Trading Metrics calculated at close of trading on 01-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2008 |
01-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
11,365 |
11,355 |
-10 |
-0.1% |
11,851 |
High |
11,426 |
11,397 |
-29 |
-0.3% |
11,919 |
Low |
11,274 |
11,167 |
-107 |
-0.9% |
11,284 |
Close |
11,339 |
11,379 |
40 |
0.4% |
11,357 |
Range |
152 |
230 |
78 |
51.3% |
635 |
ATR |
191 |
194 |
3 |
1.4% |
0 |
Volume |
216,427 |
184,154 |
-32,273 |
-14.9% |
963,900 |
|
Daily Pivots for day following 01-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,004 |
11,922 |
11,506 |
|
R3 |
11,774 |
11,692 |
11,442 |
|
R2 |
11,544 |
11,544 |
11,421 |
|
R1 |
11,462 |
11,462 |
11,400 |
11,503 |
PP |
11,314 |
11,314 |
11,314 |
11,335 |
S1 |
11,232 |
11,232 |
11,358 |
11,273 |
S2 |
11,084 |
11,084 |
11,337 |
|
S3 |
10,854 |
11,002 |
11,316 |
|
S4 |
10,624 |
10,772 |
11,253 |
|
|
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 |
11,167 |
752 |
6.6% |
221 |
1.9% |
28% |
False |
True |
206,610 |
10 |
12,197 |
11,167 |
1,030 |
9.1% |
197 |
1.7% |
21% |
False |
True |
193,336 |
20 |
12,655 |
11,167 |
1,488 |
13.1% |
207 |
1.8% |
14% |
False |
True |
118,481 |
40 |
13,139 |
11,167 |
1,972 |
17.3% |
182 |
1.6% |
11% |
False |
True |
59,321 |
60 |
13,140 |
11,167 |
1,973 |
17.3% |
177 |
1.6% |
11% |
False |
True |
39,566 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,375 |
2.618 |
11,999 |
1.618 |
11,769 |
1.000 |
11,627 |
0.618 |
11,539 |
HIGH |
11,397 |
0.618 |
11,309 |
0.500 |
11,282 |
0.382 |
11,255 |
LOW |
11,167 |
0.618 |
11,025 |
1.000 |
10,937 |
1.618 |
10,795 |
2.618 |
10,565 |
4.250 |
10,190 |
|
|
Fisher Pivots for day following 01-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
11,347 |
11,366 |
PP |
11,314 |
11,353 |
S1 |
11,282 |
11,340 |
|