Trading Metrics calculated at close of trading on 20-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2008 |
20-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
6,709.0 |
6,742.0 |
33.0 |
0.5% |
6,791.5 |
High |
6,769.0 |
6,768.5 |
-0.5 |
0.0% |
6,860.5 |
Low |
6,662.0 |
6,662.6 |
0.6 |
0.0% |
6,662.0 |
Close |
6,730.0 |
6,662.6 |
-67.4 |
-1.0% |
6,662.6 |
Range |
107.0 |
105.9 |
-1.1 |
-1.0% |
198.5 |
ATR |
119.5 |
118.5 |
-1.0 |
-0.8% |
0.0 |
Volume |
216,705 |
34,909 |
-181,796 |
-83.9% |
843,139 |
|
Daily Pivots for day following 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,015.6 |
6,945.0 |
6,720.8 |
|
R3 |
6,909.7 |
6,839.1 |
6,691.7 |
|
R2 |
6,803.8 |
6,803.8 |
6,682.0 |
|
R1 |
6,733.2 |
6,733.2 |
6,672.3 |
6,715.6 |
PP |
6,697.9 |
6,697.9 |
6,697.9 |
6,689.1 |
S1 |
6,627.3 |
6,627.3 |
6,652.9 |
6,609.7 |
S2 |
6,592.0 |
6,592.0 |
6,643.2 |
|
S3 |
6,486.1 |
6,521.4 |
6,633.5 |
|
S4 |
6,380.2 |
6,415.5 |
6,604.4 |
|
|
Weekly Pivots for week ending 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,323.9 |
7,191.7 |
6,771.8 |
|
R3 |
7,125.4 |
6,993.2 |
6,717.2 |
|
R2 |
6,926.9 |
6,926.9 |
6,699.0 |
|
R1 |
6,794.7 |
6,794.7 |
6,680.8 |
6,761.6 |
PP |
6,728.4 |
6,728.4 |
6,728.4 |
6,711.8 |
S1 |
6,596.2 |
6,596.2 |
6,644.4 |
6,563.1 |
S2 |
6,529.9 |
6,529.9 |
6,626.2 |
|
S3 |
6,331.4 |
6,397.7 |
6,608.0 |
|
S4 |
6,132.9 |
6,199.2 |
6,553.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,860.5 |
6,662.0 |
198.5 |
3.0% |
113.1 |
1.7% |
0% |
False |
False |
168,627 |
10 |
6,860.5 |
6,637.0 |
223.5 |
3.4% |
114.6 |
1.7% |
11% |
False |
False |
174,981 |
20 |
7,142.0 |
6,637.0 |
505.0 |
7.6% |
113.1 |
1.7% |
5% |
False |
False |
143,550 |
40 |
7,270.0 |
6,637.0 |
633.0 |
9.5% |
103.8 |
1.6% |
4% |
False |
False |
129,572 |
60 |
7,270.0 |
6,495.0 |
775.0 |
11.6% |
112.4 |
1.7% |
22% |
False |
False |
137,855 |
80 |
7,270.0 |
6,174.0 |
1,096.0 |
16.5% |
121.4 |
1.8% |
45% |
False |
False |
125,930 |
100 |
7,270.0 |
6,174.0 |
1,096.0 |
16.5% |
128.7 |
1.9% |
45% |
False |
False |
101,022 |
120 |
8,130.0 |
6,174.0 |
1,956.0 |
29.4% |
141.5 |
2.1% |
25% |
False |
False |
84,308 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,218.6 |
2.618 |
7,045.7 |
1.618 |
6,939.8 |
1.000 |
6,874.4 |
0.618 |
6,833.9 |
HIGH |
6,768.5 |
0.618 |
6,728.0 |
0.500 |
6,715.6 |
0.382 |
6,703.1 |
LOW |
6,662.6 |
0.618 |
6,597.2 |
1.000 |
6,556.7 |
1.618 |
6,491.3 |
2.618 |
6,385.4 |
4.250 |
6,212.5 |
|
|
Fisher Pivots for day following 20-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
6,715.6 |
6,732.0 |
PP |
6,697.9 |
6,708.9 |
S1 |
6,680.3 |
6,685.7 |
|