Trading Metrics calculated at close of trading on 06-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2008 |
06-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
3,728.0 |
3,736.0 |
8.0 |
0.2% |
3,812.0 |
High |
3,748.0 |
3,753.0 |
5.0 |
0.1% |
3,812.0 |
Low |
3,699.0 |
3,589.0 |
-110.0 |
-3.0% |
3,589.0 |
Close |
3,720.0 |
3,634.0 |
-86.0 |
-2.3% |
3,634.0 |
Range |
49.0 |
164.0 |
115.0 |
234.7% |
223.0 |
ATR |
57.2 |
64.8 |
7.6 |
13.3% |
0.0 |
Volume |
12,251 |
9,721 |
-2,530 |
-20.7% |
58,569 |
|
Daily Pivots for day following 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,150.7 |
4,056.3 |
3,724.2 |
|
R3 |
3,986.7 |
3,892.3 |
3,679.1 |
|
R2 |
3,822.7 |
3,822.7 |
3,664.1 |
|
R1 |
3,728.3 |
3,728.3 |
3,649.0 |
3,693.5 |
PP |
3,658.7 |
3,658.7 |
3,658.7 |
3,641.3 |
S1 |
3,564.3 |
3,564.3 |
3,619.0 |
3,529.5 |
S2 |
3,494.7 |
3,494.7 |
3,603.9 |
|
S3 |
3,330.7 |
3,400.3 |
3,588.9 |
|
S4 |
3,166.7 |
3,236.3 |
3,543.8 |
|
|
Weekly Pivots for week ending 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,347.3 |
4,213.7 |
3,756.7 |
|
R3 |
4,124.3 |
3,990.7 |
3,695.3 |
|
R2 |
3,901.3 |
3,901.3 |
3,674.9 |
|
R1 |
3,767.7 |
3,767.7 |
3,654.4 |
3,723.0 |
PP |
3,678.3 |
3,678.3 |
3,678.3 |
3,656.0 |
S1 |
3,544.7 |
3,544.7 |
3,613.6 |
3,500.0 |
S2 |
3,455.3 |
3,455.3 |
3,593.1 |
|
S3 |
3,232.3 |
3,321.7 |
3,572.7 |
|
S4 |
3,009.3 |
3,098.7 |
3,511.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,812.0 |
3,589.0 |
223.0 |
6.1% |
79.4 |
2.2% |
20% |
False |
True |
11,713 |
10 |
3,822.0 |
3,589.0 |
233.0 |
6.4% |
58.6 |
1.6% |
19% |
False |
True |
8,122 |
20 |
3,905.0 |
3,589.0 |
316.0 |
8.7% |
55.1 |
1.5% |
14% |
False |
True |
5,798 |
40 |
3,905.0 |
3,589.0 |
316.0 |
8.7% |
55.5 |
1.5% |
14% |
False |
True |
3,540 |
60 |
3,905.0 |
3,359.0 |
546.0 |
15.0% |
64.1 |
1.8% |
50% |
False |
False |
6,685 |
80 |
3,905.0 |
3,359.0 |
546.0 |
15.0% |
65.2 |
1.8% |
50% |
False |
False |
5,508 |
100 |
4,117.0 |
3,359.0 |
758.0 |
20.9% |
71.6 |
2.0% |
36% |
False |
False |
4,607 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,450.0 |
2.618 |
4,182.4 |
1.618 |
4,018.4 |
1.000 |
3,917.0 |
0.618 |
3,854.4 |
HIGH |
3,753.0 |
0.618 |
3,690.4 |
0.500 |
3,671.0 |
0.382 |
3,651.6 |
LOW |
3,589.0 |
0.618 |
3,487.6 |
1.000 |
3,425.0 |
1.618 |
3,323.6 |
2.618 |
3,159.6 |
4.250 |
2,892.0 |
|
|
Fisher Pivots for day following 06-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
3,671.0 |
3,672.5 |
PP |
3,658.7 |
3,659.7 |
S1 |
3,646.3 |
3,646.8 |
|