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 |
3,610.0 |
3,551.0 |
-59.0 |
-1.6% |
3,636.0 |
High |
3,610.0 |
3,571.0 |
-39.0 |
-1.1% |
3,676.0 |
Low |
3,550.0 |
3,534.0 |
-16.0 |
-0.5% |
3,553.0 |
Close |
3,560.0 |
3,546.0 |
-14.0 |
-0.4% |
3,621.0 |
Range |
60.0 |
37.0 |
-23.0 |
-38.3% |
123.0 |
ATR |
60.4 |
58.7 |
-1.7 |
-2.8% |
0.0 |
Volume |
27,636 |
37,692 |
10,056 |
36.4% |
46,090 |
|
Daily Pivots for day following 19-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,661.3 |
3,640.7 |
3,566.4 |
|
R3 |
3,624.3 |
3,603.7 |
3,556.2 |
|
R2 |
3,587.3 |
3,587.3 |
3,552.8 |
|
R1 |
3,566.7 |
3,566.7 |
3,549.4 |
3,558.5 |
PP |
3,550.3 |
3,550.3 |
3,550.3 |
3,546.3 |
S1 |
3,529.7 |
3,529.7 |
3,542.6 |
3,521.5 |
S2 |
3,513.3 |
3,513.3 |
3,539.2 |
|
S3 |
3,476.3 |
3,492.7 |
3,535.8 |
|
S4 |
3,439.3 |
3,455.7 |
3,525.7 |
|
|
Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,985.7 |
3,926.3 |
3,688.7 |
|
R3 |
3,862.7 |
3,803.3 |
3,654.8 |
|
R2 |
3,739.7 |
3,739.7 |
3,643.6 |
|
R1 |
3,680.3 |
3,680.3 |
3,632.3 |
3,648.5 |
PP |
3,616.7 |
3,616.7 |
3,616.7 |
3,600.8 |
S1 |
3,557.3 |
3,557.3 |
3,609.7 |
3,525.5 |
S2 |
3,493.7 |
3,493.7 |
3,598.5 |
|
S3 |
3,370.7 |
3,434.3 |
3,587.2 |
|
S4 |
3,247.7 |
3,311.3 |
3,553.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,640.0 |
3,534.0 |
106.0 |
3.0% |
55.4 |
1.6% |
11% |
False |
True |
22,538 |
10 |
3,779.0 |
3,534.0 |
245.0 |
6.9% |
68.4 |
1.9% |
5% |
False |
True |
15,202 |
20 |
3,850.0 |
3,534.0 |
316.0 |
8.9% |
53.5 |
1.5% |
4% |
False |
True |
9,189 |
40 |
3,931.0 |
3,534.0 |
397.0 |
11.2% |
45.0 |
1.3% |
3% |
False |
True |
5,007 |
60 |
3,931.0 |
3,534.0 |
397.0 |
11.2% |
48.0 |
1.4% |
3% |
False |
True |
3,545 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,728.3 |
2.618 |
3,667.9 |
1.618 |
3,630.9 |
1.000 |
3,608.0 |
0.618 |
3,593.9 |
HIGH |
3,571.0 |
0.618 |
3,556.9 |
0.500 |
3,552.5 |
0.382 |
3,548.1 |
LOW |
3,534.0 |
0.618 |
3,511.1 |
1.000 |
3,497.0 |
1.618 |
3,474.1 |
2.618 |
3,437.1 |
4.250 |
3,376.8 |
|
|
Fisher Pivots for day following 19-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
3,552.5 |
3,587.0 |
PP |
3,550.3 |
3,573.3 |
S1 |
3,548.2 |
3,559.7 |
|