Trading Metrics calculated at close of trading on 18-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2008 |
18-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
3,559.0 |
3,585.0 |
26.0 |
0.7% |
3,606.0 |
High |
3,613.0 |
3,585.0 |
-28.0 |
-0.8% |
3,645.0 |
Low |
3,559.0 |
3,519.0 |
-40.0 |
-1.1% |
3,523.0 |
Close |
3,585.0 |
3,531.0 |
-54.0 |
-1.5% |
3,594.0 |
Range |
54.0 |
66.0 |
12.0 |
22.2% |
122.0 |
ATR |
65.1 |
65.2 |
0.1 |
0.1% |
0.0 |
Volume |
1,387,847 |
1,348,349 |
-39,498 |
-2.8% |
446,568 |
|
Daily Pivots for day following 18-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,743.0 |
3,703.0 |
3,567.3 |
|
R3 |
3,677.0 |
3,637.0 |
3,549.2 |
|
R2 |
3,611.0 |
3,611.0 |
3,543.1 |
|
R1 |
3,571.0 |
3,571.0 |
3,537.1 |
3,558.0 |
PP |
3,545.0 |
3,545.0 |
3,545.0 |
3,538.5 |
S1 |
3,505.0 |
3,505.0 |
3,525.0 |
3,492.0 |
S2 |
3,479.0 |
3,479.0 |
3,518.9 |
|
S3 |
3,413.0 |
3,439.0 |
3,512.9 |
|
S4 |
3,347.0 |
3,373.0 |
3,494.7 |
|
|
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 |
3,613.0 |
3,519.0 |
94.0 |
2.7% |
62.2 |
1.8% |
13% |
False |
True |
722,037 |
10 |
3,753.0 |
3,519.0 |
234.0 |
6.6% |
73.0 |
2.1% |
5% |
False |
True |
376,652 |
20 |
3,823.0 |
3,519.0 |
304.0 |
8.6% |
60.7 |
1.7% |
4% |
False |
True |
191,606 |
40 |
3,905.0 |
3,519.0 |
386.0 |
10.9% |
54.8 |
1.6% |
3% |
False |
True |
96,883 |
60 |
3,905.0 |
3,519.0 |
386.0 |
10.9% |
58.5 |
1.7% |
3% |
False |
True |
64,909 |
80 |
3,905.0 |
3,359.0 |
546.0 |
15.5% |
64.9 |
1.8% |
32% |
False |
False |
52,193 |
100 |
3,905.0 |
3,359.0 |
546.0 |
15.5% |
65.6 |
1.9% |
32% |
False |
False |
42,007 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,865.5 |
2.618 |
3,757.8 |
1.618 |
3,691.8 |
1.000 |
3,651.0 |
0.618 |
3,625.8 |
HIGH |
3,585.0 |
0.618 |
3,559.8 |
0.500 |
3,552.0 |
0.382 |
3,544.2 |
LOW |
3,519.0 |
0.618 |
3,478.2 |
1.000 |
3,453.0 |
1.618 |
3,412.2 |
2.618 |
3,346.2 |
4.250 |
3,238.5 |
|
|
Fisher Pivots for day following 18-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
3,552.0 |
3,566.0 |
PP |
3,545.0 |
3,554.3 |
S1 |
3,538.0 |
3,542.7 |
|