9% |
16% |
False |
True |
13,852 |
20 |
3,850.0 |
3,377.0 |
473.0 |
13.8% |
63.7 |
1.9% |
9% |
False |
True |
10,164 |
40 |
3,931.0 |
3,377.0 |
554.0 |
16.2% |
50.4 |
1.5% |
8% |
False |
True |
5,469 |
60 |
3,931.0 |
3,377.0 |
554.0 |
16.2% |
48.6 |
1.4% |
8% |
False |
True |
3,956 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,949.3 |
2.618 |
3,771.4 |
1.618 |
3,662.4 |
1.000 |
3,595.0 |
0.618 |
3,553.4 |
HIGH |
3,486.0 |
0.618 |
3,444.4 |
0.500 |
3,431.5 |
0.382 |
3,418.6 |
LOW |
3,377.0 |
0.618 |
3,309.6 |
1.000 |
3,268.0 |
1.618 |
3,200.6 |
2.618 |
3,091.6 |
4.250 |
2,913.8 |
|
|
Fisher Pivots for day following 26-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
3,431.5 |
3,449.5 |
PP |
3,427.3 |
3,439.3 |
S1 |
3,423.2 |
3,429.2 |
|