Trading Metrics calculated at close of trading on 02-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2008 |
02-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
3,799.0 |
3,812.0 |
13.0 |
0.3% |
3,753.0 |
High |
3,822.0 |
3,812.0 |
-10.0 |
-0.3% |
3,822.0 |
Low |
3,797.0 |
3,729.0 |
-68.0 |
-1.8% |
3,722.0 |
Close |
3,805.0 |
3,753.0 |
-52.0 |
-1.4% |
3,805.0 |
Range |
25.0 |
83.0 |
58.0 |
232.0% |
100.0 |
ATR |
55.7 |
57.7 |
1.9 |
3.5% |
0.0 |
Volume |
6,261 |
8,102 |
1,841 |
29.4% |
22,660 |
|
Daily Pivots for day following 02-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,013.7 |
3,966.3 |
3,798.7 |
|
R3 |
3,930.7 |
3,883.3 |
3,775.8 |
|
R2 |
3,847.7 |
3,847.7 |
3,768.2 |
|
R1 |
3,800.3 |
3,800.3 |
3,760.6 |
3,782.5 |
PP |
3,764.7 |
3,764.7 |
3,764.7 |
3,755.8 |
S1 |
3,717.3 |
3,717.3 |
3,745.4 |
3,699.5 |
S2 |
3,681.7 |
3,681.7 |
3,737.8 |
|
S3 |
3,598.7 |
3,634.3 |
3,730.2 |
|
S4 |
3,515.7 |
3,551.3 |
3,707.4 |
|
|
Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,083.0 |
4,044.0 |
3,860.0 |
|
R3 |
3,983.0 |
3,944.0 |
3,832.5 |
|
R2 |
3,883.0 |
3,883.0 |
3,823.3 |
|
R1 |
3,844.0 |
3,844.0 |
3,814.2 |
3,863.5 |
PP |
3,783.0 |
3,783.0 |
3,783.0 |
3,792.8 |
S1 |
3,744.0 |
3,744.0 |
3,795.8 |
3,763.5 |
S2 |
3,683.0 |
3,683.0 |
3,786.7 |
|
S3 |
3,583.0 |
3,644.0 |
3,777.5 |
|
S4 |
3,483.0 |
3,544.0 |
3,750.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,822.0 |
3,722.0 |
100.0 |
2.7% |
50.8 |
1.4% |
31% |
False |
False |
5,932 |
10 |
3,870.0 |
3,722.0 |
148.0 |
3.9% |
51.0 |
1.4% |
21% |
False |
False |
3,952 |
20 |
3,905.0 |
3,722.0 |
183.0 |
4.9% |
48.4 |
1.3% |
17% |
False |
False |
3,729 |
40 |
3,905.0 |
3,603.0 |
302.0 |
8.0% |
52.0 |
1.4% |
50% |
False |
False |
2,338 |
60 |
3,905.0 |
3,359.0 |
546.0 |
14.5% |
64.3 |
1.7% |
72% |
False |
False |
6,283 |
80 |
3,905.0 |
3,359.0 |
546.0 |
14.5% |
64.4 |
1.7% |
72% |
False |
False |
4,931 |
100 |
4,268.0 |
3,359.0 |
909.0 |
24.2% |
70.7 |
1.9% |
43% |
False |
False |
4,108 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,164.8 |
2.618 |
4,029.3 |
1.618 |
3,946.3 |
1.000 |
3,895.0 |
0.618 |
3,863.3 |
HIGH |
3,812.0 |
0.618 |
3,780.3 |
0.500 |
3,770.5 |
0.382 |
3,760.7 |
LOW |
3,729.0 |
0.618 |
3,677.7 |
1.000 |
3,646.0 |
1.618 |
3,594.7 |
2.618 |
3,511.7 |
4.250 |
3,376.3 |
|
|
Fisher Pivots for day following 02-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
3,770.5 |
3,775.5 |
PP |
3,764.7 |
3,768.0 |
S1 |
3,758.8 |
3,760.5 |
|