Trading Metrics calculated at close of trading on 11-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2008 |
11-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
1,362.00 |
1,356.25 |
-5.75 |
-0.4% |
1,400.75 |
High |
1,367.25 |
1,363.50 |
-3.75 |
-0.3% |
1,411.00 |
Low |
1,347.25 |
1,335.00 |
-12.25 |
-0.9% |
1,358.50 |
Close |
1,356.25 |
1,335.75 |
-20.50 |
-1.5% |
1,359.50 |
Range |
20.00 |
28.50 |
8.50 |
42.5% |
52.50 |
ATR |
22.62 |
23.04 |
0.42 |
1.9% |
0.00 |
Volume |
2,140,578 |
2,206,955 |
66,377 |
3.1% |
9,120,583 |
|
Daily Pivots for day following 11-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,430.25 |
1,411.50 |
1,351.50 |
|
R3 |
1,401.75 |
1,383.00 |
1,343.50 |
|
R2 |
1,373.25 |
1,373.25 |
1,341.00 |
|
R1 |
1,354.50 |
1,354.50 |
1,338.25 |
1,349.50 |
PP |
1,344.75 |
1,344.75 |
1,344.75 |
1,342.25 |
S1 |
1,326.00 |
1,326.00 |
1,333.25 |
1,321.00 |
S2 |
1,316.25 |
1,316.25 |
1,330.50 |
|
S3 |
1,287.75 |
1,297.50 |
1,328.00 |
|
S4 |
1,259.25 |
1,269.00 |
1,320.00 |
|
|
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 |
1,335.00 |
76.00 |
5.7% |
30.50 |
2.3% |
1% |
False |
True |
2,238,926 |
10 |
1,411.00 |
1,335.00 |
76.00 |
5.7% |
24.75 |
1.9% |
1% |
False |
True |
1,966,333 |
20 |
1,441.00 |
1,335.00 |
106.00 |
7.9% |
22.25 |
1.7% |
1% |
False |
True |
1,866,134 |
40 |
1,441.00 |
1,335.00 |
106.00 |
7.9% |
21.25 |
1.6% |
1% |
False |
True |
1,795,856 |
60 |
1,441.00 |
1,278.75 |
162.25 |
12.1% |
23.25 |
1.7% |
35% |
False |
False |
1,861,441 |
80 |
1,441.00 |
1,253.00 |
188.00 |
14.1% |
25.50 |
1.9% |
44% |
False |
False |
1,491,137 |
100 |
1,441.00 |
1,253.00 |
188.00 |
14.1% |
27.25 |
2.0% |
44% |
False |
False |
1,194,500 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,484.50 |
2.618 |
1,438.00 |
1.618 |
1,409.50 |
1.000 |
1,392.00 |
0.618 |
1,381.00 |
HIGH |
1,363.50 |
0.618 |
1,352.50 |
0.500 |
1,349.25 |
0.382 |
1,346.00 |
LOW |
1,335.00 |
0.618 |
1,317.50 |
1.000 |
1,306.50 |
1.618 |
1,289.00 |
2.618 |
1,260.50 |
4.250 |
1,214.00 |
|
|
Fisher Pivots for day following 11-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
1,349.25 |
1,353.25 |
PP |
1,344.75 |
1,347.50 |
S1 |
1,340.25 |
1,341.50 |
|