Trading Metrics calculated at close of trading on 04-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2008 |
04-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
3,737.0 |
3,753.0 |
16.0 |
0.4% |
3,753.0 |
High |
3,776.0 |
3,756.0 |
-20.0 |
-0.5% |
3,822.0 |
Low |
3,728.0 |
3,703.0 |
-25.0 |
-0.7% |
3,722.0 |
Close |
3,772.0 |
3,736.0 |
-36.0 |
-1.0% |
3,805.0 |
Range |
48.0 |
53.0 |
5.0 |
10.4% |
100.0 |
ATR |
57.0 |
57.8 |
0.9 |
1.5% |
0.0 |
Volume |
5,977 |
22,518 |
16,541 |
276.7% |
22,660 |
|
Daily Pivots for day following 04-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,890.7 |
3,866.3 |
3,765.2 |
|
R3 |
3,837.7 |
3,813.3 |
3,750.6 |
|
R2 |
3,784.7 |
3,784.7 |
3,745.7 |
|
R1 |
3,760.3 |
3,760.3 |
3,740.9 |
3,746.0 |
PP |
3,731.7 |
3,731.7 |
3,731.7 |
3,724.5 |
S1 |
3,707.3 |
3,707.3 |
3,731.1 |
3,693.0 |
S2 |
3,678.7 |
3,678.7 |
3,726.3 |
|
S3 |
3,625.7 |
3,654.3 |
3,721.4 |
|
S4 |
3,572.7 |
3,601.3 |
3,706.9 |
|
|
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 |
3,703.0 |
119.0 |
3.2% |
52.0 |
1.4% |
28% |
False |
True |
10,642 |
10 |
3,823.0 |
3,703.0 |
120.0 |
3.2% |
48.3 |
1.3% |
28% |
False |
True |
6,561 |
20 |
3,905.0 |
3,703.0 |
202.0 |
5.4% |
47.9 |
1.3% |
16% |
False |
True |
4,977 |
40 |
3,905.0 |
3,603.0 |
302.0 |
8.1% |
53.1 |
1.4% |
44% |
False |
False |
3,045 |
60 |
3,905.0 |
3,359.0 |
546.0 |
14.6% |
63.8 |
1.7% |
69% |
False |
False |
6,689 |
80 |
3,905.0 |
3,359.0 |
546.0 |
14.6% |
65.1 |
1.7% |
69% |
False |
False |
5,281 |
100 |
4,245.0 |
3,359.0 |
886.0 |
23.7% |
70.9 |
1.9% |
43% |
False |
False |
4,389 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,981.3 |
2.618 |
3,894.8 |
1.618 |
3,841.8 |
1.000 |
3,809.0 |
0.618 |
3,788.8 |
HIGH |
3,756.0 |
0.618 |
3,735.8 |
0.500 |
3,729.5 |
0.382 |
3,723.2 |
LOW |
3,703.0 |
0.618 |
3,670.2 |
1.000 |
3,650.0 |
1.618 |
3,617.2 |
2.618 |
3,564.2 |
4.250 |
3,477.8 |
|
|
Fisher Pivots for day following 04-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
3,733.8 |
3,757.5 |
PP |
3,731.7 |
3,750.3 |
S1 |
3,729.5 |
3,743.2 |
|