Trading Metrics calculated at close of trading on 03-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2008 |
03-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
6,364.0 |
6,335.0 |
-29.0 |
-0.5% |
6,650.0 |
High |
6,458.0 |
6,451.5 |
-6.5 |
-0.1% |
6,703.5 |
Low |
6,303.0 |
6,257.0 |
-46.0 |
-0.7% |
6,408.5 |
Close |
6,367.0 |
6,413.5 |
46.5 |
0.7% |
6,494.0 |
Range |
155.0 |
194.5 |
39.5 |
25.5% |
295.0 |
ATR |
136.9 |
141.0 |
4.1 |
3.0% |
0.0 |
Volume |
172,730 |
231,840 |
59,110 |
34.2% |
872,130 |
|
Daily Pivots for day following 03-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,957.5 |
6,880.0 |
6,520.5 |
|
R3 |
6,763.0 |
6,685.5 |
6,467.0 |
|
R2 |
6,568.5 |
6,568.5 |
6,449.2 |
|
R1 |
6,491.0 |
6,491.0 |
6,431.3 |
6,529.8 |
PP |
6,374.0 |
6,374.0 |
6,374.0 |
6,393.4 |
S1 |
6,296.5 |
6,296.5 |
6,395.7 |
6,335.3 |
S2 |
6,179.5 |
6,179.5 |
6,377.8 |
|
S3 |
5,985.0 |
6,102.0 |
6,360.0 |
|
S4 |
5,790.5 |
5,907.5 |
6,306.5 |
|
|
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 |
6,530.0 |
6,257.0 |
273.0 |
4.3% |
158.5 |
2.5% |
57% |
False |
True |
205,216 |
10 |
6,839.0 |
6,257.0 |
582.0 |
9.1% |
154.1 |
2.4% |
27% |
False |
True |
189,724 |
20 |
7,088.5 |
6,257.0 |
831.5 |
13.0% |
142.1 |
2.2% |
19% |
False |
True |
110,279 |
40 |
7,340.0 |
6,257.0 |
1,083.0 |
16.9% |
118.3 |
1.8% |
14% |
False |
True |
55,488 |
60 |
7,340.0 |
6,257.0 |
1,083.0 |
16.9% |
113.4 |
1.8% |
14% |
False |
True |
37,110 |
80 |
7,340.0 |
6,257.0 |
1,083.0 |
16.9% |
118.5 |
1.8% |
14% |
False |
True |
28,407 |
100 |
7,340.0 |
6,257.0 |
1,083.0 |
16.9% |
118.0 |
1.8% |
14% |
False |
True |
22,787 |
120 |
7,941.5 |
6,257.0 |
1,684.5 |
26.3% |
128.2 |
2.0% |
9% |
False |
True |
19,054 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,278.1 |
2.618 |
6,960.7 |
1.618 |
6,766.2 |
1.000 |
6,646.0 |
0.618 |
6,571.7 |
HIGH |
6,451.5 |
0.618 |
6,377.2 |
0.500 |
6,354.3 |
0.382 |
6,331.3 |
LOW |
6,257.0 |
0.618 |
6,136.8 |
1.000 |
6,062.5 |
1.618 |
5,942.3 |
2.618 |
5,747.8 |
4.250 |
5,430.4 |
|
|
Fisher Pivots for day following 03-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
6,393.8 |
6,396.2 |
PP |
6,374.0 |
6,378.8 |
S1 |
6,354.3 |
6,361.5 |
|