Trading Metrics calculated at close of trading on 17-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2008 |
17-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
3,604.0 |
3,559.0 |
-45.0 |
-1.2% |
3,606.0 |
High |
3,605.0 |
3,613.0 |
8.0 |
0.2% |
3,645.0 |
Low |
3,530.0 |
3,559.0 |
29.0 |
0.8% |
3,523.0 |
Close |
3,558.0 |
3,585.0 |
27.0 |
0.8% |
3,594.0 |
Range |
75.0 |
54.0 |
-21.0 |
-28.0% |
122.0 |
ATR |
65.9 |
65.1 |
-0.8 |
-1.2% |
0.0 |
Volume |
561,788 |
1,387,847 |
826,059 |
147.0% |
446,568 |
|
Daily Pivots for day following 17-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,747.7 |
3,720.3 |
3,614.7 |
|
R3 |
3,693.7 |
3,666.3 |
3,599.9 |
|
R2 |
3,639.7 |
3,639.7 |
3,594.9 |
|
R1 |
3,612.3 |
3,612.3 |
3,590.0 |
3,626.0 |
PP |
3,585.7 |
3,585.7 |
3,585.7 |
3,592.5 |
S1 |
3,558.3 |
3,558.3 |
3,580.1 |
3,572.0 |
S2 |
3,531.7 |
3,531.7 |
3,575.1 |
|
S3 |
3,477.7 |
3,504.3 |
3,570.2 |
|
S4 |
3,423.7 |
3,450.3 |
3,555.3 |
|
|
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% |
71.4 |
2.0% |
55% |
False |
False |
469,544 |
10 |
3,756.0 |
3,523.0 |
233.0 |
6.5% |
71.7 |
2.0% |
27% |
False |
False |
244,069 |
20 |
3,854.0 |
3,523.0 |
331.0 |
9.2% |
61.8 |
1.7% |
19% |
False |
False |
124,279 |
40 |
3,905.0 |
3,523.0 |
382.0 |
10.7% |
54.7 |
1.5% |
16% |
False |
False |
63,221 |
60 |
3,905.0 |
3,522.0 |
383.0 |
10.7% |
58.6 |
1.6% |
16% |
False |
False |
42,468 |
80 |
3,905.0 |
3,359.0 |
546.0 |
15.2% |
65.0 |
1.8% |
41% |
False |
False |
35,354 |
100 |
3,905.0 |
3,359.0 |
546.0 |
15.2% |
66.1 |
1.8% |
41% |
False |
False |
28,531 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,842.5 |
2.618 |
3,754.4 |
1.618 |
3,700.4 |
1.000 |
3,667.0 |
0.618 |
3,646.4 |
HIGH |
3,613.0 |
0.618 |
3,592.4 |
0.500 |
3,586.0 |
0.382 |
3,579.6 |
LOW |
3,559.0 |
0.618 |
3,525.6 |
1.000 |
3,505.0 |
1.618 |
3,471.6 |
2.618 |
3,417.6 |
4.250 |
3,329.5 |
|
|
Fisher Pivots for day following 17-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
3,586.0 |
3,580.5 |
PP |
3,585.7 |
3,576.0 |
S1 |
3,585.3 |
3,571.5 |
|