Trading Metrics calculated at close of trading on 23-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2008 |
23-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
1,342.50 |
1,320.75 |
-21.75 |
-1.6% |
1,359.00 |
High |
1,343.50 |
1,327.75 |
-15.75 |
-1.2% |
1,372.00 |
Low |
1,315.25 |
1,316.25 |
1.00 |
0.1% |
1,315.25 |
Close |
1,319.00 |
1,318.25 |
-0.75 |
-0.1% |
1,319.00 |
Range |
28.25 |
11.50 |
-16.75 |
-59.3% |
56.75 |
ATR |
21.93 |
21.18 |
-0.74 |
-3.4% |
0.00 |
Volume |
2,356,034 |
2,322,976 |
-33,058 |
-1.4% |
10,411,038 |
|
Daily Pivots for day following 23-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,355.25 |
1,348.25 |
1,324.50 |
|
R3 |
1,343.75 |
1,336.75 |
1,321.50 |
|
R2 |
1,332.25 |
1,332.25 |
1,320.25 |
|
R1 |
1,325.25 |
1,325.25 |
1,319.25 |
1,323.00 |
PP |
1,320.75 |
1,320.75 |
1,320.75 |
1,319.50 |
S1 |
1,313.75 |
1,313.75 |
1,317.25 |
1,311.50 |
S2 |
1,309.25 |
1,309.25 |
1,316.25 |
|
S3 |
1,297.75 |
1,302.25 |
1,315.00 |
|
S4 |
1,286.25 |
1,290.75 |
1,312.00 |
|
|
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% |
19.75 |
1.5% |
5% |
False |
False |
2,140,033 |
10 |
1,372.00 |
1,315.25 |
56.75 |
4.3% |
21.00 |
1.6% |
5% |
False |
False |
1,497,795 |
20 |
1,414.00 |
1,315.25 |
98.75 |
7.5% |
22.00 |
1.7% |
3% |
False |
False |
761,517 |
40 |
1,442.25 |
1,315.25 |
127.00 |
9.6% |
20.25 |
1.5% |
2% |
False |
False |
383,292 |
60 |
1,442.25 |
1,315.25 |
127.00 |
9.6% |
20.75 |
1.6% |
2% |
False |
False |
256,918 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,376.50 |
2.618 |
1,357.75 |
1.618 |
1,346.25 |
1.000 |
1,339.25 |
0.618 |
1,334.75 |
HIGH |
1,327.75 |
0.618 |
1,323.25 |
0.500 |
1,322.00 |
0.382 |
1,320.75 |
LOW |
1,316.25 |
0.618 |
1,309.25 |
1.000 |
1,304.75 |
1.618 |
1,297.75 |
2.618 |
1,286.25 |
4.250 |
1,267.50 |
|
|
Fisher Pivots for day following 23-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
1,322.00 |
1,332.50 |
PP |
1,320.75 |
1,327.75 |
S1 |
1,319.50 |
1,323.00 |
|