Trading Metrics calculated at close of trading on 25-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2008 |
25-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
5,701.0 |
5,670.0 |
-31.0 |
-0.5% |
5,855.0 |
High |
5,717.5 |
5,713.0 |
-4.5 |
-0.1% |
5,963.5 |
Low |
5,606.5 |
5,658.5 |
52.0 |
0.9% |
5,620.5 |
Close |
5,679.0 |
5,691.5 |
12.5 |
0.2% |
5,669.0 |
Range |
111.0 |
54.5 |
-56.5 |
-50.9% |
343.0 |
ATR |
101.3 |
97.9 |
-3.3 |
-3.3% |
0.0 |
Volume |
91,571 |
116,790 |
25,219 |
27.5% |
637,506 |
|
Daily Pivots for day following 25-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,851.0 |
5,826.0 |
5,721.5 |
|
R3 |
5,796.5 |
5,771.5 |
5,706.5 |
|
R2 |
5,742.0 |
5,742.0 |
5,701.5 |
|
R1 |
5,717.0 |
5,717.0 |
5,696.5 |
5,729.5 |
PP |
5,687.5 |
5,687.5 |
5,687.5 |
5,694.0 |
S1 |
5,662.5 |
5,662.5 |
5,686.5 |
5,675.0 |
S2 |
5,633.0 |
5,633.0 |
5,681.5 |
|
S3 |
5,578.5 |
5,608.0 |
5,676.5 |
|
S4 |
5,524.0 |
5,553.5 |
5,661.5 |
|
|
Weekly Pivots for week ending 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,780.0 |
6,567.5 |
5,857.5 |
|
R3 |
6,437.0 |
6,224.5 |
5,763.5 |
|
R2 |
6,094.0 |
6,094.0 |
5,732.0 |
|
R1 |
5,881.5 |
5,881.5 |
5,700.5 |
5,816.0 |
PP |
5,751.0 |
5,751.0 |
5,751.0 |
5,718.5 |
S1 |
5,538.5 |
5,538.5 |
5,637.5 |
5,473.0 |
S2 |
5,408.0 |
5,408.0 |
5,606.0 |
|
S3 |
5,065.0 |
5,195.5 |
5,574.5 |
|
S4 |
4,722.0 |
4,852.5 |
5,480.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,817.5 |
5,606.5 |
211.0 |
3.7% |
97.0 |
1.7% |
40% |
False |
False |
125,334 |
10 |
5,963.5 |
5,606.5 |
357.0 |
6.3% |
97.0 |
1.7% |
24% |
False |
False |
101,430 |
20 |
6,162.0 |
5,606.5 |
555.5 |
9.8% |
95.5 |
1.7% |
15% |
False |
False |
51,089 |
40 |
6,424.5 |
5,606.5 |
818.0 |
14.4% |
87.0 |
1.5% |
10% |
False |
False |
25,955 |
60 |
6,424.5 |
5,606.5 |
818.0 |
14.4% |
77.5 |
1.4% |
10% |
False |
False |
17,325 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,944.5 |
2.618 |
5,855.5 |
1.618 |
5,801.0 |
1.000 |
5,767.5 |
0.618 |
5,746.5 |
HIGH |
5,713.0 |
0.618 |
5,692.0 |
0.500 |
5,686.0 |
0.382 |
5,679.5 |
LOW |
5,658.5 |
0.618 |
5,625.0 |
1.000 |
5,604.0 |
1.618 |
5,570.5 |
2.618 |
5,516.0 |
4.250 |
5,427.0 |
|
|
Fisher Pivots for day following 25-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
5,689.5 |
5,682.0 |
PP |
5,687.5 |
5,672.5 |
S1 |
5,686.0 |
5,663.0 |
|