Trading Metrics calculated at close of trading on 30-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2008 |
30-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
1,285.00 |
1,281.75 |
-3.25 |
-0.3% |
1,320.75 |
High |
1,291.75 |
1,292.00 |
0.25 |
0.0% |
1,337.75 |
Low |
1,272.75 |
1,275.25 |
2.50 |
0.2% |
1,272.75 |
Close |
1,280.00 |
1,281.00 |
1.00 |
0.1% |
1,280.00 |
Range |
19.00 |
16.75 |
-2.25 |
-11.8% |
65.00 |
ATR |
22.46 |
22.05 |
-0.41 |
-1.8% |
0.00 |
Volume |
2,644,046 |
2,338,736 |
-305,310 |
-11.5% |
10,604,676 |
|
Daily Pivots for day following 30-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,333.00 |
1,323.75 |
1,290.25 |
|
R3 |
1,316.25 |
1,307.00 |
1,285.50 |
|
R2 |
1,299.50 |
1,299.50 |
1,284.00 |
|
R1 |
1,290.25 |
1,290.25 |
1,282.50 |
1,286.50 |
PP |
1,282.75 |
1,282.75 |
1,282.75 |
1,281.00 |
S1 |
1,273.50 |
1,273.50 |
1,279.50 |
1,269.75 |
S2 |
1,266.00 |
1,266.00 |
1,278.00 |
|
S3 |
1,249.25 |
1,256.75 |
1,276.50 |
|
S4 |
1,232.50 |
1,240.00 |
1,271.75 |
|
|
Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,491.75 |
1,451.00 |
1,315.75 |
|
R3 |
1,426.75 |
1,386.00 |
1,298.00 |
|
R2 |
1,361.75 |
1,361.75 |
1,292.00 |
|
R1 |
1,321.00 |
1,321.00 |
1,286.00 |
1,309.00 |
PP |
1,296.75 |
1,296.75 |
1,296.75 |
1,290.75 |
S1 |
1,256.00 |
1,256.00 |
1,274.00 |
1,244.00 |
S2 |
1,231.75 |
1,231.75 |
1,268.00 |
|
S3 |
1,166.75 |
1,191.00 |
1,262.00 |
|
S4 |
1,101.75 |
1,126.00 |
1,244.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,337.75 |
1,272.75 |
65.00 |
5.1% |
24.25 |
1.9% |
13% |
False |
False |
2,124,087 |
10 |
1,372.00 |
1,272.75 |
99.25 |
7.7% |
22.00 |
1.7% |
8% |
False |
False |
2,132,060 |
20 |
1,414.00 |
1,272.75 |
141.25 |
11.0% |
23.75 |
1.9% |
6% |
False |
False |
1,290,056 |
40 |
1,442.25 |
1,272.75 |
169.50 |
13.2% |
21.00 |
1.6% |
5% |
False |
False |
648,482 |
60 |
1,442.25 |
1,272.75 |
169.50 |
13.2% |
20.50 |
1.6% |
5% |
False |
False |
433,541 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,363.25 |
2.618 |
1,335.75 |
1.618 |
1,319.00 |
1.000 |
1,308.75 |
0.618 |
1,302.25 |
HIGH |
1,292.00 |
0.618 |
1,285.50 |
0.500 |
1,283.50 |
0.382 |
1,281.75 |
LOW |
1,275.25 |
0.618 |
1,265.00 |
1.000 |
1,258.50 |
1.618 |
1,248.25 |
2.618 |
1,231.50 |
4.250 |
1,204.00 |
|
|
Fisher Pivots for day following 30-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
1,283.50 |
1,297.50 |
PP |
1,282.75 |
1,292.00 |
S1 |
1,282.00 |
1,286.50 |
|