Trading Metrics calculated at close of trading on 10-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2008 |
10-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
3,606.0 |
3,597.0 |
-9.0 |
-0.2% |
3,812.0 |
High |
3,645.0 |
3,626.0 |
-19.0 |
-0.5% |
3,812.0 |
Low |
3,602.0 |
3,575.0 |
-27.0 |
-0.7% |
3,589.0 |
Close |
3,631.0 |
3,609.0 |
-22.0 |
-0.6% |
3,634.0 |
Range |
43.0 |
51.0 |
8.0 |
18.6% |
223.0 |
ATR |
63.3 |
62.8 |
-0.5 |
-0.8% |
0.0 |
Volume |
12,750 |
35,730 |
22,980 |
180.2% |
58,569 |
|
Daily Pivots for day following 10-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,756.3 |
3,733.7 |
3,637.1 |
|
R3 |
3,705.3 |
3,682.7 |
3,623.0 |
|
R2 |
3,654.3 |
3,654.3 |
3,618.4 |
|
R1 |
3,631.7 |
3,631.7 |
3,613.7 |
3,643.0 |
PP |
3,603.3 |
3,603.3 |
3,603.3 |
3,609.0 |
S1 |
3,580.7 |
3,580.7 |
3,604.3 |
3,592.0 |
S2 |
3,552.3 |
3,552.3 |
3,599.7 |
|
S3 |
3,501.3 |
3,529.7 |
3,595.0 |
|
S4 |
3,450.3 |
3,478.7 |
3,581.0 |
|
|
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 |
3,756.0 |
3,575.0 |
181.0 |
5.0% |
72.0 |
2.0% |
19% |
False |
True |
18,594 |
10 |
3,822.0 |
3,575.0 |
247.0 |
6.8% |
61.8 |
1.7% |
14% |
False |
True |
12,595 |
20 |
3,905.0 |
3,575.0 |
330.0 |
9.1% |
55.8 |
1.5% |
10% |
False |
True |
8,173 |
40 |
3,905.0 |
3,575.0 |
330.0 |
9.1% |
53.7 |
1.5% |
10% |
False |
True |
4,723 |
60 |
3,905.0 |
3,359.0 |
546.0 |
15.1% |
62.7 |
1.7% |
46% |
False |
False |
7,036 |
80 |
3,905.0 |
3,359.0 |
546.0 |
15.1% |
64.7 |
1.8% |
46% |
False |
False |
6,090 |
100 |
4,073.0 |
3,359.0 |
714.0 |
19.8% |
71.0 |
2.0% |
35% |
False |
False |
5,067 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,842.8 |
2.618 |
3,759.5 |
1.618 |
3,708.5 |
1.000 |
3,677.0 |
0.618 |
3,657.5 |
HIGH |
3,626.0 |
0.618 |
3,606.5 |
0.500 |
3,600.5 |
0.382 |
3,594.5 |
LOW |
3,575.0 |
0.618 |
3,543.5 |
1.000 |
3,524.0 |
1.618 |
3,492.5 |
2.618 |
3,441.5 |
4.250 |
3,358.3 |
|
|
Fisher Pivots for day following 10-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
3,606.2 |
3,664.0 |
PP |
3,603.3 |
3,645.7 |
S1 |
3,600.5 |
3,627.3 |
|