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 |
11,842.36 |
11,805.31 |
-37.05 |
-0.3% |
12,306.86 |
High |
11,904.32 |
11,924.19 |
19.87 |
0.2% |
12,322.82 |
Low |
11,725.52 |
11,789.36 |
63.84 |
0.5% |
11,818.83 |
Close |
11,807.43 |
11,811.83 |
4.40 |
0.0% |
11,842.69 |
Range |
178.80 |
134.83 |
-43.97 |
-24.6% |
503.99 |
ATR |
171.22 |
168.62 |
-2.60 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,246.28 |
12,163.89 |
11,885.99 |
|
R3 |
12,111.45 |
12,029.06 |
11,848.91 |
|
R2 |
11,976.62 |
11,976.62 |
11,836.55 |
|
R1 |
11,894.23 |
11,894.23 |
11,824.19 |
11,935.43 |
PP |
11,841.79 |
11,841.79 |
11,841.79 |
11,862.39 |
S1 |
11,759.40 |
11,759.40 |
11,799.47 |
11,800.60 |
S2 |
11,706.96 |
11,706.96 |
11,787.11 |
|
S3 |
11,572.13 |
11,624.57 |
11,774.75 |
|
S4 |
11,437.30 |
11,489.74 |
11,737.67 |
|
|
Weekly Pivots for week ending 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,506.75 |
13,178.71 |
12,119.88 |
|
R3 |
13,002.76 |
12,674.72 |
11,981.29 |
|
R2 |
12,498.77 |
12,498.77 |
11,935.09 |
|
R1 |
12,170.73 |
12,170.73 |
11,888.89 |
12,082.76 |
PP |
11,994.78 |
11,994.78 |
11,994.78 |
11,950.79 |
S1 |
11,666.74 |
11,666.74 |
11,796.49 |
11,578.77 |
S2 |
11,490.79 |
11,490.79 |
11,750.29 |
|
S3 |
10,986.80 |
11,162.75 |
11,704.09 |
|
S4 |
10,482.81 |
10,658.76 |
11,565.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,114.79 |
11,725.52 |
389.27 |
3.3% |
153.02 |
1.3% |
22% |
False |
False |
|
10 |
12,322.82 |
11,725.52 |
597.30 |
5.1% |
156.81 |
1.3% |
14% |
False |
False |
|
20 |
12,726.66 |
11,725.52 |
1,001.14 |
8.5% |
176.58 |
1.5% |
9% |
False |
False |
|
40 |
13,136.69 |
11,725.52 |
1,411.17 |
11.9% |
170.01 |
1.4% |
6% |
False |
False |
|
60 |
13,136.69 |
11,725.52 |
1,411.17 |
11.9% |
164.25 |
1.4% |
6% |
False |
False |
|
80 |
13,136.69 |
11,725.52 |
1,411.17 |
11.9% |
189.43 |
1.6% |
6% |
False |
False |
|
100 |
13,136.69 |
11,725.52 |
1,411.17 |
11.9% |
193.42 |
1.6% |
6% |
False |
False |
|
120 |
13,136.69 |
11,634.82 |
1,501.87 |
12.7% |
210.08 |
1.8% |
12% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,497.22 |
2.618 |
12,277.17 |
1.618 |
12,142.34 |
1.000 |
12,059.02 |
0.618 |
12,007.51 |
HIGH |
11,924.19 |
0.618 |
11,872.68 |
0.500 |
11,856.78 |
0.382 |
11,840.87 |
LOW |
11,789.36 |
0.618 |
11,706.04 |
1.000 |
11,654.53 |
1.618 |
11,571.21 |
2.618 |
11,436.38 |
4.250 |
11,216.33 |
|
|
Fisher Pivots for day following 25-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
11,856.78 |
11,824.86 |
PP |
11,841.79 |
11,820.51 |
S1 |
11,826.81 |
11,816.17 |
|