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 |
1,338.75 |
1,342.50 |
3.75 |
0.3% |
1,359.00 |
High |
1,349.75 |
1,343.50 |
-6.25 |
-0.5% |
1,372.00 |
Low |
1,332.25 |
1,315.25 |
-17.00 |
-1.3% |
1,315.25 |
Close |
1,341.50 |
1,319.00 |
-22.50 |
-1.7% |
1,319.00 |
Range |
17.50 |
28.25 |
10.75 |
61.4% |
56.75 |
ATR |
21.44 |
21.93 |
0.49 |
2.3% |
0.00 |
Volume |
2,294,625 |
2,356,034 |
61,409 |
2.7% |
10,411,038 |
|
Daily Pivots for day following 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,410.75 |
1,393.00 |
1,334.50 |
|
R3 |
1,382.50 |
1,364.75 |
1,326.75 |
|
R2 |
1,354.25 |
1,354.25 |
1,324.25 |
|
R1 |
1,336.50 |
1,336.50 |
1,321.50 |
1,331.25 |
PP |
1,326.00 |
1,326.00 |
1,326.00 |
1,323.25 |
S1 |
1,308.25 |
1,308.25 |
1,316.50 |
1,303.00 |
S2 |
1,297.75 |
1,297.75 |
1,313.75 |
|
S3 |
1,269.50 |
1,280.00 |
1,311.25 |
|
S4 |
1,241.25 |
1,251.75 |
1,303.50 |
|
|
Weekly Pivots for week ending 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,505.75 |
1,469.00 |
1,350.25 |
|
R3 |
1,449.00 |
1,412.25 |
1,334.50 |
|
R2 |
1,392.25 |
1,392.25 |
1,329.50 |
|
R1 |
1,355.50 |
1,355.50 |
1,324.25 |
1,345.50 |
PP |
1,335.50 |
1,335.50 |
1,335.50 |
1,330.50 |
S1 |
1,298.75 |
1,298.75 |
1,313.75 |
1,288.75 |
S2 |
1,278.75 |
1,278.75 |
1,308.50 |
|
S3 |
1,222.00 |
1,242.00 |
1,303.50 |
|
S4 |
1,165.25 |
1,185.25 |
1,287.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,372.00 |
1,315.25 |
56.75 |
4.3% |
20.75 |
1.6% |
7% |
False |
True |
2,082,207 |
10 |
1,373.25 |
1,315.25 |
58.00 |
4.4% |
22.00 |
1.7% |
6% |
False |
True |
1,273,003 |
20 |
1,414.00 |
1,315.25 |
98.75 |
7.5% |
21.75 |
1.6% |
4% |
False |
True |
645,677 |
40 |
1,442.25 |
1,315.25 |
127.00 |
9.6% |
20.25 |
1.5% |
3% |
False |
True |
325,277 |
60 |
1,442.25 |
1,309.75 |
132.50 |
10.0% |
21.00 |
1.6% |
7% |
False |
False |
218,236 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,463.50 |
2.618 |
1,417.50 |
1.618 |
1,389.25 |
1.000 |
1,371.75 |
0.618 |
1,361.00 |
HIGH |
1,343.50 |
0.618 |
1,332.75 |
0.500 |
1,329.50 |
0.382 |
1,326.00 |
LOW |
1,315.25 |
0.618 |
1,297.75 |
1.000 |
1,287.00 |
1.618 |
1,269.50 |
2.618 |
1,241.25 |
4.250 |
1,195.25 |
|
|
Fisher Pivots for day following 20-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
1,329.50 |
1,335.50 |
PP |
1,326.00 |
1,330.00 |
S1 |
1,322.50 |
1,324.50 |
|