Trading Metrics calculated at close of trading on 23-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2008 |
23-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
5,367.0 |
5,217.0 |
-150.0 |
-2.8% |
5,404.0 |
High |
5,373.0 |
5,307.0 |
-66.0 |
-1.2% |
5,454.0 |
Low |
5,278.0 |
5,213.0 |
-65.0 |
-1.2% |
5,278.0 |
Close |
5,308.0 |
5,277.0 |
-31.0 |
-0.6% |
5,308.0 |
Range |
95.0 |
94.0 |
-1.0 |
-1.1% |
176.0 |
ATR |
84.5 |
85.3 |
0.7 |
0.9% |
0.0 |
Volume |
29,291 |
25,007 |
-4,284 |
-14.6% |
274,125 |
|
Daily Pivots for day following 23-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,547.7 |
5,506.3 |
5,328.7 |
|
R3 |
5,453.7 |
5,412.3 |
5,302.9 |
|
R2 |
5,359.7 |
5,359.7 |
5,294.2 |
|
R1 |
5,318.3 |
5,318.3 |
5,285.6 |
5,339.0 |
PP |
5,265.7 |
5,265.7 |
5,265.7 |
5,276.0 |
S1 |
5,224.3 |
5,224.3 |
5,268.4 |
5,245.0 |
S2 |
5,171.7 |
5,171.7 |
5,259.8 |
|
S3 |
5,077.7 |
5,130.3 |
5,251.2 |
|
S4 |
4,983.7 |
5,036.3 |
5,225.3 |
|
|
Weekly Pivots for week ending 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,874.7 |
5,767.3 |
5,404.8 |
|
R3 |
5,698.7 |
5,591.3 |
5,356.4 |
|
R2 |
5,522.7 |
5,522.7 |
5,340.3 |
|
R1 |
5,415.3 |
5,415.3 |
5,324.1 |
5,381.0 |
PP |
5,346.7 |
5,346.7 |
5,346.7 |
5,329.5 |
S1 |
5,239.3 |
5,239.3 |
5,291.9 |
5,205.0 |
S2 |
5,170.7 |
5,170.7 |
5,275.7 |
|
S3 |
4,994.7 |
5,063.3 |
5,259.6 |
|
S4 |
4,818.7 |
4,887.3 |
5,211.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,454.0 |
5,213.0 |
241.0 |
4.6% |
91.6 |
1.7% |
27% |
False |
True |
50,479 |
10 |
5,509.0 |
5,213.0 |
296.0 |
5.6% |
80.0 |
1.5% |
22% |
False |
True |
31,880 |
20 |
5,760.0 |
5,213.0 |
547.0 |
10.4% |
69.1 |
1.3% |
12% |
False |
True |
16,062 |
40 |
6,006.0 |
5,213.0 |
793.0 |
15.0% |
55.0 |
1.0% |
8% |
False |
True |
8,083 |
60 |
6,006.0 |
5,213.0 |
793.0 |
15.0% |
45.9 |
0.9% |
8% |
False |
True |
5,403 |
80 |
6,006.0 |
5,110.0 |
896.0 |
17.0% |
37.0 |
0.7% |
19% |
False |
False |
4,059 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,706.5 |
2.618 |
5,553.1 |
1.618 |
5,459.1 |
1.000 |
5,401.0 |
0.618 |
5,365.1 |
HIGH |
5,307.0 |
0.618 |
5,271.1 |
0.500 |
5,260.0 |
0.382 |
5,248.9 |
LOW |
5,213.0 |
0.618 |
5,154.9 |
1.000 |
5,119.0 |
1.618 |
5,060.9 |
2.618 |
4,966.9 |
4.250 |
4,813.5 |
|
|
Fisher Pivots for day following 23-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
5,271.3 |
5,318.0 |
PP |
5,265.7 |
5,304.3 |
S1 |
5,260.0 |
5,290.7 |
|