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 |
5,217.0 |
5,284.0 |
67.0 |
1.3% |
5,404.0 |
High |
5,307.0 |
5,322.0 |
15.0 |
0.3% |
5,454.0 |
Low |
5,213.0 |
5,259.0 |
46.0 |
0.9% |
5,278.0 |
Close |
5,277.0 |
5,319.0 |
42.0 |
0.8% |
5,308.0 |
Range |
94.0 |
63.0 |
-31.0 |
-33.0% |
176.0 |
ATR |
85.3 |
83.7 |
-1.6 |
-1.9% |
0.0 |
Volume |
25,007 |
21,355 |
-3,652 |
-14.6% |
274,125 |
|
Daily Pivots for day following 24-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,489.0 |
5,467.0 |
5,353.7 |
|
R3 |
5,426.0 |
5,404.0 |
5,336.3 |
|
R2 |
5,363.0 |
5,363.0 |
5,330.6 |
|
R1 |
5,341.0 |
5,341.0 |
5,324.8 |
5,352.0 |
PP |
5,300.0 |
5,300.0 |
5,300.0 |
5,305.5 |
S1 |
5,278.0 |
5,278.0 |
5,313.2 |
5,289.0 |
S2 |
5,237.0 |
5,237.0 |
5,307.5 |
|
S3 |
5,174.0 |
5,215.0 |
5,301.7 |
|
S4 |
5,111.0 |
5,152.0 |
5,284.4 |
|
|
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 |
4.5% |
79.0 |
1.5% |
44% |
False |
False |
33,494 |
10 |
5,479.0 |
5,213.0 |
266.0 |
5.0% |
79.0 |
1.5% |
40% |
False |
False |
33,911 |
20 |
5,745.0 |
5,213.0 |
532.0 |
10.0% |
70.5 |
1.3% |
20% |
False |
False |
17,128 |
40 |
6,006.0 |
5,213.0 |
793.0 |
14.9% |
54.8 |
1.0% |
13% |
False |
False |
8,617 |
60 |
6,006.0 |
5,213.0 |
793.0 |
14.9% |
47.0 |
0.9% |
13% |
False |
False |
5,759 |
80 |
6,006.0 |
5,110.0 |
896.0 |
16.8% |
37.8 |
0.7% |
23% |
False |
False |
4,326 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,589.8 |
2.618 |
5,486.9 |
1.618 |
5,423.9 |
1.000 |
5,385.0 |
0.618 |
5,360.9 |
HIGH |
5,322.0 |
0.618 |
5,297.9 |
0.500 |
5,290.5 |
0.382 |
5,283.1 |
LOW |
5,259.0 |
0.618 |
5,220.1 |
1.000 |
5,196.0 |
1.618 |
5,157.1 |
2.618 |
5,094.1 |
4.250 |
4,991.3 |
|
|
Fisher Pivots for day following 24-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
5,309.5 |
5,310.3 |
PP |
5,300.0 |
5,301.7 |
S1 |
5,290.5 |
5,293.0 |
|