Trading Metrics calculated at close of trading on 12-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2008 |
12-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
3,615.0 |
3,540.0 |
-75.0 |
-2.1% |
3,812.0 |
High |
3,635.0 |
3,585.0 |
-50.0 |
-1.4% |
3,812.0 |
Low |
3,523.0 |
3,537.0 |
14.0 |
0.4% |
3,589.0 |
Close |
3,544.0 |
3,572.0 |
28.0 |
0.8% |
3,634.0 |
Range |
112.0 |
48.0 |
-64.0 |
-57.1% |
223.0 |
ATR |
66.3 |
65.0 |
-1.3 |
-2.0% |
0.0 |
Volume |
85,886 |
99,535 |
13,649 |
15.9% |
58,569 |
|
Daily Pivots for day following 12-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,708.7 |
3,688.3 |
3,598.4 |
|
R3 |
3,660.7 |
3,640.3 |
3,585.2 |
|
R2 |
3,612.7 |
3,612.7 |
3,580.8 |
|
R1 |
3,592.3 |
3,592.3 |
3,576.4 |
3,602.5 |
PP |
3,564.7 |
3,564.7 |
3,564.7 |
3,569.8 |
S1 |
3,544.3 |
3,544.3 |
3,567.6 |
3,554.5 |
S2 |
3,516.7 |
3,516.7 |
3,563.2 |
|
S3 |
3,468.7 |
3,496.3 |
3,558.8 |
|
S4 |
3,420.7 |
3,448.3 |
3,545.6 |
|
|
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 |
6.4% |
83.6 |
2.3% |
21% |
False |
False |
48,724 |
10 |
3,822.0 |
3,523.0 |
299.0 |
8.4% |
67.6 |
1.9% |
16% |
False |
False |
29,873 |
20 |
3,905.0 |
3,523.0 |
382.0 |
10.7% |
58.3 |
1.6% |
13% |
False |
False |
17,120 |
40 |
3,905.0 |
3,523.0 |
382.0 |
10.7% |
54.5 |
1.5% |
13% |
False |
False |
9,208 |
60 |
3,905.0 |
3,415.0 |
490.0 |
13.7% |
61.3 |
1.7% |
32% |
False |
False |
8,559 |
80 |
3,905.0 |
3,359.0 |
546.0 |
15.3% |
64.8 |
1.8% |
39% |
False |
False |
8,398 |
100 |
3,905.0 |
3,359.0 |
546.0 |
15.3% |
68.9 |
1.9% |
39% |
False |
False |
6,914 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,789.0 |
2.618 |
3,710.7 |
1.618 |
3,662.7 |
1.000 |
3,633.0 |
0.618 |
3,614.7 |
HIGH |
3,585.0 |
0.618 |
3,566.7 |
0.500 |
3,561.0 |
0.382 |
3,555.3 |
LOW |
3,537.0 |
0.618 |
3,507.3 |
1.000 |
3,489.0 |
1.618 |
3,459.3 |
2.618 |
3,411.3 |
4.250 |
3,333.0 |
|
|
Fisher Pivots for day following 12-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
3,568.3 |
3,579.0 |
PP |
3,564.7 |
3,576.7 |
S1 |
3,561.0 |
3,574.3 |
|