Trading Metrics calculated at close of trading on 02-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2008 |
02-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
1,283.00 |
1,286.25 |
3.25 |
0.3% |
1,320.75 |
High |
1,286.75 |
1,294.75 |
8.00 |
0.6% |
1,337.75 |
Low |
1,261.00 |
1,261.00 |
0.00 |
0.0% |
1,272.75 |
Close |
1,286.25 |
1,262.75 |
-23.50 |
-1.8% |
1,280.00 |
Range |
25.75 |
33.75 |
8.00 |
31.1% |
65.00 |
ATR |
22.31 |
23.13 |
0.82 |
3.7% |
0.00 |
Volume |
2,168,867 |
3,199,214 |
1,030,347 |
47.5% |
10,604,676 |
|
Daily Pivots for day following 02-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,374.00 |
1,352.25 |
1,281.25 |
|
R3 |
1,340.25 |
1,318.50 |
1,272.00 |
|
R2 |
1,306.50 |
1,306.50 |
1,269.00 |
|
R1 |
1,284.75 |
1,284.75 |
1,265.75 |
1,278.75 |
PP |
1,272.75 |
1,272.75 |
1,272.75 |
1,270.00 |
S1 |
1,251.00 |
1,251.00 |
1,259.75 |
1,245.00 |
S2 |
1,239.00 |
1,239.00 |
1,256.50 |
|
S3 |
1,205.25 |
1,217.25 |
1,253.50 |
|
S4 |
1,171.50 |
1,183.50 |
1,244.25 |
|
|
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 |
1,322.25 |
1,261.00 |
61.25 |
4.9% |
27.00 |
2.1% |
3% |
False |
True |
2,484,270 |
10 |
1,349.75 |
1,261.00 |
88.75 |
7.0% |
23.75 |
1.9% |
2% |
False |
True |
2,296,215 |
20 |
1,414.00 |
1,261.00 |
153.00 |
12.1% |
24.75 |
2.0% |
1% |
False |
True |
1,554,569 |
40 |
1,442.25 |
1,261.00 |
181.25 |
14.4% |
21.00 |
1.7% |
1% |
False |
True |
782,380 |
60 |
1,442.25 |
1,261.00 |
181.25 |
14.4% |
21.00 |
1.7% |
1% |
False |
True |
522,885 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,438.25 |
2.618 |
1,383.00 |
1.618 |
1,349.25 |
1.000 |
1,328.50 |
0.618 |
1,315.50 |
HIGH |
1,294.75 |
0.618 |
1,281.75 |
0.500 |
1,278.00 |
0.382 |
1,274.00 |
LOW |
1,261.00 |
0.618 |
1,240.25 |
1.000 |
1,227.25 |
1.618 |
1,206.50 |
2.618 |
1,172.75 |
4.250 |
1,117.50 |
|
|
Fisher Pivots for day following 02-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
1,278.00 |
1,278.00 |
PP |
1,272.75 |
1,272.75 |
S1 |
1,267.75 |
1,267.75 |
|