Trading Metrics calculated at close of trading on 06-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2008 |
06-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
1,376.75 |
1,404.50 |
27.75 |
2.0% |
1,400.75 |
High |
1,405.75 |
1,411.00 |
5.25 |
0.4% |
1,411.00 |
Low |
1,375.50 |
1,358.50 |
-17.00 |
-1.2% |
1,358.50 |
Close |
1,405.25 |
1,359.50 |
-45.75 |
-3.3% |
1,359.50 |
Range |
30.25 |
52.50 |
22.25 |
73.6% |
52.50 |
ATR |
20.69 |
22.96 |
2.27 |
11.0% |
0.00 |
Volume |
2,085,776 |
1,991,888 |
-93,888 |
-4.5% |
9,120,583 |
|
Daily Pivots for day following 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,533.75 |
1,499.25 |
1,388.50 |
|
R3 |
1,481.25 |
1,446.75 |
1,374.00 |
|
R2 |
1,428.75 |
1,428.75 |
1,369.00 |
|
R1 |
1,394.25 |
1,394.25 |
1,364.25 |
1,385.25 |
PP |
1,376.25 |
1,376.25 |
1,376.25 |
1,372.00 |
S1 |
1,341.75 |
1,341.75 |
1,354.75 |
1,332.75 |
S2 |
1,323.75 |
1,323.75 |
1,350.00 |
|
S3 |
1,271.25 |
1,289.25 |
1,345.00 |
|
S4 |
1,218.75 |
1,236.75 |
1,330.50 |
|
|
Weekly Pivots for week ending 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,533.75 |
1,499.25 |
1,388.50 |
|
R3 |
1,481.25 |
1,446.75 |
1,374.00 |
|
R2 |
1,428.75 |
1,428.75 |
1,369.00 |
|
R1 |
1,394.25 |
1,394.25 |
1,364.25 |
1,385.25 |
PP |
1,376.25 |
1,376.25 |
1,376.25 |
1,372.00 |
S1 |
1,341.75 |
1,341.75 |
1,354.75 |
1,332.75 |
S2 |
1,323.75 |
1,323.75 |
1,350.00 |
|
S3 |
1,271.25 |
1,289.25 |
1,345.00 |
|
S4 |
1,218.75 |
1,236.75 |
1,330.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,411.00 |
1,358.50 |
52.50 |
3.9% |
29.50 |
2.2% |
2% |
True |
True |
1,824,116 |
10 |
1,411.00 |
1,358.50 |
52.50 |
3.9% |
23.25 |
1.7% |
2% |
True |
True |
1,737,068 |
20 |
1,441.00 |
1,358.50 |
82.50 |
6.1% |
21.00 |
1.5% |
1% |
False |
True |
1,755,221 |
40 |
1,441.00 |
1,325.00 |
116.00 |
8.5% |
21.25 |
1.6% |
30% |
False |
False |
1,749,722 |
60 |
1,441.00 |
1,253.00 |
188.00 |
13.8% |
24.75 |
1.8% |
57% |
False |
False |
1,858,196 |
80 |
1,441.00 |
1,253.00 |
188.00 |
13.8% |
25.25 |
1.9% |
57% |
False |
False |
1,402,407 |
100 |
1,441.00 |
1,253.00 |
188.00 |
13.8% |
28.00 |
2.1% |
57% |
False |
False |
1,123,386 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,634.00 |
2.618 |
1,548.50 |
1.618 |
1,496.00 |
1.000 |
1,463.50 |
0.618 |
1,443.50 |
HIGH |
1,411.00 |
0.618 |
1,391.00 |
0.500 |
1,384.75 |
0.382 |
1,378.50 |
LOW |
1,358.50 |
0.618 |
1,326.00 |
1.000 |
1,306.00 |
1.618 |
1,273.50 |
2.618 |
1,221.00 |
4.250 |
1,135.50 |
|
|
Fisher Pivots for day following 06-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
1,384.75 |
1,384.75 |
PP |
1,376.25 |
1,376.25 |
S1 |
1,368.00 |
1,368.00 |
|