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 |
1,848.75 |
1,869.75 |
21.00 |
1.1% |
1,943.00 |
High |
1,872.00 |
1,887.25 |
15.25 |
0.8% |
1,960.75 |
Low |
1,815.75 |
1,820.50 |
4.75 |
0.3% |
1,836.00 |
Close |
1,869.00 |
1,825.00 |
-44.00 |
-2.4% |
1,865.75 |
Range |
56.25 |
66.75 |
10.50 |
18.7% |
124.75 |
ATR |
44.81 |
46.38 |
1.57 |
3.5% |
0.00 |
Volume |
369,687 |
582,015 |
212,328 |
57.4% |
2,190,016 |
|
Daily Pivots for day following 02-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,044.50 |
2,001.50 |
1,861.75 |
|
R3 |
1,977.75 |
1,934.75 |
1,843.25 |
|
R2 |
1,911.00 |
1,911.00 |
1,837.25 |
|
R1 |
1,868.00 |
1,868.00 |
1,831.00 |
1,856.00 |
PP |
1,844.25 |
1,844.25 |
1,844.25 |
1,838.25 |
S1 |
1,801.25 |
1,801.25 |
1,819.00 |
1,789.50 |
S2 |
1,777.50 |
1,777.50 |
1,812.75 |
|
S3 |
1,710.75 |
1,734.50 |
1,806.75 |
|
S4 |
1,644.00 |
1,667.75 |
1,788.25 |
|
|
Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,261.75 |
2,188.50 |
1,934.25 |
|
R3 |
2,137.00 |
2,063.75 |
1,900.00 |
|
R2 |
2,012.25 |
2,012.25 |
1,888.50 |
|
R1 |
1,939.00 |
1,939.00 |
1,877.25 |
1,913.25 |
PP |
1,887.50 |
1,887.50 |
1,887.50 |
1,874.50 |
S1 |
1,814.25 |
1,814.25 |
1,854.25 |
1,788.50 |
S2 |
1,762.75 |
1,762.75 |
1,843.00 |
|
S3 |
1,638.00 |
1,689.50 |
1,831.50 |
|
S4 |
1,513.25 |
1,564.75 |
1,797.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,933.25 |
1,815.75 |
117.50 |
6.4% |
53.25 |
2.9% |
8% |
False |
False |
454,785 |
10 |
2,001.75 |
1,815.75 |
186.00 |
10.2% |
51.50 |
2.8% |
5% |
False |
False |
457,114 |
20 |
2,070.75 |
1,815.75 |
255.00 |
14.0% |
48.75 |
2.7% |
4% |
False |
False |
307,628 |
40 |
2,070.75 |
1,815.75 |
255.00 |
14.0% |
41.25 |
2.3% |
4% |
False |
False |
154,234 |
60 |
2,070.75 |
1,789.25 |
281.50 |
15.4% |
40.50 |
2.2% |
13% |
False |
False |
103,019 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,171.00 |
2.618 |
2,062.00 |
1.618 |
1,995.25 |
1.000 |
1,954.00 |
0.618 |
1,928.50 |
HIGH |
1,887.25 |
0.618 |
1,861.75 |
0.500 |
1,854.00 |
0.382 |
1,846.00 |
LOW |
1,820.50 |
0.618 |
1,779.25 |
1.000 |
1,753.75 |
1.618 |
1,712.50 |
2.618 |
1,645.75 |
4.250 |
1,536.75 |
|
|
Fisher Pivots for day following 02-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
1,854.00 |
1,851.50 |
PP |
1,844.25 |
1,842.75 |
S1 |
1,834.50 |
1,833.75 |
|