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 |
941.6 |
946.6 |
5.0 |
0.5% |
903.7 |
High |
947.9 |
950.0 |
2.1 |
0.2% |
933.0 |
Low |
933.5 |
928.0 |
-5.5 |
-0.6% |
875.2 |
Close |
946.5 |
933.6 |
-12.9 |
-1.4% |
931.3 |
Range |
14.4 |
22.0 |
7.6 |
52.8% |
57.8 |
ATR |
20.6 |
20.7 |
0.1 |
0.5% |
0.0 |
Volume |
149,447 |
125,043 |
-24,404 |
-16.3% |
571,110 |
|
Daily Pivots for day following 03-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,003.2 |
990.4 |
945.7 |
|
R3 |
981.2 |
968.4 |
939.7 |
|
R2 |
959.2 |
959.2 |
937.6 |
|
R1 |
946.4 |
946.4 |
935.6 |
941.8 |
PP |
937.2 |
937.2 |
937.2 |
934.9 |
S1 |
924.4 |
924.4 |
931.6 |
919.8 |
S2 |
915.2 |
915.2 |
929.6 |
|
S3 |
893.2 |
902.4 |
927.6 |
|
S4 |
871.2 |
880.4 |
921.5 |
|
|
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 |
950.0 |
912.2 |
37.8 |
4.0% |
19.9 |
2.1% |
57% |
True |
False |
132,769 |
10 |
950.0 |
875.2 |
74.8 |
8.0% |
20.8 |
2.2% |
78% |
True |
False |
123,847 |
20 |
950.0 |
859.6 |
90.4 |
9.7% |
21.1 |
2.3% |
82% |
True |
False |
121,924 |
40 |
950.0 |
859.6 |
90.4 |
9.7% |
19.8 |
2.1% |
82% |
True |
False |
87,626 |
60 |
959.5 |
850.5 |
109.0 |
11.7% |
19.5 |
2.1% |
76% |
False |
False |
60,833 |
80 |
1,040.3 |
850.5 |
189.8 |
20.3% |
21.0 |
2.3% |
44% |
False |
False |
46,168 |
100 |
1,040.3 |
850.5 |
189.8 |
20.3% |
20.2 |
2.2% |
44% |
False |
False |
37,308 |
120 |
1,040.3 |
850.5 |
189.8 |
20.3% |
19.4 |
2.1% |
44% |
False |
False |
31,354 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,043.5 |
2.618 |
1,007.6 |
1.618 |
985.6 |
1.000 |
972.0 |
0.618 |
963.6 |
HIGH |
950.0 |
0.618 |
941.6 |
0.500 |
939.0 |
0.382 |
936.4 |
LOW |
928.0 |
0.618 |
914.4 |
1.000 |
906.0 |
1.618 |
892.4 |
2.618 |
870.4 |
4.250 |
834.5 |
|
|
Fisher Pivots for day following 03-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
939.0 |
936.9 |
PP |
937.2 |
935.8 |
S1 |
935.4 |
934.7 |
|