Trading Metrics calculated at close of trading on 27-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2008 |
27-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
5,292.0 |
5,191.0 |
-101.0 |
-1.9% |
5,217.0 |
High |
5,357.0 |
5,282.0 |
-75.0 |
-1.4% |
5,357.0 |
Low |
5,290.0 |
5,141.0 |
-149.0 |
-2.8% |
5,141.0 |
Close |
5,312.0 |
5,262.0 |
-50.0 |
-0.9% |
5,262.0 |
Range |
67.0 |
141.0 |
74.0 |
110.4% |
216.0 |
ATR |
84.2 |
90.4 |
6.2 |
7.4% |
0.0 |
Volume |
30,121 |
38,745 |
8,624 |
28.6% |
138,456 |
|
Daily Pivots for day following 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,651.3 |
5,597.7 |
5,339.6 |
|
R3 |
5,510.3 |
5,456.7 |
5,300.8 |
|
R2 |
5,369.3 |
5,369.3 |
5,287.9 |
|
R1 |
5,315.7 |
5,315.7 |
5,274.9 |
5,342.5 |
PP |
5,228.3 |
5,228.3 |
5,228.3 |
5,241.8 |
S1 |
5,174.7 |
5,174.7 |
5,249.1 |
5,201.5 |
S2 |
5,087.3 |
5,087.3 |
5,236.2 |
|
S3 |
4,946.3 |
5,033.7 |
5,223.2 |
|
S4 |
4,805.3 |
4,892.7 |
5,184.5 |
|
|
Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,901.3 |
5,797.7 |
5,380.8 |
|
R3 |
5,685.3 |
5,581.7 |
5,321.4 |
|
R2 |
5,469.3 |
5,469.3 |
5,301.6 |
|
R1 |
5,365.7 |
5,365.7 |
5,281.8 |
5,417.5 |
PP |
5,253.3 |
5,253.3 |
5,253.3 |
5,279.3 |
S1 |
5,149.7 |
5,149.7 |
5,242.2 |
5,201.5 |
S2 |
5,037.3 |
5,037.3 |
5,222.4 |
|
S3 |
4,821.3 |
4,933.7 |
5,202.6 |
|
S4 |
4,605.3 |
4,717.7 |
5,143.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,357.0 |
5,141.0 |
216.0 |
4.1% |
87.8 |
1.7% |
56% |
False |
True |
27,691 |
10 |
5,454.0 |
5,141.0 |
313.0 |
5.9% |
85.6 |
1.6% |
39% |
False |
True |
41,258 |
20 |
5,718.0 |
5,141.0 |
577.0 |
11.0% |
74.6 |
1.4% |
21% |
False |
True |
21,707 |
40 |
6,006.0 |
5,141.0 |
865.0 |
16.4% |
59.4 |
1.1% |
14% |
False |
True |
10,915 |
60 |
6,006.0 |
5,141.0 |
865.0 |
16.4% |
49.6 |
0.9% |
14% |
False |
True |
7,291 |
80 |
6,006.0 |
5,110.0 |
896.0 |
17.0% |
41.3 |
0.8% |
17% |
False |
False |
5,477 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,881.3 |
2.618 |
5,651.1 |
1.618 |
5,510.1 |
1.000 |
5,423.0 |
0.618 |
5,369.1 |
HIGH |
5,282.0 |
0.618 |
5,228.1 |
0.500 |
5,211.5 |
0.382 |
5,194.9 |
LOW |
5,141.0 |
0.618 |
5,053.9 |
1.000 |
5,000.0 |
1.618 |
4,912.9 |
2.618 |
4,771.9 |
4.250 |
4,541.8 |
|
|
Fisher Pivots for day following 27-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
5,245.2 |
5,257.7 |
PP |
5,228.3 |
5,253.3 |
S1 |
5,211.5 |
5,249.0 |
|