Trading Metrics calculated at close of trading on 19-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2008 |
19-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
3,585.0 |
3,525.0 |
-60.0 |
-1.7% |
3,606.0 |
High |
3,585.0 |
3,544.0 |
-41.0 |
-1.1% |
3,645.0 |
Low |
3,519.0 |
3,505.0 |
-14.0 |
-0.4% |
3,523.0 |
Close |
3,531.0 |
3,518.0 |
-13.0 |
-0.4% |
3,594.0 |
Range |
66.0 |
39.0 |
-27.0 |
-40.9% |
122.0 |
ATR |
65.2 |
63.3 |
-1.9 |
-2.9% |
0.0 |
Volume |
1,348,349 |
1,246,900 |
-101,449 |
-7.5% |
446,568 |
|
Daily Pivots for day following 19-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,639.3 |
3,617.7 |
3,539.5 |
|
R3 |
3,600.3 |
3,578.7 |
3,528.7 |
|
R2 |
3,561.3 |
3,561.3 |
3,525.2 |
|
R1 |
3,539.7 |
3,539.7 |
3,521.6 |
3,531.0 |
PP |
3,522.3 |
3,522.3 |
3,522.3 |
3,518.0 |
S1 |
3,500.7 |
3,500.7 |
3,514.4 |
3,492.0 |
S2 |
3,483.3 |
3,483.3 |
3,510.9 |
|
S3 |
3,444.3 |
3,461.7 |
3,507.3 |
|
S4 |
3,405.3 |
3,422.7 |
3,496.6 |
|
|
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 |
3,613.0 |
3,505.0 |
108.0 |
3.1% |
60.4 |
1.7% |
12% |
False |
True |
951,510 |
10 |
3,753.0 |
3,505.0 |
248.0 |
7.0% |
72.0 |
2.0% |
5% |
False |
True |
500,117 |
20 |
3,822.0 |
3,505.0 |
317.0 |
9.0% |
60.2 |
1.7% |
4% |
False |
True |
253,812 |
40 |
3,905.0 |
3,505.0 |
400.0 |
11.4% |
53.9 |
1.5% |
3% |
False |
True |
128,042 |
60 |
3,905.0 |
3,505.0 |
400.0 |
11.4% |
58.6 |
1.7% |
3% |
False |
True |
85,685 |
80 |
3,905.0 |
3,359.0 |
546.0 |
15.5% |
65.0 |
1.8% |
29% |
False |
False |
67,779 |
100 |
3,905.0 |
3,359.0 |
546.0 |
15.5% |
65.0 |
1.8% |
29% |
False |
False |
54,467 |
120 |
4,423.0 |
3,359.0 |
1,064.0 |
30.2% |
68.5 |
1.9% |
15% |
False |
False |
45,457 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,709.8 |
2.618 |
3,646.1 |
1.618 |
3,607.1 |
1.000 |
3,583.0 |
0.618 |
3,568.1 |
HIGH |
3,544.0 |
0.618 |
3,529.1 |
0.500 |
3,524.5 |
0.382 |
3,519.9 |
LOW |
3,505.0 |
0.618 |
3,480.9 |
1.000 |
3,466.0 |
1.618 |
3,441.9 |
2.618 |
3,402.9 |
4.250 |
3,339.3 |
|
|
Fisher Pivots for day following 19-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
3,524.5 |
3,559.0 |
PP |
3,522.3 |
3,545.3 |
S1 |
3,520.2 |
3,531.7 |
|