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 |
11,355 |
11,378 |
23 |
0.2% |
11,851 |
High |
11,397 |
11,438 |
41 |
0.4% |
11,919 |
Low |
11,167 |
11,192 |
25 |
0.2% |
11,284 |
Close |
11,379 |
11,211 |
-168 |
-1.5% |
11,357 |
Range |
230 |
246 |
16 |
7.0% |
635 |
ATR |
194 |
198 |
4 |
1.9% |
0 |
Volume |
184,154 |
317,850 |
133,696 |
72.6% |
963,900 |
|
Daily Pivots for day following 02-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,018 |
11,861 |
11,346 |
|
R3 |
11,772 |
11,615 |
11,279 |
|
R2 |
11,526 |
11,526 |
11,256 |
|
R1 |
11,369 |
11,369 |
11,234 |
11,325 |
PP |
11,280 |
11,280 |
11,280 |
11,258 |
S1 |
11,123 |
11,123 |
11,189 |
11,079 |
S2 |
11,034 |
11,034 |
11,166 |
|
S3 |
10,788 |
10,877 |
11,143 |
|
S4 |
10,542 |
10,631 |
11,076 |
|
|
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 |
11,802 |
11,167 |
635 |
5.7% |
243 |
2.2% |
7% |
False |
False |
233,163 |
10 |
12,115 |
11,167 |
948 |
8.5% |
201 |
1.8% |
5% |
False |
False |
208,524 |
20 |
12,655 |
11,167 |
1,488 |
13.3% |
211 |
1.9% |
3% |
False |
False |
134,344 |
40 |
13,139 |
11,167 |
1,972 |
17.6% |
182 |
1.6% |
2% |
False |
False |
67,263 |
60 |
13,140 |
11,167 |
1,973 |
17.6% |
178 |
1.6% |
2% |
False |
False |
44,864 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,484 |
2.618 |
12,082 |
1.618 |
11,836 |
1.000 |
11,684 |
0.618 |
11,590 |
HIGH |
11,438 |
0.618 |
11,344 |
0.500 |
11,315 |
0.382 |
11,286 |
LOW |
11,192 |
0.618 |
11,040 |
1.000 |
10,946 |
1.618 |
10,794 |
2.618 |
10,548 |
4.250 |
10,147 |
|
|
Fisher Pivots for day following 02-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
11,315 |
11,303 |
PP |
11,280 |
11,272 |
S1 |
11,246 |
11,242 |
|