Trading Metrics calculated at close of trading on 03-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2008 |
03-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
1,286.25 |
1,263.50 |
-22.75 |
-1.8% |
1,320.75 |
High |
1,294.75 |
1,273.75 |
-21.00 |
-1.6% |
1,337.75 |
Low |
1,261.00 |
1,251.75 |
-9.25 |
-0.7% |
1,272.75 |
Close |
1,262.75 |
1,265.00 |
2.25 |
0.2% |
1,280.00 |
Range |
33.75 |
22.00 |
-11.75 |
-34.8% |
65.00 |
ATR |
23.13 |
23.05 |
-0.08 |
-0.3% |
0.00 |
Volume |
3,199,214 |
2,431,509 |
-767,705 |
-24.0% |
10,604,676 |
|
Daily Pivots for day following 03-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,329.50 |
1,319.25 |
1,277.00 |
|
R3 |
1,307.50 |
1,297.25 |
1,271.00 |
|
R2 |
1,285.50 |
1,285.50 |
1,269.00 |
|
R1 |
1,275.25 |
1,275.25 |
1,267.00 |
1,280.50 |
PP |
1,263.50 |
1,263.50 |
1,263.50 |
1,266.00 |
S1 |
1,253.25 |
1,253.25 |
1,263.00 |
1,258.50 |
S2 |
1,241.50 |
1,241.50 |
1,261.00 |
|
S3 |
1,219.50 |
1,231.25 |
1,259.00 |
|
S4 |
1,197.50 |
1,209.25 |
1,253.00 |
|
|
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 |
1,294.75 |
1,251.75 |
43.00 |
3.4% |
23.50 |
1.9% |
31% |
False |
True |
2,556,474 |
10 |
1,343.50 |
1,251.75 |
91.75 |
7.3% |
24.25 |
1.9% |
14% |
False |
True |
2,309,903 |
20 |
1,414.00 |
1,251.75 |
162.25 |
12.8% |
24.25 |
1.9% |
8% |
False |
True |
1,674,936 |
40 |
1,442.25 |
1,251.75 |
190.50 |
15.1% |
21.25 |
1.7% |
7% |
False |
True |
843,078 |
60 |
1,442.25 |
1,251.75 |
190.50 |
15.1% |
21.00 |
1.7% |
7% |
False |
True |
563,390 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,367.25 |
2.618 |
1,331.25 |
1.618 |
1,309.25 |
1.000 |
1,295.75 |
0.618 |
1,287.25 |
HIGH |
1,273.75 |
0.618 |
1,265.25 |
0.500 |
1,262.75 |
0.382 |
1,260.25 |
LOW |
1,251.75 |
0.618 |
1,238.25 |
1.000 |
1,229.75 |
1.618 |
1,216.25 |
2.618 |
1,194.25 |
4.250 |
1,158.25 |
|
|
Fisher Pivots for day following 03-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
1,264.25 |
1,273.25 |
PP |
1,263.50 |
1,270.50 |
S1 |
1,262.75 |
1,267.75 |
|