Trading Metrics calculated at close of trading on 09-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2008 |
09-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
12,602.74 |
12,210.13 |
-392.61 |
-3.1% |
12,637.67 |
High |
12,603.07 |
12,331.86 |
-271.21 |
-2.2% |
12,638.08 |
Low |
12,192.06 |
12,195.32 |
3.26 |
0.0% |
12,192.06 |
Close |
12,209.81 |
12,280.32 |
70.51 |
0.6% |
12,209.81 |
Range |
411.01 |
136.54 |
-274.47 |
-66.8% |
446.02 |
ATR |
185.53 |
182.03 |
-3.50 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,678.79 |
12,616.09 |
12,355.42 |
|
R3 |
12,542.25 |
12,479.55 |
12,317.87 |
|
R2 |
12,405.71 |
12,405.71 |
12,305.35 |
|
R1 |
12,343.01 |
12,343.01 |
12,292.84 |
12,374.36 |
PP |
12,269.17 |
12,269.17 |
12,269.17 |
12,284.84 |
S1 |
12,206.47 |
12,206.47 |
12,267.80 |
12,237.82 |
S2 |
12,132.63 |
12,132.63 |
12,255.29 |
|
S3 |
11,996.09 |
12,069.93 |
12,242.77 |
|
S4 |
11,859.55 |
11,933.39 |
12,205.22 |
|
|
Weekly Pivots for week ending 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,684.71 |
13,393.28 |
12,455.12 |
|
R3 |
13,238.69 |
12,947.26 |
12,332.47 |
|
R2 |
12,792.67 |
12,792.67 |
12,291.58 |
|
R1 |
12,501.24 |
12,501.24 |
12,250.70 |
12,423.95 |
PP |
12,346.65 |
12,346.65 |
12,346.65 |
12,308.00 |
S1 |
12,055.22 |
12,055.22 |
12,168.92 |
11,977.93 |
S2 |
11,900.63 |
11,900.63 |
12,128.04 |
|
S3 |
11,454.61 |
11,609.20 |
12,087.15 |
|
S4 |
11,008.59 |
11,163.18 |
11,964.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,610.96 |
12,192.06 |
418.90 |
3.4% |
227.80 |
1.9% |
21% |
False |
False |
|
10 |
12,726.66 |
12,192.06 |
534.60 |
4.4% |
183.02 |
1.5% |
17% |
False |
False |
|
20 |
13,136.69 |
12,192.06 |
944.63 |
7.7% |
173.56 |
1.4% |
9% |
False |
False |
|
40 |
13,136.69 |
12,192.06 |
944.63 |
7.7% |
166.34 |
1.4% |
9% |
False |
False |
|
60 |
13,136.69 |
11,756.60 |
1,380.09 |
11.2% |
185.20 |
1.5% |
38% |
False |
False |
|
80 |
13,136.69 |
11,731.60 |
1,405.09 |
11.4% |
196.12 |
1.6% |
39% |
False |
False |
|
100 |
13,136.69 |
11,634.82 |
1,501.87 |
12.2% |
212.09 |
1.7% |
43% |
False |
False |
|
120 |
13,563.48 |
11,634.82 |
1,928.66 |
15.7% |
210.18 |
1.7% |
33% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,912.16 |
2.618 |
12,689.32 |
1.618 |
12,552.78 |
1.000 |
12,468.40 |
0.618 |
12,416.24 |
HIGH |
12,331.86 |
0.618 |
12,279.70 |
0.500 |
12,263.59 |
0.382 |
12,247.48 |
LOW |
12,195.32 |
0.618 |
12,110.94 |
1.000 |
12,058.78 |
1.618 |
11,974.40 |
2.618 |
11,837.86 |
4.250 |
11,615.03 |
|
|
Fisher Pivots for day following 09-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
12,274.74 |
12,401.51 |
PP |
12,269.17 |
12,361.11 |
S1 |
12,263.59 |
12,320.72 |
|