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 |
11,382.34 |
11,216.00 |
-166.34 |
-1.5% |
11,843.83 |
High |
11,434.12 |
11,337.48 |
-96.64 |
-0.8% |
11,924.19 |
Low |
11,214.37 |
11,157.21 |
-57.16 |
-0.5% |
11,297.99 |
Close |
11,215.51 |
11,288.54 |
73.03 |
0.7% |
11,346.51 |
Range |
219.75 |
180.27 |
-39.48 |
-18.0% |
626.20 |
ATR |
185.96 |
185.55 |
-0.41 |
-0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,801.89 |
11,725.48 |
11,387.69 |
|
R3 |
11,621.62 |
11,545.21 |
11,338.11 |
|
R2 |
11,441.35 |
11,441.35 |
11,321.59 |
|
R1 |
11,364.94 |
11,364.94 |
11,305.06 |
11,403.15 |
PP |
11,261.08 |
11,261.08 |
11,261.08 |
11,280.18 |
S1 |
11,184.67 |
11,184.67 |
11,272.02 |
11,222.88 |
S2 |
11,080.81 |
11,080.81 |
11,255.49 |
|
S3 |
10,900.54 |
11,004.40 |
11,238.97 |
|
S4 |
10,720.27 |
10,824.13 |
11,189.39 |
|
|
Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,401.50 |
13,000.20 |
11,690.92 |
|
R3 |
12,775.30 |
12,374.00 |
11,518.72 |
|
R2 |
12,149.10 |
12,149.10 |
11,461.31 |
|
R1 |
11,747.80 |
11,747.80 |
11,403.91 |
11,635.35 |
PP |
11,522.90 |
11,522.90 |
11,522.90 |
11,466.67 |
S1 |
11,121.60 |
11,121.60 |
11,289.11 |
11,009.15 |
S2 |
10,896.70 |
10,896.70 |
11,231.71 |
|
S3 |
10,270.50 |
10,495.40 |
11,174.31 |
|
S4 |
9,644.30 |
9,869.20 |
11,002.10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,485.25 |
11,157.21 |
328.04 |
2.9% |
192.30 |
1.7% |
40% |
False |
True |
|
10 |
12,062.19 |
11,157.21 |
904.98 |
8.0% |
194.54 |
1.7% |
15% |
False |
True |
|
20 |
12,603.07 |
11,157.21 |
1,445.86 |
12.8% |
190.12 |
1.7% |
9% |
False |
True |
|
40 |
13,136.69 |
11,157.21 |
1,979.48 |
17.5% |
174.68 |
1.5% |
7% |
False |
True |
|
60 |
13,136.69 |
11,157.21 |
1,979.48 |
17.5% |
172.31 |
1.5% |
7% |
False |
True |
|
80 |
13,136.69 |
11,157.21 |
1,979.48 |
17.5% |
186.47 |
1.7% |
7% |
False |
True |
|
100 |
13,136.69 |
11,157.21 |
1,979.48 |
17.5% |
193.77 |
1.7% |
7% |
False |
True |
|
120 |
13,136.69 |
11,157.21 |
1,979.48 |
17.5% |
207.78 |
1.8% |
7% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,103.63 |
2.618 |
11,809.43 |
1.618 |
11,629.16 |
1.000 |
11,517.75 |
0.618 |
11,448.89 |
HIGH |
11,337.48 |
0.618 |
11,268.62 |
0.500 |
11,247.35 |
0.382 |
11,226.07 |
LOW |
11,157.21 |
0.618 |
11,045.80 |
1.000 |
10,976.94 |
1.618 |
10,865.53 |
2.618 |
10,685.26 |
4.250 |
10,391.06 |
|
|
Fisher Pivots for day following 03-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
11,274.81 |
11,295.67 |
PP |
11,261.08 |
11,293.29 |
S1 |
11,247.35 |
11,290.92 |
|