Trading Metrics calculated at close of trading on 10-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2008 |
10-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
1,358.75 |
1,362.00 |
3.25 |
0.2% |
1,400.75 |
High |
1,371.50 |
1,367.25 |
-4.25 |
-0.3% |
1,411.00 |
Low |
1,350.50 |
1,347.25 |
-3.25 |
-0.2% |
1,358.50 |
Close |
1,363.50 |
1,356.25 |
-7.25 |
-0.5% |
1,359.50 |
Range |
21.00 |
20.00 |
-1.00 |
-4.8% |
52.50 |
ATR |
22.82 |
22.62 |
-0.20 |
-0.9% |
0.00 |
Volume |
2,769,435 |
2,140,578 |
-628,857 |
-22.7% |
9,120,583 |
|
Daily Pivots for day following 10-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,417.00 |
1,406.50 |
1,367.25 |
|
R3 |
1,397.00 |
1,386.50 |
1,361.75 |
|
R2 |
1,377.00 |
1,377.00 |
1,360.00 |
|
R1 |
1,366.50 |
1,366.50 |
1,358.00 |
1,361.75 |
PP |
1,357.00 |
1,357.00 |
1,357.00 |
1,354.50 |
S1 |
1,346.50 |
1,346.50 |
1,354.50 |
1,341.75 |
S2 |
1,337.00 |
1,337.00 |
1,352.50 |
|
S3 |
1,317.00 |
1,326.50 |
1,350.75 |
|
S4 |
1,297.00 |
1,306.50 |
1,345.25 |
|
|
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 |
1,347.25 |
63.75 |
4.7% |
28.25 |
2.1% |
14% |
False |
True |
2,229,025 |
10 |
1,411.00 |
1,347.25 |
63.75 |
4.7% |
23.50 |
1.7% |
14% |
False |
True |
1,902,920 |
20 |
1,441.00 |
1,347.25 |
93.75 |
6.9% |
21.50 |
1.6% |
10% |
False |
True |
1,834,297 |
40 |
1,441.00 |
1,325.00 |
116.00 |
8.6% |
21.00 |
1.5% |
27% |
False |
False |
1,777,160 |
60 |
1,441.00 |
1,253.00 |
188.00 |
13.9% |
23.75 |
1.8% |
55% |
False |
False |
1,889,290 |
80 |
1,441.00 |
1,253.00 |
188.00 |
13.9% |
25.25 |
1.9% |
55% |
False |
False |
1,463,630 |
100 |
1,441.00 |
1,253.00 |
188.00 |
13.9% |
27.50 |
2.0% |
55% |
False |
False |
1,172,456 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,452.25 |
2.618 |
1,419.50 |
1.618 |
1,399.50 |
1.000 |
1,387.25 |
0.618 |
1,379.50 |
HIGH |
1,367.25 |
0.618 |
1,359.50 |
0.500 |
1,357.25 |
0.382 |
1,355.00 |
LOW |
1,347.25 |
0.618 |
1,335.00 |
1.000 |
1,327.25 |
1.618 |
1,315.00 |
2.618 |
1,295.00 |
4.250 |
1,262.25 |
|
|
Fisher Pivots for day following 10-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
1,357.25 |
1,379.00 |
PP |
1,357.00 |
1,371.50 |
S1 |
1,356.50 |
1,364.00 |
|