Trading Metrics calculated at close of trading on 16-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2008 |
16-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
1,340.75 |
1,357.00 |
16.25 |
1.2% |
1,358.75 |
High |
1,361.50 |
1,365.00 |
3.50 |
0.3% |
1,371.50 |
Low |
1,337.00 |
1,349.25 |
12.25 |
0.9% |
1,331.00 |
Close |
1,357.50 |
1,357.75 |
0.25 |
0.0% |
1,357.50 |
Range |
24.50 |
15.75 |
-8.75 |
-35.7% |
40.50 |
ATR |
23.11 |
22.58 |
-0.53 |
-2.3% |
0.00 |
Volume |
1,417,461 |
746,590 |
-670,871 |
-47.3% |
11,135,731 |
|
Daily Pivots for day following 16-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,404.50 |
1,397.00 |
1,366.50 |
|
R3 |
1,388.75 |
1,381.25 |
1,362.00 |
|
R2 |
1,373.00 |
1,373.00 |
1,360.75 |
|
R1 |
1,365.50 |
1,365.50 |
1,359.25 |
1,369.25 |
PP |
1,357.25 |
1,357.25 |
1,357.25 |
1,359.25 |
S1 |
1,349.75 |
1,349.75 |
1,356.25 |
1,353.50 |
S2 |
1,341.50 |
1,341.50 |
1,354.75 |
|
S3 |
1,325.75 |
1,334.00 |
1,353.50 |
|
S4 |
1,310.00 |
1,318.25 |
1,349.00 |
|
|
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 |
1,367.25 |
1,331.00 |
36.25 |
2.7% |
22.25 |
1.6% |
74% |
False |
False |
1,822,577 |
10 |
1,411.00 |
1,331.00 |
80.00 |
5.9% |
25.75 |
1.9% |
33% |
False |
False |
1,982,356 |
20 |
1,441.00 |
1,331.00 |
110.00 |
8.1% |
22.50 |
1.6% |
24% |
False |
False |
1,853,720 |
40 |
1,441.00 |
1,331.00 |
110.00 |
8.1% |
21.00 |
1.5% |
24% |
False |
False |
1,774,214 |
60 |
1,441.00 |
1,309.50 |
131.50 |
9.7% |
21.75 |
1.6% |
37% |
False |
False |
1,772,976 |
80 |
1,441.00 |
1,253.00 |
188.00 |
13.8% |
25.25 |
1.9% |
56% |
False |
False |
1,550,433 |
100 |
1,441.00 |
1,253.00 |
188.00 |
13.8% |
26.25 |
1.9% |
56% |
False |
False |
1,241,721 |
120 |
1,520.00 |
1,253.00 |
267.00 |
19.7% |
27.50 |
2.0% |
39% |
False |
False |
1,035,450 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,432.00 |
2.618 |
1,406.25 |
1.618 |
1,390.50 |
1.000 |
1,380.75 |
0.618 |
1,374.75 |
HIGH |
1,365.00 |
0.618 |
1,359.00 |
0.500 |
1,357.00 |
0.382 |
1,355.25 |
LOW |
1,349.25 |
0.618 |
1,339.50 |
1.000 |
1,333.50 |
1.618 |
1,323.75 |
2.618 |
1,308.00 |
4.250 |
1,282.25 |
|
|
Fisher Pivots for day following 16-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
1,357.50 |
1,354.50 |
PP |
1,357.25 |
1,351.25 |
S1 |
1,357.00 |
1,348.00 |
|