Trading Metrics calculated at close of trading on 04-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2008 |
04-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
5,006.0 |
5,021.0 |
15.0 |
0.3% |
5,262.0 |
High |
5,019.0 |
5,098.0 |
79.0 |
1.6% |
5,328.0 |
Low |
4,975.0 |
5,009.0 |
34.0 |
0.7% |
4,975.0 |
Close |
4,999.0 |
5,074.0 |
75.0 |
1.5% |
5,074.0 |
Range |
44.0 |
89.0 |
45.0 |
102.3% |
353.0 |
ATR |
95.2 |
95.5 |
0.3 |
0.3% |
0.0 |
Volume |
27,794 |
25,131 |
-2,663 |
-9.6% |
141,361 |
|
Daily Pivots for day following 04-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,327.3 |
5,289.7 |
5,123.0 |
|
R3 |
5,238.3 |
5,200.7 |
5,098.5 |
|
R2 |
5,149.3 |
5,149.3 |
5,090.3 |
|
R1 |
5,111.7 |
5,111.7 |
5,082.2 |
5,130.5 |
PP |
5,060.3 |
5,060.3 |
5,060.3 |
5,069.8 |
S1 |
5,022.7 |
5,022.7 |
5,065.8 |
5,041.5 |
S2 |
4,971.3 |
4,971.3 |
5,057.7 |
|
S3 |
4,882.3 |
4,933.7 |
5,049.5 |
|
S4 |
4,793.3 |
4,844.7 |
5,025.1 |
|
|
Weekly Pivots for week ending 04-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,184.7 |
5,982.3 |
5,268.2 |
|
R3 |
5,831.7 |
5,629.3 |
5,171.1 |
|
R2 |
5,478.7 |
5,478.7 |
5,138.7 |
|
R1 |
5,276.3 |
5,276.3 |
5,106.4 |
5,201.0 |
PP |
5,125.7 |
5,125.7 |
5,125.7 |
5,088.0 |
S1 |
4,923.3 |
4,923.3 |
5,041.6 |
4,848.0 |
S2 |
4,772.7 |
4,772.7 |
5,009.3 |
|
S3 |
4,419.7 |
4,570.3 |
4,976.9 |
|
S4 |
4,066.7 |
4,217.3 |
4,879.9 |
|
|
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 |
7.0% |
90.6 |
1.8% |
28% |
False |
False |
28,272 |
10 |
5,357.0 |
4,975.0 |
382.0 |
7.5% |
89.2 |
1.8% |
26% |
False |
False |
27,981 |
20 |
5,636.0 |
4,975.0 |
661.0 |
13.0% |
82.4 |
1.6% |
15% |
False |
False |
28,699 |
40 |
6,006.0 |
4,975.0 |
1,031.0 |
20.3% |
67.9 |
1.3% |
10% |
False |
False |
14,436 |
60 |
6,006.0 |
4,975.0 |
1,031.0 |
20.3% |
54.9 |
1.1% |
10% |
False |
False |
9,641 |
80 |
6,006.0 |
4,975.0 |
1,031.0 |
20.3% |
45.8 |
0.9% |
10% |
False |
False |
7,243 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,476.3 |
2.618 |
5,331.0 |
1.618 |
5,242.0 |
1.000 |
5,187.0 |
0.618 |
5,153.0 |
HIGH |
5,098.0 |
0.618 |
5,064.0 |
0.500 |
5,053.5 |
0.382 |
5,043.0 |
LOW |
5,009.0 |
0.618 |
4,954.0 |
1.000 |
4,920.0 |
1.618 |
4,865.0 |
2.618 |
4,776.0 |
4.250 |
4,630.8 |
|
|
Fisher Pivots for day following 04-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
5,067.2 |
5,069.5 |
PP |
5,060.3 |
5,065.0 |
S1 |
5,053.5 |
5,060.5 |
|