Trading Metrics calculated at close of trading on 27-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2008 |
27-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
11,802 |
11,465 |
-337 |
-2.9% |
11,851 |
High |
11,802 |
11,512 |
-290 |
-2.5% |
11,919 |
Low |
11,445 |
11,284 |
-161 |
-1.4% |
11,284 |
Close |
11,462 |
11,357 |
-105 |
-0.9% |
11,357 |
Range |
357 |
228 |
-129 |
-36.1% |
635 |
ATR |
192 |
195 |
3 |
1.3% |
0 |
Volume |
191,287 |
256,099 |
64,812 |
33.9% |
963,900 |
|
Daily Pivots for day following 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,068 |
11,941 |
11,483 |
|
R3 |
11,840 |
11,713 |
11,420 |
|
R2 |
11,612 |
11,612 |
11,399 |
|
R1 |
11,485 |
11,485 |
11,378 |
11,435 |
PP |
11,384 |
11,384 |
11,384 |
11,359 |
S1 |
11,257 |
11,257 |
11,336 |
11,207 |
S2 |
11,156 |
11,156 |
11,315 |
|
S3 |
10,928 |
11,029 |
11,294 |
|
S4 |
10,700 |
10,801 |
11,232 |
|
|
Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,425 |
13,026 |
11,706 |
|
R3 |
12,790 |
12,391 |
11,532 |
|
R2 |
12,155 |
12,155 |
11,474 |
|
R1 |
11,756 |
11,756 |
11,415 |
11,638 |
PP |
11,520 |
11,520 |
11,520 |
11,461 |
S1 |
11,121 |
11,121 |
11,299 |
11,003 |
S2 |
10,885 |
10,885 |
11,241 |
|
S3 |
10,250 |
10,486 |
11,183 |
|
S4 |
9,615 |
9,851 |
11,008 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,919 |
11,284 |
635 |
5.6% |
202 |
1.8% |
11% |
False |
True |
192,780 |
10 |
12,353 |
11,284 |
1,069 |
9.4% |
192 |
1.7% |
7% |
False |
True |
182,059 |
20 |
12,655 |
11,284 |
1,371 |
12.1% |
209 |
1.8% |
5% |
False |
True |
98,486 |
40 |
13,139 |
11,284 |
1,855 |
16.3% |
181 |
1.6% |
4% |
False |
True |
49,313 |
60 |
13,140 |
11,284 |
1,856 |
16.3% |
174 |
1.5% |
4% |
False |
True |
32,890 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,481 |
2.618 |
12,109 |
1.618 |
11,881 |
1.000 |
11,740 |
0.618 |
11,653 |
HIGH |
11,512 |
0.618 |
11,425 |
0.500 |
11,398 |
0.382 |
11,371 |
LOW |
11,284 |
0.618 |
11,143 |
1.000 |
11,056 |
1.618 |
10,915 |
2.618 |
10,687 |
4.250 |
10,315 |
|
|
Fisher Pivots for day following 27-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
11,398 |
11,602 |
PP |
11,384 |
11,520 |
S1 |
11,371 |
11,439 |
|