Trading Metrics calculated at close of trading on 13-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2008 |
13-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
3,540.0 |
3,554.0 |
14.0 |
0.4% |
3,606.0 |
High |
3,585.0 |
3,599.0 |
14.0 |
0.4% |
3,645.0 |
Low |
3,537.0 |
3,531.0 |
-6.0 |
-0.2% |
3,523.0 |
Close |
3,572.0 |
3,594.0 |
22.0 |
0.6% |
3,594.0 |
Range |
48.0 |
68.0 |
20.0 |
41.7% |
122.0 |
ATR |
65.0 |
65.2 |
0.2 |
0.3% |
0.0 |
Volume |
99,535 |
212,667 |
113,132 |
113.7% |
446,568 |
|
Daily Pivots for day following 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,778.7 |
3,754.3 |
3,631.4 |
|
R3 |
3,710.7 |
3,686.3 |
3,612.7 |
|
R2 |
3,642.7 |
3,642.7 |
3,606.5 |
|
R1 |
3,618.3 |
3,618.3 |
3,600.2 |
3,630.5 |
PP |
3,574.7 |
3,574.7 |
3,574.7 |
3,580.8 |
S1 |
3,550.3 |
3,550.3 |
3,587.8 |
3,562.5 |
S2 |
3,506.7 |
3,506.7 |
3,581.5 |
|
S3 |
3,438.7 |
3,482.3 |
3,575.3 |
|
S4 |
3,370.7 |
3,414.3 |
3,556.6 |
|
|
Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,953.3 |
3,895.7 |
3,661.1 |
|
R3 |
3,831.3 |
3,773.7 |
3,627.6 |
|
R2 |
3,709.3 |
3,709.3 |
3,616.4 |
|
R1 |
3,651.7 |
3,651.7 |
3,605.2 |
3,619.5 |
PP |
3,587.3 |
3,587.3 |
3,587.3 |
3,571.3 |
S1 |
3,529.7 |
3,529.7 |
3,582.8 |
3,497.5 |
S2 |
3,465.3 |
3,465.3 |
3,571.6 |
|
S3 |
3,343.3 |
3,407.7 |
3,560.5 |
|
S4 |
3,221.3 |
3,285.7 |
3,526.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,645.0 |
3,523.0 |
122.0 |
3.4% |
64.4 |
1.8% |
58% |
False |
False |
89,313 |
10 |
3,812.0 |
3,523.0 |
289.0 |
8.0% |
71.9 |
2.0% |
25% |
False |
False |
50,513 |
20 |
3,905.0 |
3,523.0 |
382.0 |
10.6% |
59.6 |
1.7% |
19% |
False |
False |
27,712 |
40 |
3,905.0 |
3,523.0 |
382.0 |
10.6% |
54.7 |
1.5% |
19% |
False |
False |
14,500 |
60 |
3,905.0 |
3,415.0 |
490.0 |
13.6% |
60.1 |
1.7% |
37% |
False |
False |
11,066 |
80 |
3,905.0 |
3,359.0 |
546.0 |
15.2% |
64.4 |
1.8% |
43% |
False |
False |
11,046 |
100 |
3,905.0 |
3,359.0 |
546.0 |
15.2% |
67.7 |
1.9% |
43% |
False |
False |
9,039 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,888.0 |
2.618 |
3,777.0 |
1.618 |
3,709.0 |
1.000 |
3,667.0 |
0.618 |
3,641.0 |
HIGH |
3,599.0 |
0.618 |
3,573.0 |
0.500 |
3,565.0 |
0.382 |
3,557.0 |
LOW |
3,531.0 |
0.618 |
3,489.0 |
1.000 |
3,463.0 |
1.618 |
3,421.0 |
2.618 |
3,353.0 |
4.250 |
3,242.0 |
|
|
Fisher Pivots for day following 13-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
3,584.3 |
3,589.0 |
PP |
3,574.7 |
3,584.0 |
S1 |
3,565.0 |
3,579.0 |
|