Trading Metrics calculated at close of trading on 18-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2008 |
18-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
1,357.75 |
1,350.75 |
-7.00 |
-0.5% |
1,358.75 |
High |
1,370.25 |
1,353.25 |
-17.00 |
-1.2% |
1,371.50 |
Low |
1,349.00 |
1,332.75 |
-16.25 |
-1.2% |
1,331.00 |
Close |
1,351.00 |
1,337.00 |
-14.00 |
-1.0% |
1,357.50 |
Range |
21.25 |
20.50 |
-0.75 |
-3.5% |
40.50 |
ATR |
22.49 |
22.35 |
-0.14 |
-0.6% |
0.00 |
Volume |
552,324 |
523,288 |
-29,036 |
-5.3% |
11,135,731 |
|
Daily Pivots for day following 18-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,402.50 |
1,390.25 |
1,348.25 |
|
R3 |
1,382.00 |
1,369.75 |
1,342.75 |
|
R2 |
1,361.50 |
1,361.50 |
1,340.75 |
|
R1 |
1,349.25 |
1,349.25 |
1,339.00 |
1,345.00 |
PP |
1,341.00 |
1,341.00 |
1,341.00 |
1,339.00 |
S1 |
1,328.75 |
1,328.75 |
1,335.00 |
1,324.50 |
S2 |
1,320.50 |
1,320.50 |
1,333.25 |
|
S3 |
1,300.00 |
1,308.25 |
1,331.25 |
|
S4 |
1,279.50 |
1,287.75 |
1,325.75 |
|
|
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% |
21.00 |
1.6% |
15% |
False |
False |
1,168,193 |
10 |
1,411.00 |
1,331.00 |
80.00 |
6.0% |
25.75 |
1.9% |
8% |
False |
False |
1,703,559 |
20 |
1,421.00 |
1,331.00 |
90.00 |
6.7% |
22.50 |
1.7% |
7% |
False |
False |
1,728,444 |
40 |
1,441.00 |
1,331.00 |
110.00 |
8.2% |
21.25 |
1.6% |
5% |
False |
False |
1,719,961 |
60 |
1,441.00 |
1,309.50 |
131.50 |
9.8% |
21.50 |
1.6% |
21% |
False |
False |
1,731,029 |
80 |
1,441.00 |
1,253.00 |
188.00 |
14.1% |
25.25 |
1.9% |
45% |
False |
False |
1,563,617 |
100 |
1,441.00 |
1,253.00 |
188.00 |
14.1% |
25.75 |
1.9% |
45% |
False |
False |
1,252,311 |
120 |
1,511.50 |
1,253.00 |
258.50 |
19.3% |
27.50 |
2.1% |
32% |
False |
False |
1,044,392 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,440.50 |
2.618 |
1,407.00 |
1.618 |
1,386.50 |
1.000 |
1,373.75 |
0.618 |
1,366.00 |
HIGH |
1,353.25 |
0.618 |
1,345.50 |
0.500 |
1,343.00 |
0.382 |
1,340.50 |
LOW |
1,332.75 |
0.618 |
1,320.00 |
1.000 |
1,312.25 |
1.618 |
1,299.50 |
2.618 |
1,279.00 |
4.250 |
1,245.50 |
|
|
Fisher Pivots for day following 18-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
1,343.00 |
1,351.50 |
PP |
1,341.00 |
1,346.75 |
S1 |
1,339.00 |
1,341.75 |
|