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 |
930.9 |
928.0 |
-2.9 |
-0.3% |
903.7 |
High |
937.7 |
948.5 |
10.8 |
1.2% |
933.0 |
Low |
920.2 |
923.8 |
3.6 |
0.4% |
875.2 |
Close |
928.3 |
944.5 |
16.2 |
1.7% |
931.3 |
Range |
17.5 |
24.7 |
7.2 |
41.1% |
57.8 |
ATR |
20.8 |
21.0 |
0.3 |
1.4% |
0.0 |
Volume |
128,282 |
112,674 |
-15,608 |
-12.2% |
571,110 |
|
Daily Pivots for day following 01-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,013.0 |
1,003.5 |
958.1 |
|
R3 |
988.3 |
978.8 |
951.3 |
|
R2 |
963.6 |
963.6 |
949.0 |
|
R1 |
954.1 |
954.1 |
946.8 |
958.9 |
PP |
938.9 |
938.9 |
938.9 |
941.3 |
S1 |
929.4 |
929.4 |
942.2 |
934.2 |
S2 |
914.2 |
914.2 |
940.0 |
|
S3 |
889.5 |
904.7 |
937.7 |
|
S4 |
864.8 |
880.0 |
930.9 |
|
|
Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,086.6 |
1,066.7 |
963.1 |
|
R3 |
1,028.8 |
1,008.9 |
947.2 |
|
R2 |
971.0 |
971.0 |
941.9 |
|
R1 |
951.1 |
951.1 |
936.6 |
961.1 |
PP |
913.2 |
913.2 |
913.2 |
918.1 |
S1 |
893.3 |
893.3 |
926.0 |
903.3 |
S2 |
855.4 |
855.4 |
920.7 |
|
S3 |
797.6 |
835.5 |
915.4 |
|
S4 |
739.8 |
777.7 |
899.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
948.5 |
875.2 |
73.3 |
7.8% |
22.9 |
2.4% |
95% |
True |
False |
118,301 |
10 |
948.5 |
875.2 |
73.3 |
7.8% |
20.9 |
2.2% |
95% |
True |
False |
116,444 |
20 |
948.5 |
859.6 |
88.9 |
9.4% |
20.6 |
2.2% |
96% |
True |
False |
119,160 |
40 |
948.5 |
859.6 |
88.9 |
9.4% |
19.8 |
2.1% |
96% |
True |
False |
81,295 |
60 |
959.5 |
850.5 |
109.0 |
11.5% |
19.7 |
2.1% |
86% |
False |
False |
56,374 |
80 |
1,040.3 |
850.5 |
189.8 |
20.1% |
20.9 |
2.2% |
50% |
False |
False |
42,805 |
100 |
1,040.3 |
850.5 |
189.8 |
20.1% |
20.1 |
2.1% |
50% |
False |
False |
34,590 |
120 |
1,040.3 |
850.5 |
189.8 |
20.1% |
19.3 |
2.0% |
50% |
False |
False |
29,103 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,053.5 |
2.618 |
1,013.2 |
1.618 |
988.5 |
1.000 |
973.2 |
0.618 |
963.8 |
HIGH |
948.5 |
0.618 |
939.1 |
0.500 |
936.2 |
0.382 |
933.2 |
LOW |
923.8 |
0.618 |
908.5 |
1.000 |
899.1 |
1.618 |
883.8 |
2.618 |
859.1 |
4.250 |
818.8 |
|
|
Fisher Pivots for day following 01-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
941.7 |
939.8 |
PP |
938.9 |
935.1 |
S1 |
936.2 |
930.4 |
|