Trading Metrics calculated at close of trading on 11-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2008 |
11-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
3,597.0 |
3,615.0 |
18.0 |
0.5% |
3,812.0 |
High |
3,626.0 |
3,635.0 |
9.0 |
0.2% |
3,812.0 |
Low |
3,575.0 |
3,523.0 |
-52.0 |
-1.5% |
3,589.0 |
Close |
3,609.0 |
3,544.0 |
-65.0 |
-1.8% |
3,634.0 |
Range |
51.0 |
112.0 |
61.0 |
119.6% |
223.0 |
ATR |
62.8 |
66.3 |
3.5 |
5.6% |
0.0 |
Volume |
35,730 |
85,886 |
50,156 |
140.4% |
58,569 |
|
Daily Pivots for day following 11-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,903.3 |
3,835.7 |
3,605.6 |
|
R3 |
3,791.3 |
3,723.7 |
3,574.8 |
|
R2 |
3,679.3 |
3,679.3 |
3,564.5 |
|
R1 |
3,611.7 |
3,611.7 |
3,554.3 |
3,589.5 |
PP |
3,567.3 |
3,567.3 |
3,567.3 |
3,556.3 |
S1 |
3,499.7 |
3,499.7 |
3,533.7 |
3,477.5 |
S2 |
3,455.3 |
3,455.3 |
3,523.5 |
|
S3 |
3,343.3 |
3,387.7 |
3,513.2 |
|
S4 |
3,231.3 |
3,275.7 |
3,482.4 |
|
|
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 |
3,753.0 |
3,523.0 |
230.0 |
6.5% |
83.8 |
2.4% |
9% |
False |
True |
31,267 |
10 |
3,822.0 |
3,523.0 |
299.0 |
8.4% |
67.9 |
1.9% |
7% |
False |
True |
20,955 |
20 |
3,905.0 |
3,523.0 |
382.0 |
10.8% |
58.7 |
1.7% |
5% |
False |
True |
12,272 |
40 |
3,905.0 |
3,523.0 |
382.0 |
10.8% |
55.1 |
1.6% |
5% |
False |
True |
6,809 |
60 |
3,905.0 |
3,359.0 |
546.0 |
15.4% |
61.8 |
1.7% |
34% |
False |
False |
7,971 |
80 |
3,905.0 |
3,359.0 |
546.0 |
15.4% |
64.8 |
1.8% |
34% |
False |
False |
7,160 |
100 |
3,905.0 |
3,359.0 |
546.0 |
15.4% |
70.9 |
2.0% |
34% |
False |
False |
5,924 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,111.0 |
2.618 |
3,928.2 |
1.618 |
3,816.2 |
1.000 |
3,747.0 |
0.618 |
3,704.2 |
HIGH |
3,635.0 |
0.618 |
3,592.2 |
0.500 |
3,579.0 |
0.382 |
3,565.8 |
LOW |
3,523.0 |
0.618 |
3,453.8 |
1.000 |
3,411.0 |
1.618 |
3,341.8 |
2.618 |
3,229.8 |
4.250 |
3,047.0 |
|
|
Fisher Pivots for day following 11-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
3,579.0 |
3,584.0 |
PP |
3,567.3 |
3,570.7 |
S1 |
3,555.7 |
3,557.3 |
|