Trading Metrics calculated at close of trading on 17-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2008 |
17-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
1,357.00 |
1,357.75 |
0.75 |
0.1% |
1,358.75 |
High |
1,365.00 |
1,370.25 |
5.25 |
0.4% |
1,371.50 |
Low |
1,349.25 |
1,349.00 |
-0.25 |
0.0% |
1,331.00 |
Close |
1,357.75 |
1,351.00 |
-6.75 |
-0.5% |
1,357.50 |
Range |
15.75 |
21.25 |
5.50 |
34.9% |
40.50 |
ATR |
22.58 |
22.49 |
-0.10 |
-0.4% |
0.00 |
Volume |
746,590 |
552,324 |
-194,266 |
-26.0% |
11,135,731 |
|
Daily Pivots for day following 17-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,420.50 |
1,407.00 |
1,362.75 |
|
R3 |
1,399.25 |
1,385.75 |
1,356.75 |
|
R2 |
1,378.00 |
1,378.00 |
1,355.00 |
|
R1 |
1,364.50 |
1,364.50 |
1,353.00 |
1,360.50 |
PP |
1,356.75 |
1,356.75 |
1,356.75 |
1,354.75 |
S1 |
1,343.25 |
1,343.25 |
1,349.00 |
1,339.50 |
S2 |
1,335.50 |
1,335.50 |
1,347.00 |
|
S3 |
1,314.25 |
1,322.00 |
1,345.25 |
|
S4 |
1,293.00 |
1,300.75 |
1,339.25 |
|
|
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 |
1,370.25 |
1,331.00 |
39.25 |
2.9% |
22.50 |
1.7% |
51% |
True |
False |
1,504,926 |
10 |
1,411.00 |
1,331.00 |
80.00 |
5.9% |
25.50 |
1.9% |
25% |
False |
False |
1,866,976 |
20 |
1,429.25 |
1,331.00 |
98.25 |
7.3% |
22.50 |
1.7% |
20% |
False |
False |
1,791,733 |
40 |
1,441.00 |
1,331.00 |
110.00 |
8.1% |
21.25 |
1.6% |
18% |
False |
False |
1,738,328 |
60 |
1,441.00 |
1,309.50 |
131.50 |
9.7% |
21.50 |
1.6% |
32% |
False |
False |
1,746,133 |
80 |
1,441.00 |
1,253.00 |
188.00 |
13.9% |
25.00 |
1.9% |
52% |
False |
False |
1,557,204 |
100 |
1,441.00 |
1,253.00 |
188.00 |
13.9% |
26.00 |
1.9% |
52% |
False |
False |
1,247,116 |
120 |
1,519.75 |
1,253.00 |
266.75 |
19.7% |
27.50 |
2.0% |
37% |
False |
False |
1,040,049 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,460.50 |
2.618 |
1,426.00 |
1.618 |
1,404.75 |
1.000 |
1,391.50 |
0.618 |
1,383.50 |
HIGH |
1,370.25 |
0.618 |
1,362.25 |
0.500 |
1,359.50 |
0.382 |
1,357.00 |
LOW |
1,349.00 |
0.618 |
1,335.75 |
1.000 |
1,327.75 |
1.618 |
1,314.50 |
2.618 |
1,293.25 |
4.250 |
1,258.75 |
|
|
Fisher Pivots for day following 17-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
1,359.50 |
1,353.50 |
PP |
1,356.75 |
1,352.75 |
S1 |
1,354.00 |
1,352.00 |
|