Trading Metrics calculated at close of trading on 30-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2008 |
30-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
5,191.0 |
5,262.0 |
71.0 |
1.4% |
5,217.0 |
High |
5,282.0 |
5,328.0 |
46.0 |
0.9% |
5,357.0 |
Low |
5,141.0 |
5,190.0 |
49.0 |
1.0% |
5,141.0 |
Close |
5,262.0 |
5,191.0 |
-71.0 |
-1.3% |
5,262.0 |
Range |
141.0 |
138.0 |
-3.0 |
-2.1% |
216.0 |
ATR |
90.4 |
93.8 |
3.4 |
3.8% |
0.0 |
Volume |
38,745 |
35,824 |
-2,921 |
-7.5% |
138,456 |
|
Daily Pivots for day following 30-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,650.3 |
5,558.7 |
5,266.9 |
|
R3 |
5,512.3 |
5,420.7 |
5,229.0 |
|
R2 |
5,374.3 |
5,374.3 |
5,216.3 |
|
R1 |
5,282.7 |
5,282.7 |
5,203.7 |
5,259.5 |
PP |
5,236.3 |
5,236.3 |
5,236.3 |
5,224.8 |
S1 |
5,144.7 |
5,144.7 |
5,178.4 |
5,121.5 |
S2 |
5,098.3 |
5,098.3 |
5,165.7 |
|
S3 |
4,960.3 |
5,006.7 |
5,153.1 |
|
S4 |
4,822.3 |
4,868.7 |
5,115.1 |
|
|
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 |
4.2% |
96.6 |
1.9% |
23% |
False |
False |
29,854 |
10 |
5,454.0 |
5,141.0 |
313.0 |
6.0% |
94.1 |
1.8% |
16% |
False |
False |
40,167 |
20 |
5,715.0 |
5,141.0 |
574.0 |
11.1% |
79.1 |
1.5% |
9% |
False |
False |
23,485 |
40 |
6,006.0 |
5,141.0 |
865.0 |
16.7% |
62.9 |
1.2% |
6% |
False |
False |
11,810 |
60 |
6,006.0 |
5,141.0 |
865.0 |
16.7% |
51.2 |
1.0% |
6% |
False |
False |
7,887 |
80 |
6,006.0 |
5,110.0 |
896.0 |
17.3% |
43.0 |
0.8% |
9% |
False |
False |
5,925 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,914.5 |
2.618 |
5,689.3 |
1.618 |
5,551.3 |
1.000 |
5,466.0 |
0.618 |
5,413.3 |
HIGH |
5,328.0 |
0.618 |
5,275.3 |
0.500 |
5,259.0 |
0.382 |
5,242.7 |
LOW |
5,190.0 |
0.618 |
5,104.7 |
1.000 |
5,052.0 |
1.618 |
4,966.7 |
2.618 |
4,828.7 |
4.250 |
4,603.5 |
|
|
Fisher Pivots for day following 30-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
5,259.0 |
5,249.0 |
PP |
5,236.3 |
5,229.7 |
S1 |
5,213.7 |
5,210.3 |
|