Trading Metrics calculated at close of trading on 03-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2008 |
03-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
5,137.0 |
5,006.0 |
-131.0 |
-2.6% |
5,217.0 |
High |
5,146.0 |
5,019.0 |
-127.0 |
-2.5% |
5,357.0 |
Low |
5,066.0 |
4,975.0 |
-91.0 |
-1.8% |
5,141.0 |
Close |
5,094.0 |
4,999.0 |
-95.0 |
-1.9% |
5,262.0 |
Range |
80.0 |
44.0 |
-36.0 |
-45.0% |
216.0 |
ATR |
93.4 |
95.2 |
1.8 |
2.0% |
0.0 |
Volume |
29,800 |
27,794 |
-2,006 |
-6.7% |
138,456 |
|
Daily Pivots for day following 03-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,129.7 |
5,108.3 |
5,023.2 |
|
R3 |
5,085.7 |
5,064.3 |
5,011.1 |
|
R2 |
5,041.7 |
5,041.7 |
5,007.1 |
|
R1 |
5,020.3 |
5,020.3 |
5,003.0 |
5,009.0 |
PP |
4,997.7 |
4,997.7 |
4,997.7 |
4,992.0 |
S1 |
4,976.3 |
4,976.3 |
4,995.0 |
4,965.0 |
S2 |
4,953.7 |
4,953.7 |
4,990.9 |
|
S3 |
4,909.7 |
4,932.3 |
4,986.9 |
|
S4 |
4,865.7 |
4,888.3 |
4,974.8 |
|
|
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 |
5,328.0 |
4,975.0 |
353.0 |
7.1% |
101.0 |
2.0% |
7% |
False |
True |
30,995 |
10 |
5,373.0 |
4,975.0 |
398.0 |
8.0% |
89.8 |
1.8% |
6% |
False |
True |
28,397 |
20 |
5,636.0 |
4,975.0 |
661.0 |
13.2% |
80.5 |
1.6% |
4% |
False |
True |
27,457 |
40 |
6,006.0 |
4,975.0 |
1,031.0 |
20.6% |
66.4 |
1.3% |
2% |
False |
True |
13,813 |
60 |
6,006.0 |
4,975.0 |
1,031.0 |
20.6% |
53.5 |
1.1% |
2% |
False |
True |
9,223 |
80 |
6,006.0 |
4,975.0 |
1,031.0 |
20.6% |
44.7 |
0.9% |
2% |
False |
True |
6,929 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,206.0 |
2.618 |
5,134.2 |
1.618 |
5,090.2 |
1.000 |
5,063.0 |
0.618 |
5,046.2 |
HIGH |
5,019.0 |
0.618 |
5,002.2 |
0.500 |
4,997.0 |
0.382 |
4,991.8 |
LOW |
4,975.0 |
0.618 |
4,947.8 |
1.000 |
4,931.0 |
1.618 |
4,903.8 |
2.618 |
4,859.8 |
4.250 |
4,788.0 |
|
|
Fisher Pivots for day following 03-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
4,998.3 |
5,106.5 |
PP |
4,997.7 |
5,070.7 |
S1 |
4,997.0 |
5,034.8 |
|