Trading Metrics calculated at close of trading on 05-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2008 |
05-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
3,753.0 |
3,728.0 |
-25.0 |
-0.7% |
3,753.0 |
High |
3,756.0 |
3,748.0 |
-8.0 |
-0.2% |
3,822.0 |
Low |
3,703.0 |
3,699.0 |
-4.0 |
-0.1% |
3,722.0 |
Close |
3,736.0 |
3,720.0 |
-16.0 |
-0.4% |
3,805.0 |
Range |
53.0 |
49.0 |
-4.0 |
-7.5% |
100.0 |
ATR |
57.8 |
57.2 |
-0.6 |
-1.1% |
0.0 |
Volume |
22,518 |
12,251 |
-10,267 |
-45.6% |
22,660 |
|
Daily Pivots for day following 05-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,869.3 |
3,843.7 |
3,747.0 |
|
R3 |
3,820.3 |
3,794.7 |
3,733.5 |
|
R2 |
3,771.3 |
3,771.3 |
3,729.0 |
|
R1 |
3,745.7 |
3,745.7 |
3,724.5 |
3,734.0 |
PP |
3,722.3 |
3,722.3 |
3,722.3 |
3,716.5 |
S1 |
3,696.7 |
3,696.7 |
3,715.5 |
3,685.0 |
S2 |
3,673.3 |
3,673.3 |
3,711.0 |
|
S3 |
3,624.3 |
3,647.7 |
3,706.5 |
|
S4 |
3,575.3 |
3,598.7 |
3,693.1 |
|
|
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 |
3,699.0 |
123.0 |
3.3% |
51.6 |
1.4% |
17% |
False |
True |
11,021 |
10 |
3,822.0 |
3,699.0 |
123.0 |
3.3% |
48.4 |
1.3% |
17% |
False |
True |
7,507 |
20 |
3,905.0 |
3,699.0 |
206.0 |
5.5% |
48.7 |
1.3% |
10% |
False |
True |
5,458 |
40 |
3,905.0 |
3,603.0 |
302.0 |
8.1% |
52.9 |
1.4% |
39% |
False |
False |
3,330 |
60 |
3,905.0 |
3,359.0 |
546.0 |
14.7% |
63.5 |
1.7% |
66% |
False |
False |
6,787 |
80 |
3,905.0 |
3,359.0 |
546.0 |
14.7% |
64.8 |
1.7% |
66% |
False |
False |
5,425 |
100 |
4,212.0 |
3,359.0 |
853.0 |
22.9% |
70.9 |
1.9% |
42% |
False |
False |
4,511 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,956.3 |
2.618 |
3,876.3 |
1.618 |
3,827.3 |
1.000 |
3,797.0 |
0.618 |
3,778.3 |
HIGH |
3,748.0 |
0.618 |
3,729.3 |
0.500 |
3,723.5 |
0.382 |
3,717.7 |
LOW |
3,699.0 |
0.618 |
3,668.7 |
1.000 |
3,650.0 |
1.618 |
3,619.7 |
2.618 |
3,570.7 |
4.250 |
3,490.8 |
|
|
Fisher Pivots for day following 05-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
3,723.5 |
3,737.5 |
PP |
3,722.3 |
3,731.7 |
S1 |
3,721.2 |
3,725.8 |
|