Trading Metrics calculated at close of trading on 26-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2008 |
26-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
5,258.0 |
5,292.0 |
34.0 |
0.6% |
5,404.0 |
High |
5,305.0 |
5,357.0 |
52.0 |
1.0% |
5,454.0 |
Low |
5,231.0 |
5,290.0 |
59.0 |
1.1% |
5,278.0 |
Close |
5,270.0 |
5,312.0 |
42.0 |
0.8% |
5,308.0 |
Range |
74.0 |
67.0 |
-7.0 |
-9.5% |
176.0 |
ATR |
84.0 |
84.2 |
0.2 |
0.3% |
0.0 |
Volume |
23,228 |
30,121 |
6,893 |
29.7% |
274,125 |
|
Daily Pivots for day following 26-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,520.7 |
5,483.3 |
5,348.9 |
|
R3 |
5,453.7 |
5,416.3 |
5,330.4 |
|
R2 |
5,386.7 |
5,386.7 |
5,324.3 |
|
R1 |
5,349.3 |
5,349.3 |
5,318.1 |
5,368.0 |
PP |
5,319.7 |
5,319.7 |
5,319.7 |
5,329.0 |
S1 |
5,282.3 |
5,282.3 |
5,305.9 |
5,301.0 |
S2 |
5,252.7 |
5,252.7 |
5,299.7 |
|
S3 |
5,185.7 |
5,215.3 |
5,293.6 |
|
S4 |
5,118.7 |
5,148.3 |
5,275.2 |
|
|
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 |
5,373.0 |
5,213.0 |
160.0 |
3.0% |
78.6 |
1.5% |
62% |
False |
False |
25,800 |
10 |
5,454.0 |
5,213.0 |
241.0 |
4.5% |
81.7 |
1.5% |
41% |
False |
False |
38,624 |
20 |
5,733.0 |
5,213.0 |
520.0 |
9.8% |
73.4 |
1.4% |
19% |
False |
False |
19,771 |
40 |
6,006.0 |
5,213.0 |
793.0 |
14.9% |
56.8 |
1.1% |
12% |
False |
False |
9,948 |
60 |
6,006.0 |
5,213.0 |
793.0 |
14.9% |
48.8 |
0.9% |
12% |
False |
False |
6,647 |
80 |
6,006.0 |
5,110.0 |
896.0 |
16.9% |
39.5 |
0.7% |
23% |
False |
False |
4,992 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,641.8 |
2.618 |
5,532.4 |
1.618 |
5,465.4 |
1.000 |
5,424.0 |
0.618 |
5,398.4 |
HIGH |
5,357.0 |
0.618 |
5,331.4 |
0.500 |
5,323.5 |
0.382 |
5,315.6 |
LOW |
5,290.0 |
0.618 |
5,248.6 |
1.000 |
5,223.0 |
1.618 |
5,181.6 |
2.618 |
5,114.6 |
4.250 |
5,005.3 |
|
|
Fisher Pivots for day following 26-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
5,323.5 |
5,306.0 |
PP |
5,319.7 |
5,300.0 |
S1 |
5,315.8 |
5,294.0 |
|