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 |
1,378.25 |
1,376.75 |
-1.50 |
-0.1% |
1,374.25 |
High |
1,388.50 |
1,405.75 |
17.25 |
1.2% |
1,407.00 |
Low |
1,371.00 |
1,375.50 |
4.50 |
0.3% |
1,370.50 |
Close |
1,377.50 |
1,405.25 |
27.75 |
2.0% |
1,400.50 |
Range |
17.50 |
30.25 |
12.75 |
72.9% |
36.50 |
ATR |
19.96 |
20.69 |
0.74 |
3.7% |
0.00 |
Volume |
2,157,451 |
2,085,776 |
-71,675 |
-3.3% |
6,521,162 |
|
Daily Pivots for day following 05-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,486.25 |
1,476.00 |
1,422.00 |
|
R3 |
1,456.00 |
1,445.75 |
1,413.50 |
|
R2 |
1,425.75 |
1,425.75 |
1,410.75 |
|
R1 |
1,415.50 |
1,415.50 |
1,408.00 |
1,420.50 |
PP |
1,395.50 |
1,395.50 |
1,395.50 |
1,398.00 |
S1 |
1,385.25 |
1,385.25 |
1,402.50 |
1,390.50 |
S2 |
1,365.25 |
1,365.25 |
1,399.75 |
|
S3 |
1,335.00 |
1,355.00 |
1,397.00 |
|
S4 |
1,304.75 |
1,324.75 |
1,388.50 |
|
|
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 |
1,405.75 |
1,369.25 |
36.50 |
2.6% |
21.00 |
1.5% |
99% |
True |
False |
1,770,181 |
10 |
1,407.00 |
1,369.25 |
37.75 |
2.7% |
19.00 |
1.4% |
95% |
False |
False |
1,775,107 |
20 |
1,441.00 |
1,369.25 |
71.75 |
5.1% |
19.00 |
1.3% |
50% |
False |
False |
1,752,852 |
40 |
1,441.00 |
1,325.00 |
116.00 |
8.3% |
20.25 |
1.4% |
69% |
False |
False |
1,745,761 |
60 |
1,441.00 |
1,253.00 |
188.00 |
13.4% |
24.25 |
1.7% |
81% |
False |
False |
1,827,336 |
80 |
1,441.00 |
1,253.00 |
188.00 |
13.4% |
25.00 |
1.8% |
81% |
False |
False |
1,377,574 |
100 |
1,441.00 |
1,253.00 |
188.00 |
13.4% |
27.75 |
2.0% |
81% |
False |
False |
1,103,478 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,534.25 |
2.618 |
1,485.00 |
1.618 |
1,454.75 |
1.000 |
1,436.00 |
0.618 |
1,424.50 |
HIGH |
1,405.75 |
0.618 |
1,394.25 |
0.500 |
1,390.50 |
0.382 |
1,387.00 |
LOW |
1,375.50 |
0.618 |
1,356.75 |
1.000 |
1,345.25 |
1.618 |
1,326.50 |
2.618 |
1,296.25 |
4.250 |
1,247.00 |
|
|
Fisher Pivots for day following 05-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
1,400.50 |
1,399.25 |
PP |
1,395.50 |
1,393.50 |
S1 |
1,390.50 |
1,387.50 |
|