Trading Metrics calculated at close of trading on 13-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2008 |
13-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
1,335.25 |
1,340.75 |
5.50 |
0.4% |
1,358.75 |
High |
1,353.50 |
1,361.50 |
8.00 |
0.6% |
1,371.50 |
Low |
1,331.00 |
1,337.00 |
6.00 |
0.5% |
1,331.00 |
Close |
1,341.00 |
1,357.50 |
16.50 |
1.2% |
1,357.50 |
Range |
22.50 |
24.50 |
2.00 |
8.9% |
40.50 |
ATR |
23.00 |
23.11 |
0.11 |
0.5% |
0.00 |
Volume |
2,601,302 |
1,417,461 |
-1,183,841 |
-45.5% |
11,135,731 |
|
Daily Pivots for day following 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,425.50 |
1,416.00 |
1,371.00 |
|
R3 |
1,401.00 |
1,391.50 |
1,364.25 |
|
R2 |
1,376.50 |
1,376.50 |
1,362.00 |
|
R1 |
1,367.00 |
1,367.00 |
1,359.75 |
1,371.75 |
PP |
1,352.00 |
1,352.00 |
1,352.00 |
1,354.50 |
S1 |
1,342.50 |
1,342.50 |
1,355.25 |
1,347.25 |
S2 |
1,327.50 |
1,327.50 |
1,353.00 |
|
S3 |
1,303.00 |
1,318.00 |
1,350.75 |
|
S4 |
1,278.50 |
1,293.50 |
1,344.00 |
|
|
Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,474.75 |
1,456.75 |
1,379.75 |
|
R3 |
1,434.25 |
1,416.25 |
1,368.75 |
|
R2 |
1,393.75 |
1,393.75 |
1,365.00 |
|
R1 |
1,375.75 |
1,375.75 |
1,361.25 |
1,364.50 |
PP |
1,353.25 |
1,353.25 |
1,353.25 |
1,347.75 |
S1 |
1,335.25 |
1,335.25 |
1,353.75 |
1,324.00 |
S2 |
1,312.75 |
1,312.75 |
1,350.00 |
|
S3 |
1,272.25 |
1,294.75 |
1,346.25 |
|
S4 |
1,231.75 |
1,254.25 |
1,335.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,371.50 |
1,331.00 |
40.50 |
3.0% |
23.25 |
1.7% |
65% |
False |
False |
2,227,146 |
10 |
1,411.00 |
1,331.00 |
80.00 |
5.9% |
26.50 |
1.9% |
33% |
False |
False |
2,025,631 |
20 |
1,441.00 |
1,331.00 |
110.00 |
8.1% |
22.25 |
1.6% |
24% |
False |
False |
1,903,689 |
40 |
1,441.00 |
1,331.00 |
110.00 |
8.1% |
21.25 |
1.6% |
24% |
False |
False |
1,800,254 |
60 |
1,441.00 |
1,286.50 |
154.50 |
11.4% |
22.25 |
1.6% |
46% |
False |
False |
1,814,718 |
80 |
1,441.00 |
1,253.00 |
188.00 |
13.8% |
25.25 |
1.9% |
56% |
False |
False |
1,541,262 |
100 |
1,441.00 |
1,253.00 |
188.00 |
13.8% |
26.25 |
1.9% |
56% |
False |
False |
1,234,371 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,465.50 |
2.618 |
1,425.75 |
1.618 |
1,401.25 |
1.000 |
1,386.00 |
0.618 |
1,376.75 |
HIGH |
1,361.50 |
0.618 |
1,352.25 |
0.500 |
1,349.25 |
0.382 |
1,346.25 |
LOW |
1,337.00 |
0.618 |
1,321.75 |
1.000 |
1,312.50 |
1.618 |
1,297.25 |
2.618 |
1,272.75 |
4.250 |
1,233.00 |
|
|
Fisher Pivots for day following 13-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
1,354.75 |
1,354.00 |
PP |
1,352.00 |
1,350.75 |
S1 |
1,349.25 |
1,347.25 |
|