Trading Metrics calculated at close of trading on 09-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2008 |
09-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
3,736.0 |
3,606.0 |
-130.0 |
-3.5% |
3,812.0 |
High |
3,753.0 |
3,645.0 |
-108.0 |
-2.9% |
3,812.0 |
Low |
3,589.0 |
3,602.0 |
13.0 |
0.4% |
3,589.0 |
Close |
3,634.0 |
3,631.0 |
-3.0 |
-0.1% |
3,634.0 |
Range |
164.0 |
43.0 |
-121.0 |
-73.8% |
223.0 |
ATR |
64.8 |
63.3 |
-1.6 |
-2.4% |
0.0 |
Volume |
9,721 |
12,750 |
3,029 |
31.2% |
58,569 |
|
Daily Pivots for day following 09-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,755.0 |
3,736.0 |
3,654.7 |
|
R3 |
3,712.0 |
3,693.0 |
3,642.8 |
|
R2 |
3,669.0 |
3,669.0 |
3,638.9 |
|
R1 |
3,650.0 |
3,650.0 |
3,634.9 |
3,659.5 |
PP |
3,626.0 |
3,626.0 |
3,626.0 |
3,630.8 |
S1 |
3,607.0 |
3,607.0 |
3,627.1 |
3,616.5 |
S2 |
3,583.0 |
3,583.0 |
3,623.1 |
|
S3 |
3,540.0 |
3,564.0 |
3,619.2 |
|
S4 |
3,497.0 |
3,521.0 |
3,607.4 |
|
|
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 |
3,776.0 |
3,589.0 |
187.0 |
5.2% |
71.4 |
2.0% |
22% |
False |
False |
12,643 |
10 |
3,822.0 |
3,589.0 |
233.0 |
6.4% |
61.1 |
1.7% |
18% |
False |
False |
9,288 |
20 |
3,905.0 |
3,589.0 |
316.0 |
8.7% |
55.4 |
1.5% |
13% |
False |
False |
6,421 |
40 |
3,905.0 |
3,589.0 |
316.0 |
8.7% |
53.3 |
1.5% |
13% |
False |
False |
3,836 |
60 |
3,905.0 |
3,359.0 |
546.0 |
15.0% |
63.6 |
1.8% |
50% |
False |
False |
6,796 |
80 |
3,905.0 |
3,359.0 |
546.0 |
15.0% |
64.9 |
1.8% |
50% |
False |
False |
5,646 |
100 |
4,117.0 |
3,359.0 |
758.0 |
20.9% |
71.8 |
2.0% |
36% |
False |
False |
4,727 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,827.8 |
2.618 |
3,757.6 |
1.618 |
3,714.6 |
1.000 |
3,688.0 |
0.618 |
3,671.6 |
HIGH |
3,645.0 |
0.618 |
3,628.6 |
0.500 |
3,623.5 |
0.382 |
3,618.4 |
LOW |
3,602.0 |
0.618 |
3,575.4 |
1.000 |
3,559.0 |
1.618 |
3,532.4 |
2.618 |
3,489.4 |
4.250 |
3,419.3 |
|
|
Fisher Pivots for day following 09-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
3,628.5 |
3,671.0 |
PP |
3,626.0 |
3,657.7 |
S1 |
3,623.5 |
3,644.3 |
|