Trading Metrics calculated at close of trading on 25-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2008 |
25-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
1,317.75 |
1,315.00 |
-2.75 |
-0.2% |
1,359.00 |
High |
1,328.00 |
1,337.75 |
9.75 |
0.7% |
1,372.00 |
Low |
1,305.25 |
1,314.50 |
9.25 |
0.7% |
1,315.25 |
Close |
1,315.50 |
1,322.50 |
7.00 |
0.5% |
1,319.00 |
Range |
22.75 |
23.25 |
0.50 |
2.2% |
56.75 |
ATR |
21.29 |
21.43 |
0.14 |
0.7% |
0.00 |
Volume |
1,451,974 |
2,115,190 |
663,216 |
45.7% |
10,411,038 |
|
Daily Pivots for day following 25-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,394.75 |
1,381.75 |
1,335.25 |
|
R3 |
1,371.50 |
1,358.50 |
1,329.00 |
|
R2 |
1,348.25 |
1,348.25 |
1,326.75 |
|
R1 |
1,335.25 |
1,335.25 |
1,324.75 |
1,341.75 |
PP |
1,325.00 |
1,325.00 |
1,325.00 |
1,328.00 |
S1 |
1,312.00 |
1,312.00 |
1,320.25 |
1,318.50 |
S2 |
1,301.75 |
1,301.75 |
1,318.25 |
|
S3 |
1,278.50 |
1,288.75 |
1,316.00 |
|
S4 |
1,255.25 |
1,265.50 |
1,309.75 |
|
|
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 |
1,349.75 |
1,305.25 |
44.50 |
3.4% |
20.75 |
1.6% |
39% |
False |
False |
2,108,159 |
10 |
1,372.00 |
1,305.25 |
66.75 |
5.0% |
20.75 |
1.6% |
26% |
False |
False |
1,831,445 |
20 |
1,414.00 |
1,305.25 |
108.75 |
8.2% |
22.75 |
1.7% |
16% |
False |
False |
939,050 |
40 |
1,442.25 |
1,305.25 |
137.00 |
10.4% |
20.50 |
1.6% |
13% |
False |
False |
472,296 |
60 |
1,442.25 |
1,305.25 |
137.00 |
10.4% |
20.25 |
1.5% |
13% |
False |
False |
316,209 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,436.50 |
2.618 |
1,398.50 |
1.618 |
1,375.25 |
1.000 |
1,361.00 |
0.618 |
1,352.00 |
HIGH |
1,337.75 |
0.618 |
1,328.75 |
0.500 |
1,326.00 |
0.382 |
1,323.50 |
LOW |
1,314.50 |
0.618 |
1,300.25 |
1.000 |
1,291.25 |
1.618 |
1,277.00 |
2.618 |
1,253.75 |
4.250 |
1,215.75 |
|
|
Fisher Pivots for day following 25-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
1,326.00 |
1,322.25 |
PP |
1,325.00 |
1,321.75 |
S1 |
1,323.75 |
1,321.50 |
|