Trading Metrics calculated at close of trading on 03-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2008 |
03-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
12,637.67 |
12,503.20 |
-134.47 |
-1.1% |
12,479.63 |
High |
12,638.08 |
12,554.05 |
-84.03 |
-0.7% |
12,726.66 |
Low |
12,427.77 |
12,342.12 |
-85.65 |
-0.7% |
12,442.59 |
Close |
12,503.82 |
12,402.85 |
-100.97 |
-0.8% |
12,638.32 |
Range |
210.31 |
211.93 |
1.62 |
0.8% |
284.07 |
ATR |
160.77 |
164.42 |
3.65 |
2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,068.80 |
12,947.75 |
12,519.41 |
|
R3 |
12,856.87 |
12,735.82 |
12,461.13 |
|
R2 |
12,644.94 |
12,644.94 |
12,441.70 |
|
R1 |
12,523.89 |
12,523.89 |
12,422.28 |
12,478.45 |
PP |
12,433.01 |
12,433.01 |
12,433.01 |
12,410.29 |
S1 |
12,311.96 |
12,311.96 |
12,383.42 |
12,266.52 |
S2 |
12,221.08 |
12,221.08 |
12,364.00 |
|
S3 |
12,009.15 |
12,100.03 |
12,344.57 |
|
S4 |
11,797.22 |
11,888.10 |
12,286.29 |
|
|
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 |
12,342.12 |
384.54 |
3.1% |
154.63 |
1.2% |
16% |
False |
True |
|
10 |
13,026.04 |
12,342.12 |
683.92 |
5.5% |
167.60 |
1.4% |
9% |
False |
True |
|
20 |
13,136.69 |
12,342.12 |
794.57 |
6.4% |
161.45 |
1.3% |
8% |
False |
True |
|
40 |
13,136.69 |
12,269.81 |
866.88 |
7.0% |
159.77 |
1.3% |
15% |
False |
False |
|
60 |
13,136.69 |
11,731.60 |
1,405.09 |
11.3% |
189.18 |
1.5% |
48% |
False |
False |
|
80 |
13,136.69 |
11,731.60 |
1,405.09 |
11.3% |
194.46 |
1.6% |
48% |
False |
False |
|
100 |
13,136.69 |
11,634.82 |
1,501.87 |
12.1% |
213.58 |
1.7% |
51% |
False |
False |
|
120 |
13,780.11 |
11,634.82 |
2,145.29 |
17.3% |
211.67 |
1.7% |
36% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,454.75 |
2.618 |
13,108.88 |
1.618 |
12,896.95 |
1.000 |
12,765.98 |
0.618 |
12,685.02 |
HIGH |
12,554.05 |
0.618 |
12,473.09 |
0.500 |
12,448.09 |
0.382 |
12,423.08 |
LOW |
12,342.12 |
0.618 |
12,211.15 |
1.000 |
12,130.19 |
1.618 |
11,999.22 |
2.618 |
11,787.29 |
4.250 |
11,441.42 |
|
|
Fisher Pivots for day following 03-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
12,448.09 |
12,515.91 |
PP |
12,433.01 |
12,478.22 |
S1 |
12,417.93 |
12,440.54 |
|