Trading Metrics calculated at close of trading on 30-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2008 |
30-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
11,452.85 |
11,345.70 |
-107.15 |
-0.9% |
11,843.83 |
High |
11,485.25 |
11,437.30 |
-47.95 |
-0.4% |
11,924.19 |
Low |
11,297.99 |
11,287.56 |
-10.43 |
-0.1% |
11,297.99 |
Close |
11,346.51 |
11,350.01 |
3.50 |
0.0% |
11,346.51 |
Range |
187.26 |
149.74 |
-37.52 |
-20.0% |
626.20 |
ATR |
182.54 |
180.20 |
-2.34 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,807.51 |
11,728.50 |
11,432.37 |
|
R3 |
11,657.77 |
11,578.76 |
11,391.19 |
|
R2 |
11,508.03 |
11,508.03 |
11,377.46 |
|
R1 |
11,429.02 |
11,429.02 |
11,363.74 |
11,468.53 |
PP |
11,358.29 |
11,358.29 |
11,358.29 |
11,378.04 |
S1 |
11,279.28 |
11,279.28 |
11,336.28 |
11,318.79 |
S2 |
11,208.55 |
11,208.55 |
11,322.56 |
|
S3 |
11,058.81 |
11,129.54 |
11,308.83 |
|
S4 |
10,909.07 |
10,979.80 |
11,267.65 |
|
|
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 |
11,287.56 |
636.63 |
5.6% |
201.19 |
1.8% |
10% |
False |
True |
|
10 |
12,322.82 |
11,287.56 |
1,035.26 |
9.1% |
179.50 |
1.6% |
6% |
False |
True |
|
20 |
12,610.96 |
11,287.56 |
1,323.40 |
11.7% |
188.46 |
1.7% |
5% |
False |
True |
|
40 |
13,136.69 |
11,287.56 |
1,849.13 |
16.3% |
172.62 |
1.5% |
3% |
False |
True |
|
60 |
13,136.69 |
11,287.56 |
1,849.13 |
16.3% |
168.31 |
1.5% |
3% |
False |
True |
|
80 |
13,136.69 |
11,287.56 |
1,849.13 |
16.3% |
189.78 |
1.7% |
3% |
False |
True |
|
100 |
13,136.69 |
11,287.56 |
1,849.13 |
16.3% |
193.26 |
1.7% |
3% |
False |
True |
|
120 |
13,136.69 |
11,287.56 |
1,849.13 |
16.3% |
209.60 |
1.8% |
3% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,073.70 |
2.618 |
11,829.32 |
1.618 |
11,679.58 |
1.000 |
11,587.04 |
0.618 |
11,529.84 |
HIGH |
11,437.30 |
0.618 |
11,380.10 |
0.500 |
11,362.43 |
0.382 |
11,344.76 |
LOW |
11,287.56 |
0.618 |
11,195.02 |
1.000 |
11,137.82 |
1.618 |
11,045.28 |
2.618 |
10,895.54 |
4.250 |
10,651.17 |
|
|
Fisher Pivots for day following 30-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
11,362.43 |
11,548.15 |
PP |
11,358.29 |
11,482.10 |
S1 |
11,354.15 |
11,416.06 |
|