Trading Metrics calculated at close of trading on 26-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2008 |
26-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
5,670.0 |
5,660.0 |
-10.0 |
-0.2% |
5,855.0 |
High |
5,713.0 |
5,669.0 |
-44.0 |
-0.8% |
5,963.5 |
Low |
5,658.5 |
5,501.0 |
-157.5 |
-2.8% |
5,620.5 |
Close |
5,691.5 |
5,546.0 |
-145.5 |
-2.6% |
5,669.0 |
Range |
54.5 |
168.0 |
113.5 |
208.3% |
343.0 |
ATR |
97.9 |
104.5 |
6.6 |
6.8% |
0.0 |
Volume |
116,790 |
87,544 |
-29,246 |
-25.0% |
637,506 |
|
Daily Pivots for day following 26-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,076.0 |
5,979.0 |
5,638.5 |
|
R3 |
5,908.0 |
5,811.0 |
5,592.0 |
|
R2 |
5,740.0 |
5,740.0 |
5,577.0 |
|
R1 |
5,643.0 |
5,643.0 |
5,561.5 |
5,607.5 |
PP |
5,572.0 |
5,572.0 |
5,572.0 |
5,554.0 |
S1 |
5,475.0 |
5,475.0 |
5,530.5 |
5,439.5 |
S2 |
5,404.0 |
5,404.0 |
5,515.0 |
|
S3 |
5,236.0 |
5,307.0 |
5,500.0 |
|
S4 |
5,068.0 |
5,139.0 |
5,453.5 |
|
|
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 |
5,758.0 |
5,501.0 |
257.0 |
4.6% |
112.5 |
2.0% |
18% |
False |
True |
105,071 |
10 |
5,963.5 |
5,501.0 |
462.5 |
8.3% |
106.0 |
1.9% |
10% |
False |
True |
109,417 |
20 |
6,128.0 |
5,501.0 |
627.0 |
11.3% |
99.5 |
1.8% |
7% |
False |
True |
55,440 |
40 |
6,424.5 |
5,501.0 |
923.5 |
16.7% |
90.0 |
1.6% |
5% |
False |
True |
28,117 |
60 |
6,424.5 |
5,501.0 |
923.5 |
16.7% |
80.0 |
1.4% |
5% |
False |
True |
18,784 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,383.0 |
2.618 |
6,109.0 |
1.618 |
5,941.0 |
1.000 |
5,837.0 |
0.618 |
5,773.0 |
HIGH |
5,669.0 |
0.618 |
5,605.0 |
0.500 |
5,585.0 |
0.382 |
5,565.0 |
LOW |
5,501.0 |
0.618 |
5,397.0 |
1.000 |
5,333.0 |
1.618 |
5,229.0 |
2.618 |
5,061.0 |
4.250 |
4,787.0 |
|
|
Fisher Pivots for day following 26-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
5,585.0 |
5,609.0 |
PP |
5,572.0 |
5,588.0 |
S1 |
5,559.0 |
5,567.0 |
|