Trading Metrics calculated at close of trading on 01-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2008 |
01-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
5,262.0 |
5,235.0 |
-27.0 |
-0.5% |
5,217.0 |
High |
5,328.0 |
5,238.0 |
-90.0 |
-1.7% |
5,357.0 |
Low |
5,190.0 |
5,136.0 |
-54.0 |
-1.0% |
5,141.0 |
Close |
5,191.0 |
5,137.0 |
-54.0 |
-1.0% |
5,262.0 |
Range |
138.0 |
102.0 |
-36.0 |
-26.1% |
216.0 |
ATR |
93.8 |
94.4 |
0.6 |
0.6% |
0.0 |
Volume |
35,824 |
22,812 |
-13,012 |
-36.3% |
138,456 |
|
Daily Pivots for day following 01-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,476.3 |
5,408.7 |
5,193.1 |
|
R3 |
5,374.3 |
5,306.7 |
5,165.1 |
|
R2 |
5,272.3 |
5,272.3 |
5,155.7 |
|
R1 |
5,204.7 |
5,204.7 |
5,146.4 |
5,187.5 |
PP |
5,170.3 |
5,170.3 |
5,170.3 |
5,161.8 |
S1 |
5,102.7 |
5,102.7 |
5,127.7 |
5,085.5 |
S2 |
5,068.3 |
5,068.3 |
5,118.3 |
|
S3 |
4,966.3 |
5,000.7 |
5,109.0 |
|
S4 |
4,864.3 |
4,898.7 |
5,080.9 |
|
|
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 |
5,136.0 |
221.0 |
4.3% |
104.4 |
2.0% |
0% |
False |
True |
30,146 |
10 |
5,454.0 |
5,136.0 |
318.0 |
6.2% |
91.7 |
1.8% |
0% |
False |
True |
31,820 |
20 |
5,677.0 |
5,136.0 |
541.0 |
10.5% |
79.2 |
1.5% |
0% |
False |
True |
24,621 |
40 |
6,006.0 |
5,136.0 |
870.0 |
16.9% |
64.7 |
1.3% |
0% |
False |
True |
12,379 |
60 |
6,006.0 |
5,136.0 |
870.0 |
16.9% |
52.6 |
1.0% |
0% |
False |
True |
8,267 |
80 |
6,006.0 |
5,110.0 |
896.0 |
17.4% |
44.3 |
0.9% |
3% |
False |
False |
6,210 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,671.5 |
2.618 |
5,505.0 |
1.618 |
5,403.0 |
1.000 |
5,340.0 |
0.618 |
5,301.0 |
HIGH |
5,238.0 |
0.618 |
5,199.0 |
0.500 |
5,187.0 |
0.382 |
5,175.0 |
LOW |
5,136.0 |
0.618 |
5,073.0 |
1.000 |
5,034.0 |
1.618 |
4,971.0 |
2.618 |
4,869.0 |
4.250 |
4,702.5 |
|
|
Fisher Pivots for day following 01-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
5,187.0 |
5,232.0 |
PP |
5,170.3 |
5,200.3 |
S1 |
5,153.7 |
5,168.7 |
|