Trading Metrics calculated at close of trading on 05-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2008 |
05-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
12,391.86 |
12,388.81 |
-3.05 |
0.0% |
12,479.63 |
High |
12,496.16 |
12,610.96 |
114.80 |
0.9% |
12,726.66 |
Low |
12,338.78 |
12,388.81 |
50.03 |
0.4% |
12,442.59 |
Close |
12,390.48 |
12,604.45 |
213.97 |
1.7% |
12,638.32 |
Range |
157.38 |
222.15 |
64.77 |
41.2% |
284.07 |
ATR |
163.92 |
168.08 |
4.16 |
2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,201.19 |
13,124.97 |
12,726.63 |
|
R3 |
12,979.04 |
12,902.82 |
12,665.54 |
|
R2 |
12,756.89 |
12,756.89 |
12,645.18 |
|
R1 |
12,680.67 |
12,680.67 |
12,624.81 |
12,718.78 |
PP |
12,534.74 |
12,534.74 |
12,534.74 |
12,553.80 |
S1 |
12,458.52 |
12,458.52 |
12,584.09 |
12,496.63 |
S2 |
12,312.59 |
12,312.59 |
12,563.72 |
|
S3 |
12,090.44 |
12,236.37 |
12,543.36 |
|
S4 |
11,868.29 |
12,014.22 |
12,482.27 |
|
|
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 |
12,689.70 |
12,338.78 |
350.92 |
2.8% |
174.81 |
1.4% |
76% |
False |
False |
|
10 |
12,726.66 |
12,338.78 |
387.88 |
3.1% |
152.25 |
1.2% |
68% |
False |
False |
|
20 |
13,136.69 |
12,338.78 |
797.91 |
6.3% |
159.25 |
1.3% |
33% |
False |
False |
|
40 |
13,136.69 |
12,269.81 |
866.88 |
6.9% |
163.41 |
1.3% |
39% |
False |
False |
|
60 |
13,136.69 |
11,756.60 |
1,380.09 |
10.9% |
185.26 |
1.5% |
61% |
False |
False |
|
80 |
13,136.69 |
11,731.60 |
1,405.09 |
11.1% |
194.69 |
1.5% |
62% |
False |
False |
|
100 |
13,136.69 |
11,634.82 |
1,501.87 |
11.9% |
211.31 |
1.7% |
65% |
False |
False |
|
120 |
13,563.48 |
11,634.82 |
1,928.66 |
15.3% |
208.59 |
1.7% |
50% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,555.10 |
2.618 |
13,192.55 |
1.618 |
12,970.40 |
1.000 |
12,833.11 |
0.618 |
12,748.25 |
HIGH |
12,610.96 |
0.618 |
12,526.10 |
0.500 |
12,499.89 |
0.382 |
12,473.67 |
LOW |
12,388.81 |
0.618 |
12,251.52 |
1.000 |
12,166.66 |
1.618 |
12,029.37 |
2.618 |
11,807.22 |
4.250 |
11,444.67 |
|
|
Fisher Pivots for day following 05-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
12,569.60 |
12,561.26 |
PP |
12,534.74 |
12,518.06 |
S1 |
12,499.89 |
12,474.87 |
|