Trading Metrics calculated at close of trading on 16-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2008 |
16-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
3,554.0 |
3,604.0 |
50.0 |
1.4% |
3,606.0 |
High |
3,599.0 |
3,605.0 |
6.0 |
0.2% |
3,645.0 |
Low |
3,531.0 |
3,530.0 |
-1.0 |
0.0% |
3,523.0 |
Close |
3,594.0 |
3,558.0 |
-36.0 |
-1.0% |
3,594.0 |
Range |
68.0 |
75.0 |
7.0 |
10.3% |
122.0 |
ATR |
65.2 |
65.9 |
0.7 |
1.1% |
0.0 |
Volume |
212,667 |
561,788 |
349,121 |
164.2% |
446,568 |
|
Daily Pivots for day following 16-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,789.3 |
3,748.7 |
3,599.3 |
|
R3 |
3,714.3 |
3,673.7 |
3,578.6 |
|
R2 |
3,639.3 |
3,639.3 |
3,571.8 |
|
R1 |
3,598.7 |
3,598.7 |
3,564.9 |
3,581.5 |
PP |
3,564.3 |
3,564.3 |
3,564.3 |
3,555.8 |
S1 |
3,523.7 |
3,523.7 |
3,551.1 |
3,506.5 |
S2 |
3,489.3 |
3,489.3 |
3,544.3 |
|
S3 |
3,414.3 |
3,448.7 |
3,537.4 |
|
S4 |
3,339.3 |
3,373.7 |
3,516.8 |
|
|
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 |
3,635.0 |
3,523.0 |
112.0 |
3.1% |
70.8 |
2.0% |
31% |
False |
False |
199,121 |
10 |
3,776.0 |
3,523.0 |
253.0 |
7.1% |
71.1 |
2.0% |
14% |
False |
False |
105,882 |
20 |
3,870.0 |
3,523.0 |
347.0 |
9.8% |
61.1 |
1.7% |
10% |
False |
False |
54,917 |
40 |
3,905.0 |
3,523.0 |
382.0 |
10.7% |
54.7 |
1.5% |
9% |
False |
False |
28,528 |
60 |
3,905.0 |
3,417.0 |
488.0 |
13.7% |
59.0 |
1.7% |
29% |
False |
False |
19,435 |
80 |
3,905.0 |
3,359.0 |
546.0 |
15.3% |
64.8 |
1.8% |
36% |
False |
False |
18,024 |
100 |
3,905.0 |
3,359.0 |
546.0 |
15.3% |
66.4 |
1.9% |
36% |
False |
False |
14,655 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,923.8 |
2.618 |
3,801.4 |
1.618 |
3,726.4 |
1.000 |
3,680.0 |
0.618 |
3,651.4 |
HIGH |
3,605.0 |
0.618 |
3,576.4 |
0.500 |
3,567.5 |
0.382 |
3,558.7 |
LOW |
3,530.0 |
0.618 |
3,483.7 |
1.000 |
3,455.0 |
1.618 |
3,408.7 |
2.618 |
3,333.7 |
4.250 |
3,211.3 |
|
|
Fisher Pivots for day following 16-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
3,567.5 |
3,567.5 |
PP |
3,564.3 |
3,564.3 |
S1 |
3,561.2 |
3,561.2 |
|