Trading Metrics calculated at close of trading on 02-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2008 |
02-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
12,647.36 |
12,637.67 |
-9.69 |
-0.1% |
12,479.63 |
High |
12,689.70 |
12,638.08 |
-51.62 |
-0.4% |
12,726.66 |
Low |
12,617.40 |
12,427.77 |
-189.63 |
-1.5% |
12,442.59 |
Close |
12,638.32 |
12,503.82 |
-134.50 |
-1.1% |
12,638.32 |
Range |
72.30 |
210.31 |
138.01 |
190.9% |
284.07 |
ATR |
156.94 |
160.77 |
3.83 |
2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,154.15 |
13,039.30 |
12,619.49 |
|
R3 |
12,943.84 |
12,828.99 |
12,561.66 |
|
R2 |
12,733.53 |
12,733.53 |
12,542.38 |
|
R1 |
12,618.68 |
12,618.68 |
12,523.10 |
12,570.95 |
PP |
12,523.22 |
12,523.22 |
12,523.22 |
12,499.36 |
S1 |
12,408.37 |
12,408.37 |
12,484.54 |
12,360.64 |
S2 |
12,312.91 |
12,312.91 |
12,465.26 |
|
S3 |
12,102.60 |
12,198.06 |
12,445.98 |
|
S4 |
11,892.29 |
11,987.75 |
12,388.15 |
|
|
Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,454.73 |
13,330.60 |
12,794.56 |
|
R3 |
13,170.66 |
13,046.53 |
12,716.44 |
|
R2 |
12,886.59 |
12,886.59 |
12,690.40 |
|
R1 |
12,762.46 |
12,762.46 |
12,664.36 |
12,824.53 |
PP |
12,602.52 |
12,602.52 |
12,602.52 |
12,633.56 |
S1 |
12,478.39 |
12,478.39 |
12,612.28 |
12,540.46 |
S2 |
12,318.45 |
12,318.45 |
12,586.24 |
|
S3 |
12,034.38 |
12,194.32 |
12,560.20 |
|
S4 |
11,750.31 |
11,910.25 |
12,482.08 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,726.66 |
12,427.77 |
298.89 |
2.4% |
138.23 |
1.1% |
25% |
False |
True |
|
10 |
13,136.69 |
12,427.77 |
708.92 |
5.7% |
163.70 |
1.3% |
11% |
False |
True |
|
20 |
13,136.69 |
12,427.77 |
708.92 |
5.7% |
156.79 |
1.3% |
11% |
False |
True |
|
40 |
13,136.69 |
12,269.81 |
866.88 |
6.9% |
158.23 |
1.3% |
27% |
False |
False |
|
60 |
13,136.69 |
11,731.60 |
1,405.09 |
11.2% |
190.22 |
1.5% |
55% |
False |
False |
|
80 |
13,136.69 |
11,731.60 |
1,405.09 |
11.2% |
194.46 |
1.6% |
55% |
False |
False |
|
100 |
13,136.69 |
11,634.82 |
1,501.87 |
12.0% |
213.83 |
1.7% |
58% |
False |
False |
|
120 |
13,780.11 |
11,634.82 |
2,145.29 |
17.2% |
210.99 |
1.7% |
41% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,531.90 |
2.618 |
13,188.67 |
1.618 |
12,978.36 |
1.000 |
12,848.39 |
0.618 |
12,768.05 |
HIGH |
12,638.08 |
0.618 |
12,557.74 |
0.500 |
12,532.93 |
0.382 |
12,508.11 |
LOW |
12,427.77 |
0.618 |
12,297.80 |
1.000 |
12,217.46 |
1.618 |
12,087.49 |
2.618 |
11,877.18 |
4.250 |
11,533.95 |
|
|
Fisher Pivots for day following 02-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
12,532.93 |
12,577.22 |
PP |
12,523.22 |
12,552.75 |
S1 |
12,513.52 |
12,528.29 |
|