Trading Metrics calculated at close of trading on 25-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2008 |
25-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
5,284.0 |
5,258.0 |
-26.0 |
-0.5% |
5,404.0 |
High |
5,322.0 |
5,305.0 |
-17.0 |
-0.3% |
5,454.0 |
Low |
5,259.0 |
5,231.0 |
-28.0 |
-0.5% |
5,278.0 |
Close |
5,319.0 |
5,270.0 |
-49.0 |
-0.9% |
5,308.0 |
Range |
63.0 |
74.0 |
11.0 |
17.5% |
176.0 |
ATR |
83.7 |
84.0 |
0.3 |
0.4% |
0.0 |
Volume |
21,355 |
23,228 |
1,873 |
8.8% |
274,125 |
|
Daily Pivots for day following 25-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,490.7 |
5,454.3 |
5,310.7 |
|
R3 |
5,416.7 |
5,380.3 |
5,290.4 |
|
R2 |
5,342.7 |
5,342.7 |
5,283.6 |
|
R1 |
5,306.3 |
5,306.3 |
5,276.8 |
5,324.5 |
PP |
5,268.7 |
5,268.7 |
5,268.7 |
5,277.8 |
S1 |
5,232.3 |
5,232.3 |
5,263.2 |
5,250.5 |
S2 |
5,194.7 |
5,194.7 |
5,256.4 |
|
S3 |
5,120.7 |
5,158.3 |
5,249.7 |
|
S4 |
5,046.7 |
5,084.3 |
5,229.3 |
|
|
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 |
5,423.0 |
5,213.0 |
210.0 |
4.0% |
78.8 |
1.5% |
27% |
False |
False |
25,785 |
10 |
5,454.0 |
5,213.0 |
241.0 |
4.6% |
79.4 |
1.5% |
24% |
False |
False |
36,091 |
20 |
5,745.0 |
5,213.0 |
532.0 |
10.1% |
74.2 |
1.4% |
11% |
False |
False |
18,283 |
40 |
6,006.0 |
5,213.0 |
793.0 |
15.0% |
56.7 |
1.1% |
7% |
False |
False |
9,197 |
60 |
6,006.0 |
5,213.0 |
793.0 |
15.0% |
48.0 |
0.9% |
7% |
False |
False |
6,145 |
80 |
6,006.0 |
5,110.0 |
896.0 |
17.0% |
38.7 |
0.7% |
18% |
False |
False |
4,616 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,619.5 |
2.618 |
5,498.7 |
1.618 |
5,424.7 |
1.000 |
5,379.0 |
0.618 |
5,350.7 |
HIGH |
5,305.0 |
0.618 |
5,276.7 |
0.500 |
5,268.0 |
0.382 |
5,259.3 |
LOW |
5,231.0 |
0.618 |
5,185.3 |
1.000 |
5,157.0 |
1.618 |
5,111.3 |
2.618 |
5,037.3 |
4.250 |
4,916.5 |
|
|
Fisher Pivots for day following 25-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
5,269.3 |
5,269.2 |
PP |
5,268.7 |
5,268.3 |
S1 |
5,268.0 |
5,267.5 |
|