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 |
11,805.31 |
11,808.57 |
3.26 |
0.0% |
12,306.86 |
High |
11,924.19 |
11,808.73 |
-115.46 |
-1.0% |
12,322.82 |
Low |
11,789.36 |
11,453.42 |
-335.94 |
-2.8% |
11,818.83 |
Close |
11,811.83 |
11,453.42 |
-358.41 |
-3.0% |
11,842.69 |
Range |
134.83 |
355.31 |
220.48 |
163.5% |
503.99 |
ATR |
168.62 |
182.18 |
13.56 |
8.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,637.79 |
12,400.91 |
11,648.84 |
|
R3 |
12,282.48 |
12,045.60 |
11,551.13 |
|
R2 |
11,927.17 |
11,927.17 |
11,518.56 |
|
R1 |
11,690.29 |
11,690.29 |
11,485.99 |
11,631.08 |
PP |
11,571.86 |
11,571.86 |
11,571.86 |
11,542.25 |
S1 |
11,334.98 |
11,334.98 |
11,420.85 |
11,275.77 |
S2 |
11,216.55 |
11,216.55 |
11,388.28 |
|
S3 |
10,861.24 |
10,979.67 |
11,355.71 |
|
S4 |
10,505.93 |
10,624.36 |
11,258.00 |
|
|
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 |
12,062.19 |
11,453.42 |
608.77 |
5.3% |
196.79 |
1.7% |
0% |
False |
True |
|
10 |
12,322.82 |
11,453.42 |
869.40 |
7.6% |
173.11 |
1.5% |
0% |
False |
True |
|
20 |
12,689.70 |
11,453.42 |
1,236.28 |
10.8% |
185.74 |
1.6% |
0% |
False |
True |
|
40 |
13,136.69 |
11,453.42 |
1,683.27 |
14.7% |
173.86 |
1.5% |
0% |
False |
True |
|
60 |
13,136.69 |
11,453.42 |
1,683.27 |
14.7% |
167.82 |
1.5% |
0% |
False |
True |
|
80 |
13,136.69 |
11,453.42 |
1,683.27 |
14.7% |
191.04 |
1.7% |
0% |
False |
True |
|
100 |
13,136.69 |
11,453.42 |
1,683.27 |
14.7% |
195.69 |
1.7% |
0% |
False |
True |
|
120 |
13,136.69 |
11,453.42 |
1,683.27 |
14.7% |
210.89 |
1.8% |
0% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,318.80 |
2.618 |
12,738.93 |
1.618 |
12,383.62 |
1.000 |
12,164.04 |
0.618 |
12,028.31 |
HIGH |
11,808.73 |
0.618 |
11,673.00 |
0.500 |
11,631.08 |
0.382 |
11,589.15 |
LOW |
11,453.42 |
0.618 |
11,233.84 |
1.000 |
11,098.11 |
1.618 |
10,878.53 |
2.618 |
10,523.22 |
4.250 |
9,943.35 |
|
|
Fisher Pivots for day following 26-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
11,631.08 |
11,688.81 |
PP |
11,571.86 |
11,610.34 |
S1 |
11,512.64 |
11,531.88 |
|