Trading Metrics calculated at close of trading on 24-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2008 |
24-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
6,650.0 |
6,665.5 |
15.5 |
0.2% |
6,887.0 |
High |
6,698.5 |
6,687.0 |
-11.5 |
-0.2% |
6,932.5 |
Low |
6,641.0 |
6,508.5 |
-132.5 |
-2.0% |
6,611.5 |
Close |
6,668.5 |
6,617.0 |
-51.5 |
-0.8% |
6,653.0 |
Range |
57.5 |
178.5 |
121.0 |
210.4% |
321.0 |
ATR |
121.3 |
125.4 |
4.1 |
3.4% |
0.0 |
Volume |
123,146 |
203,646 |
80,500 |
65.4% |
491,440 |
|
Daily Pivots for day following 24-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,139.7 |
7,056.8 |
6,715.2 |
|
R3 |
6,961.2 |
6,878.3 |
6,666.1 |
|
R2 |
6,782.7 |
6,782.7 |
6,649.7 |
|
R1 |
6,699.8 |
6,699.8 |
6,633.4 |
6,652.0 |
PP |
6,604.2 |
6,604.2 |
6,604.2 |
6,580.3 |
S1 |
6,521.3 |
6,521.3 |
6,600.6 |
6,473.5 |
S2 |
6,425.7 |
6,425.7 |
6,584.3 |
|
S3 |
6,247.2 |
6,342.8 |
6,567.9 |
|
S4 |
6,068.7 |
6,164.3 |
6,518.8 |
|
|
Weekly Pivots for week ending 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,695.3 |
7,495.2 |
6,829.6 |
|
R3 |
7,374.3 |
7,174.2 |
6,741.3 |
|
R2 |
7,053.3 |
7,053.3 |
6,711.9 |
|
R1 |
6,853.2 |
6,853.2 |
6,682.4 |
6,792.8 |
PP |
6,732.3 |
6,732.3 |
6,732.3 |
6,702.1 |
S1 |
6,532.2 |
6,532.2 |
6,623.6 |
6,471.8 |
S2 |
6,411.3 |
6,411.3 |
6,594.2 |
|
S3 |
6,090.3 |
6,211.2 |
6,564.7 |
|
S4 |
5,769.3 |
5,890.2 |
6,476.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,875.5 |
6,508.5 |
367.0 |
5.5% |
132.7 |
2.0% |
30% |
False |
True |
142,386 |
10 |
6,932.5 |
6,508.5 |
424.0 |
6.4% |
133.6 |
2.0% |
26% |
False |
True |
83,715 |
20 |
7,217.0 |
6,508.5 |
708.5 |
10.7% |
122.5 |
1.9% |
15% |
False |
True |
42,728 |
40 |
7,340.0 |
6,508.5 |
831.5 |
12.6% |
105.0 |
1.6% |
13% |
False |
True |
21,545 |
60 |
7,340.0 |
6,508.5 |
831.5 |
12.6% |
109.0 |
1.6% |
13% |
False |
True |
14,512 |
80 |
7,340.0 |
6,306.5 |
1,033.5 |
15.6% |
115.2 |
1.7% |
30% |
False |
False |
11,459 |
100 |
7,340.0 |
6,306.5 |
1,033.5 |
15.6% |
116.6 |
1.8% |
30% |
False |
False |
9,237 |
120 |
8,164.5 |
6,306.5 |
1,858.0 |
28.1% |
124.9 |
1.9% |
17% |
False |
False |
7,740 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,445.6 |
2.618 |
7,154.3 |
1.618 |
6,975.8 |
1.000 |
6,865.5 |
0.618 |
6,797.3 |
HIGH |
6,687.0 |
0.618 |
6,618.8 |
0.500 |
6,597.8 |
0.382 |
6,576.7 |
LOW |
6,508.5 |
0.618 |
6,398.2 |
1.000 |
6,330.0 |
1.618 |
6,219.7 |
2.618 |
6,041.2 |
4.250 |
5,749.9 |
|
|
Fisher Pivots for day following 24-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
6,610.6 |
6,673.8 |
PP |
6,604.2 |
6,654.8 |
S1 |
6,597.8 |
6,635.9 |
|