Trading Metrics calculated at close of trading on 01-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2008 |
01-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
11,345.70 |
11,344.64 |
-1.06 |
0.0% |
11,843.83 |
High |
11,437.30 |
11,407.90 |
-29.40 |
-0.3% |
11,924.19 |
Low |
11,287.56 |
11,183.43 |
-104.13 |
-0.9% |
11,297.99 |
Close |
11,350.01 |
11,382.26 |
32.25 |
0.3% |
11,346.51 |
Range |
149.74 |
224.47 |
74.73 |
49.9% |
626.20 |
ATR |
180.20 |
183.36 |
3.16 |
1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,997.94 |
11,914.57 |
11,505.72 |
|
R3 |
11,773.47 |
11,690.10 |
11,443.99 |
|
R2 |
11,549.00 |
11,549.00 |
11,423.41 |
|
R1 |
11,465.63 |
11,465.63 |
11,402.84 |
11,507.32 |
PP |
11,324.53 |
11,324.53 |
11,324.53 |
11,345.37 |
S1 |
11,241.16 |
11,241.16 |
11,361.68 |
11,282.85 |
S2 |
11,100.06 |
11,100.06 |
11,341.11 |
|
S3 |
10,875.59 |
11,016.69 |
11,320.53 |
|
S4 |
10,651.12 |
10,792.22 |
11,258.80 |
|
|
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 |
11,183.43 |
740.76 |
6.5% |
210.32 |
1.8% |
27% |
False |
True |
|
10 |
12,158.68 |
11,183.43 |
975.25 |
8.6% |
184.69 |
1.6% |
20% |
False |
True |
|
20 |
12,610.96 |
11,183.43 |
1,427.53 |
12.5% |
189.09 |
1.7% |
14% |
False |
True |
|
40 |
13,136.69 |
11,183.43 |
1,953.26 |
17.2% |
175.27 |
1.5% |
10% |
False |
True |
|
60 |
13,136.69 |
11,183.43 |
1,953.26 |
17.2% |
169.54 |
1.5% |
10% |
False |
True |
|
80 |
13,136.69 |
11,183.43 |
1,953.26 |
17.2% |
189.15 |
1.7% |
10% |
False |
True |
|
100 |
13,136.69 |
11,183.43 |
1,953.26 |
17.2% |
193.39 |
1.7% |
10% |
False |
True |
|
120 |
13,136.69 |
11,183.43 |
1,953.26 |
17.2% |
209.50 |
1.8% |
10% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,361.90 |
2.618 |
11,995.56 |
1.618 |
11,771.09 |
1.000 |
11,632.37 |
0.618 |
11,546.62 |
HIGH |
11,407.90 |
0.618 |
11,322.15 |
0.500 |
11,295.67 |
0.382 |
11,269.18 |
LOW |
11,183.43 |
0.618 |
11,044.71 |
1.000 |
10,958.96 |
1.618 |
10,820.24 |
2.618 |
10,595.77 |
4.250 |
10,229.43 |
|
|
Fisher Pivots for day following 01-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
11,353.40 |
11,366.29 |
PP |
11,324.53 |
11,350.31 |
S1 |
11,295.67 |
11,334.34 |
|