Trading Metrics calculated at close of trading on 03-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2008 |
03-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
3,812.0 |
3,737.0 |
-75.0 |
-2.0% |
3,753.0 |
High |
3,812.0 |
3,776.0 |
-36.0 |
-0.9% |
3,822.0 |
Low |
3,729.0 |
3,728.0 |
-1.0 |
0.0% |
3,722.0 |
Close |
3,753.0 |
3,772.0 |
19.0 |
0.5% |
3,805.0 |
Range |
83.0 |
48.0 |
-35.0 |
-42.2% |
100.0 |
ATR |
57.7 |
57.0 |
-0.7 |
-1.2% |
0.0 |
Volume |
8,102 |
5,977 |
-2,125 |
-26.2% |
22,660 |
|
Daily Pivots for day following 03-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,902.7 |
3,885.3 |
3,798.4 |
|
R3 |
3,854.7 |
3,837.3 |
3,785.2 |
|
R2 |
3,806.7 |
3,806.7 |
3,780.8 |
|
R1 |
3,789.3 |
3,789.3 |
3,776.4 |
3,798.0 |
PP |
3,758.7 |
3,758.7 |
3,758.7 |
3,763.0 |
S1 |
3,741.3 |
3,741.3 |
3,767.6 |
3,750.0 |
S2 |
3,710.7 |
3,710.7 |
3,763.2 |
|
S3 |
3,662.7 |
3,693.3 |
3,758.8 |
|
S4 |
3,614.7 |
3,645.3 |
3,745.6 |
|
|
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 |
3,728.0 |
94.0 |
2.5% |
51.6 |
1.4% |
47% |
False |
True |
6,596 |
10 |
3,854.0 |
3,722.0 |
132.0 |
3.5% |
51.9 |
1.4% |
38% |
False |
False |
4,488 |
20 |
3,905.0 |
3,722.0 |
183.0 |
4.9% |
48.1 |
1.3% |
27% |
False |
False |
3,939 |
40 |
3,905.0 |
3,603.0 |
302.0 |
8.0% |
52.6 |
1.4% |
56% |
False |
False |
2,485 |
60 |
3,905.0 |
3,359.0 |
546.0 |
14.5% |
64.0 |
1.7% |
76% |
False |
False |
6,344 |
80 |
3,905.0 |
3,359.0 |
546.0 |
14.5% |
64.7 |
1.7% |
76% |
False |
False |
5,002 |
100 |
4,245.0 |
3,359.0 |
886.0 |
23.5% |
70.9 |
1.9% |
47% |
False |
False |
4,166 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,980.0 |
2.618 |
3,901.7 |
1.618 |
3,853.7 |
1.000 |
3,824.0 |
0.618 |
3,805.7 |
HIGH |
3,776.0 |
0.618 |
3,757.7 |
0.500 |
3,752.0 |
0.382 |
3,746.3 |
LOW |
3,728.0 |
0.618 |
3,698.3 |
1.000 |
3,680.0 |
1.618 |
3,650.3 |
2.618 |
3,602.3 |
4.250 |
3,524.0 |
|
|
Fisher Pivots for day following 03-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
3,765.3 |
3,775.0 |
PP |
3,758.7 |
3,774.0 |
S1 |
3,752.0 |
3,773.0 |
|