Trading Metrics calculated at close of trading on 30-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2008 |
30-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
11,465 |
11,365 |
-100 |
-0.9% |
11,851 |
High |
11,512 |
11,426 |
-86 |
-0.7% |
11,919 |
Low |
11,284 |
11,274 |
-10 |
-0.1% |
11,284 |
Close |
11,357 |
11,339 |
-18 |
-0.2% |
11,357 |
Range |
228 |
152 |
-76 |
-33.3% |
635 |
ATR |
195 |
191 |
-3 |
-1.6% |
0 |
Volume |
256,099 |
216,427 |
-39,672 |
-15.5% |
963,900 |
|
Daily Pivots for day following 30-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,802 |
11,723 |
11,423 |
|
R3 |
11,650 |
11,571 |
11,381 |
|
R2 |
11,498 |
11,498 |
11,367 |
|
R1 |
11,419 |
11,419 |
11,353 |
11,383 |
PP |
11,346 |
11,346 |
11,346 |
11,328 |
S1 |
11,267 |
11,267 |
11,325 |
11,231 |
S2 |
11,194 |
11,194 |
11,311 |
|
S3 |
11,042 |
11,115 |
11,297 |
|
S4 |
10,890 |
10,963 |
11,256 |
|
|
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 |
11,274 |
645 |
5.7% |
211 |
1.9% |
10% |
False |
True |
196,233 |
10 |
12,353 |
11,274 |
1,079 |
9.5% |
195 |
1.7% |
6% |
False |
True |
188,218 |
20 |
12,655 |
11,274 |
1,381 |
12.2% |
206 |
1.8% |
5% |
False |
True |
109,299 |
40 |
13,139 |
11,274 |
1,865 |
16.4% |
181 |
1.6% |
3% |
False |
True |
54,720 |
60 |
13,140 |
11,274 |
1,866 |
16.5% |
174 |
1.5% |
3% |
False |
True |
36,497 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,072 |
2.618 |
11,824 |
1.618 |
11,672 |
1.000 |
11,578 |
0.618 |
11,520 |
HIGH |
11,426 |
0.618 |
11,368 |
0.500 |
11,350 |
0.382 |
11,332 |
LOW |
11,274 |
0.618 |
11,180 |
1.000 |
11,122 |
1.618 |
11,028 |
2.618 |
10,876 |
4.250 |
10,628 |
|
|
Fisher Pivots for day following 30-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
11,350 |
11,538 |
PP |
11,346 |
11,472 |
S1 |
11,343 |
11,405 |
|