Trading Metrics calculated at close of trading on 01-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2008 |
01-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
1,281.75 |
1,283.00 |
1.25 |
0.1% |
1,320.75 |
High |
1,292.00 |
1,286.75 |
-5.25 |
-0.4% |
1,337.75 |
Low |
1,275.25 |
1,261.00 |
-14.25 |
-1.1% |
1,272.75 |
Close |
1,281.00 |
1,286.25 |
5.25 |
0.4% |
1,280.00 |
Range |
16.75 |
25.75 |
9.00 |
53.7% |
65.00 |
ATR |
22.05 |
22.31 |
0.26 |
1.2% |
0.00 |
Volume |
2,338,736 |
2,168,867 |
-169,869 |
-7.3% |
10,604,676 |
|
Daily Pivots for day following 01-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,355.25 |
1,346.50 |
1,300.50 |
|
R3 |
1,329.50 |
1,320.75 |
1,293.25 |
|
R2 |
1,303.75 |
1,303.75 |
1,291.00 |
|
R1 |
1,295.00 |
1,295.00 |
1,288.50 |
1,299.50 |
PP |
1,278.00 |
1,278.00 |
1,278.00 |
1,280.25 |
S1 |
1,269.25 |
1,269.25 |
1,284.00 |
1,273.50 |
S2 |
1,252.25 |
1,252.25 |
1,281.50 |
|
S3 |
1,226.50 |
1,243.50 |
1,279.25 |
|
S4 |
1,200.75 |
1,217.75 |
1,272.00 |
|
|
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 |
1,261.00 |
76.75 |
6.0% |
24.75 |
1.9% |
33% |
False |
True |
2,267,465 |
10 |
1,355.50 |
1,261.00 |
94.50 |
7.3% |
22.50 |
1.7% |
27% |
False |
True |
2,178,183 |
20 |
1,414.00 |
1,261.00 |
153.00 |
11.9% |
24.00 |
1.9% |
17% |
False |
True |
1,397,109 |
40 |
1,442.25 |
1,261.00 |
181.25 |
14.1% |
21.00 |
1.6% |
14% |
False |
True |
702,442 |
60 |
1,442.25 |
1,261.00 |
181.25 |
14.1% |
20.75 |
1.6% |
14% |
False |
True |
469,669 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,396.25 |
2.618 |
1,354.25 |
1.618 |
1,328.50 |
1.000 |
1,312.50 |
0.618 |
1,302.75 |
HIGH |
1,286.75 |
0.618 |
1,277.00 |
0.500 |
1,274.00 |
0.382 |
1,270.75 |
LOW |
1,261.00 |
0.618 |
1,245.00 |
1.000 |
1,235.25 |
1.618 |
1,219.25 |
2.618 |
1,193.50 |
4.250 |
1,151.50 |
|
|
Fisher Pivots for day following 01-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
1,282.00 |
1,283.00 |
PP |
1,278.00 |
1,279.75 |
S1 |
1,274.00 |
1,276.50 |
|