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 |
1,397.75 |
1,400.75 |
3.00 |
0.2% |
1,374.25 |
High |
1,405.00 |
1,401.00 |
-4.00 |
-0.3% |
1,407.00 |
Low |
1,395.00 |
1,377.50 |
-17.50 |
-1.3% |
1,370.50 |
Close |
1,400.50 |
1,385.50 |
-15.00 |
-1.1% |
1,400.50 |
Range |
10.00 |
23.50 |
13.50 |
135.0% |
36.50 |
ATR |
19.55 |
19.83 |
0.28 |
1.4% |
0.00 |
Volume |
1,722,211 |
1,179,341 |
-542,870 |
-31.5% |
6,521,162 |
|
Daily Pivots for day following 02-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,458.50 |
1,445.50 |
1,398.50 |
|
R3 |
1,435.00 |
1,422.00 |
1,392.00 |
|
R2 |
1,411.50 |
1,411.50 |
1,389.75 |
|
R1 |
1,398.50 |
1,398.50 |
1,387.75 |
1,393.25 |
PP |
1,388.00 |
1,388.00 |
1,388.00 |
1,385.50 |
S1 |
1,375.00 |
1,375.00 |
1,383.25 |
1,369.75 |
S2 |
1,364.50 |
1,364.50 |
1,381.25 |
|
S3 |
1,341.00 |
1,351.50 |
1,379.00 |
|
S4 |
1,317.50 |
1,328.00 |
1,372.50 |
|
|
Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,502.25 |
1,487.75 |
1,420.50 |
|
R3 |
1,465.75 |
1,451.25 |
1,410.50 |
|
R2 |
1,429.25 |
1,429.25 |
1,407.25 |
|
R1 |
1,414.75 |
1,414.75 |
1,403.75 |
1,422.00 |
PP |
1,392.75 |
1,392.75 |
1,392.75 |
1,396.25 |
S1 |
1,378.25 |
1,378.25 |
1,397.25 |
1,385.50 |
S2 |
1,356.25 |
1,356.25 |
1,393.75 |
|
S3 |
1,319.75 |
1,341.75 |
1,390.50 |
|
S4 |
1,283.25 |
1,305.25 |
1,380.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,407.00 |
1,370.50 |
36.50 |
2.6% |
17.25 |
1.2% |
41% |
False |
False |
1,540,100 |
10 |
1,441.00 |
1,370.50 |
70.50 |
5.1% |
19.00 |
1.4% |
21% |
False |
False |
1,725,084 |
20 |
1,441.00 |
1,370.50 |
70.50 |
5.1% |
19.00 |
1.4% |
21% |
False |
False |
1,708,561 |
40 |
1,441.00 |
1,325.00 |
116.00 |
8.4% |
20.00 |
1.4% |
52% |
False |
False |
1,717,278 |
60 |
1,441.00 |
1,253.00 |
188.00 |
13.6% |
25.00 |
1.8% |
70% |
False |
False |
1,733,141 |
80 |
1,441.00 |
1,253.00 |
188.00 |
13.6% |
25.00 |
1.8% |
70% |
False |
False |
1,303,375 |
100 |
1,442.50 |
1,253.00 |
189.50 |
13.7% |
27.75 |
2.0% |
70% |
False |
False |
1,044,094 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,501.00 |
2.618 |
1,462.50 |
1.618 |
1,439.00 |
1.000 |
1,424.50 |
0.618 |
1,415.50 |
HIGH |
1,401.00 |
0.618 |
1,392.00 |
0.500 |
1,389.25 |
0.382 |
1,386.50 |
LOW |
1,377.50 |
0.618 |
1,363.00 |
1.000 |
1,354.00 |
1.618 |
1,339.50 |
2.618 |
1,316.00 |
4.250 |
1,277.50 |
|
|
Fisher Pivots for day following 02-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
1,389.25 |
1,392.25 |
PP |
1,388.00 |
1,390.00 |
S1 |
1,386.75 |
1,387.75 |
|