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 |
6,455.5 |
6,364.0 |
-91.5 |
-1.4% |
6,650.0 |
High |
6,466.0 |
6,458.0 |
-8.0 |
-0.1% |
6,703.5 |
Low |
6,285.0 |
6,303.0 |
18.0 |
0.3% |
6,408.5 |
Close |
6,382.5 |
6,367.0 |
-15.5 |
-0.2% |
6,494.0 |
Range |
181.0 |
155.0 |
-26.0 |
-14.4% |
295.0 |
ATR |
135.5 |
136.9 |
1.4 |
1.0% |
0.0 |
Volume |
225,977 |
172,730 |
-53,247 |
-23.6% |
872,130 |
|
Daily Pivots for day following 02-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,841.0 |
6,759.0 |
6,452.3 |
|
R3 |
6,686.0 |
6,604.0 |
6,409.6 |
|
R2 |
6,531.0 |
6,531.0 |
6,395.4 |
|
R1 |
6,449.0 |
6,449.0 |
6,381.2 |
6,490.0 |
PP |
6,376.0 |
6,376.0 |
6,376.0 |
6,396.5 |
S1 |
6,294.0 |
6,294.0 |
6,352.8 |
6,335.0 |
S2 |
6,221.0 |
6,221.0 |
6,338.6 |
|
S3 |
6,066.0 |
6,139.0 |
6,324.4 |
|
S4 |
5,911.0 |
5,984.0 |
6,281.8 |
|
|
Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,420.3 |
7,252.2 |
6,656.3 |
|
R3 |
7,125.3 |
6,957.2 |
6,575.1 |
|
R2 |
6,830.3 |
6,830.3 |
6,548.1 |
|
R1 |
6,662.2 |
6,662.2 |
6,521.0 |
6,598.8 |
PP |
6,535.3 |
6,535.3 |
6,535.3 |
6,503.6 |
S1 |
6,367.2 |
6,367.2 |
6,467.0 |
6,303.8 |
S2 |
6,240.3 |
6,240.3 |
6,439.9 |
|
S3 |
5,945.3 |
6,072.2 |
6,412.9 |
|
S4 |
5,650.3 |
5,777.2 |
6,331.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,646.0 |
6,285.0 |
361.0 |
5.7% |
155.8 |
2.4% |
23% |
False |
False |
197,532 |
10 |
6,841.0 |
6,285.0 |
556.0 |
8.7% |
145.3 |
2.3% |
15% |
False |
False |
175,539 |
20 |
7,094.5 |
6,285.0 |
809.5 |
12.7% |
137.2 |
2.2% |
10% |
False |
False |
98,768 |
40 |
7,340.0 |
6,285.0 |
1,055.0 |
16.6% |
115.1 |
1.8% |
8% |
False |
False |
49,698 |
60 |
7,340.0 |
6,285.0 |
1,055.0 |
16.6% |
112.0 |
1.8% |
8% |
False |
False |
33,266 |
80 |
7,340.0 |
6,285.0 |
1,055.0 |
16.6% |
117.7 |
1.8% |
8% |
False |
False |
25,515 |
100 |
7,340.0 |
6,285.0 |
1,055.0 |
16.6% |
117.1 |
1.8% |
8% |
False |
False |
20,475 |
120 |
7,979.5 |
6,285.0 |
1,694.5 |
26.6% |
127.0 |
2.0% |
5% |
False |
False |
17,122 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,116.8 |
2.618 |
6,863.8 |
1.618 |
6,708.8 |
1.000 |
6,613.0 |
0.618 |
6,553.8 |
HIGH |
6,458.0 |
0.618 |
6,398.8 |
0.500 |
6,380.5 |
0.382 |
6,362.2 |
LOW |
6,303.0 |
0.618 |
6,207.2 |
1.000 |
6,148.0 |
1.618 |
6,052.2 |
2.618 |
5,897.2 |
4.250 |
5,644.3 |
|
|
Fisher Pivots for day following 02-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
6,380.5 |
6,397.0 |
PP |
6,376.0 |
6,387.0 |
S1 |
6,371.5 |
6,377.0 |
|