Trading Metrics calculated at close of trading on 27-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2008 |
27-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
11,808.57 |
11,452.85 |
-355.72 |
-3.0% |
11,843.83 |
High |
11,808.73 |
11,485.25 |
-323.48 |
-2.7% |
11,924.19 |
Low |
11,453.42 |
11,297.99 |
-155.43 |
-1.4% |
11,297.99 |
Close |
11,453.42 |
11,346.51 |
-106.91 |
-0.9% |
11,346.51 |
Range |
355.31 |
187.26 |
-168.05 |
-47.3% |
626.20 |
ATR |
182.18 |
182.54 |
0.36 |
0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,938.36 |
11,829.70 |
11,449.50 |
|
R3 |
11,751.10 |
11,642.44 |
11,398.01 |
|
R2 |
11,563.84 |
11,563.84 |
11,380.84 |
|
R1 |
11,455.18 |
11,455.18 |
11,363.68 |
11,415.88 |
PP |
11,376.58 |
11,376.58 |
11,376.58 |
11,356.94 |
S1 |
11,267.92 |
11,267.92 |
11,329.34 |
11,228.62 |
S2 |
11,189.32 |
11,189.32 |
11,312.18 |
|
S3 |
11,002.06 |
11,080.66 |
11,295.01 |
|
S4 |
10,814.80 |
10,893.40 |
11,243.52 |
|
|
Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,401.50 |
13,000.20 |
11,690.92 |
|
R3 |
12,775.30 |
12,374.00 |
11,518.72 |
|
R2 |
12,149.10 |
12,149.10 |
11,461.31 |
|
R1 |
11,747.80 |
11,747.80 |
11,403.91 |
11,635.35 |
PP |
11,522.90 |
11,522.90 |
11,522.90 |
11,466.67 |
S1 |
11,121.60 |
11,121.60 |
11,289.11 |
11,009.15 |
S2 |
10,896.70 |
10,896.70 |
11,231.71 |
|
S3 |
10,270.50 |
10,495.40 |
11,174.31 |
|
S4 |
9,644.30 |
9,869.20 |
11,002.10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,924.19 |
11,297.99 |
626.20 |
5.5% |
185.57 |
1.6% |
8% |
False |
True |
|
10 |
12,322.82 |
11,297.99 |
1,024.83 |
9.0% |
175.27 |
1.5% |
5% |
False |
True |
|
20 |
12,638.08 |
11,297.99 |
1,340.09 |
11.8% |
191.49 |
1.7% |
4% |
False |
True |
|
40 |
13,136.69 |
11,297.99 |
1,838.70 |
16.2% |
172.65 |
1.5% |
3% |
False |
True |
|
60 |
13,136.69 |
11,297.99 |
1,838.70 |
16.2% |
168.49 |
1.5% |
3% |
False |
True |
|
80 |
13,136.69 |
11,297.99 |
1,838.70 |
16.2% |
190.77 |
1.7% |
3% |
False |
True |
|
100 |
13,136.69 |
11,297.99 |
1,838.70 |
16.2% |
193.89 |
1.7% |
3% |
False |
True |
|
120 |
13,136.69 |
11,297.99 |
1,838.70 |
16.2% |
211.20 |
1.9% |
3% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,281.11 |
2.618 |
11,975.50 |
1.618 |
11,788.24 |
1.000 |
11,672.51 |
0.618 |
11,600.98 |
HIGH |
11,485.25 |
0.618 |
11,413.72 |
0.500 |
11,391.62 |
0.382 |
11,369.52 |
LOW |
11,297.99 |
0.618 |
11,182.26 |
1.000 |
11,110.73 |
1.618 |
10,995.00 |
2.618 |
10,807.74 |
4.250 |
10,502.14 |
|
|
Fisher Pivots for day following 27-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
11,391.62 |
11,611.09 |
PP |
11,376.58 |
11,522.90 |
S1 |
11,361.55 |
11,434.70 |
|