Trading Metrics calculated at close of trading on 19-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2008 |
19-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
1,350.75 |
1,336.75 |
-14.00 |
-1.0% |
1,358.75 |
High |
1,353.25 |
1,348.00 |
-5.25 |
-0.4% |
1,371.50 |
Low |
1,332.75 |
1,330.50 |
-2.25 |
-0.2% |
1,331.00 |
Close |
1,337.00 |
1,340.00 |
3.00 |
0.2% |
1,357.50 |
Range |
20.50 |
17.50 |
-3.00 |
-14.6% |
40.50 |
ATR |
22.35 |
22.00 |
-0.35 |
-1.5% |
0.00 |
Volume |
523,288 |
437,319 |
-85,969 |
-16.4% |
11,135,731 |
|
Daily Pivots for day following 19-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,392.00 |
1,383.50 |
1,349.50 |
|
R3 |
1,374.50 |
1,366.00 |
1,344.75 |
|
R2 |
1,357.00 |
1,357.00 |
1,343.25 |
|
R1 |
1,348.50 |
1,348.50 |
1,341.50 |
1,352.75 |
PP |
1,339.50 |
1,339.50 |
1,339.50 |
1,341.50 |
S1 |
1,331.00 |
1,331.00 |
1,338.50 |
1,335.25 |
S2 |
1,322.00 |
1,322.00 |
1,336.75 |
|
S3 |
1,304.50 |
1,313.50 |
1,335.25 |
|
S4 |
1,287.00 |
1,296.00 |
1,330.50 |
|
|
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 |
1,330.50 |
39.75 |
3.0% |
20.00 |
1.5% |
24% |
False |
True |
735,396 |
10 |
1,411.00 |
1,330.50 |
80.50 |
6.0% |
24.50 |
1.8% |
12% |
False |
True |
1,538,714 |
20 |
1,411.00 |
1,330.50 |
80.50 |
6.0% |
21.75 |
1.6% |
12% |
False |
True |
1,656,910 |
40 |
1,441.00 |
1,330.50 |
110.50 |
8.2% |
21.25 |
1.6% |
9% |
False |
True |
1,687,031 |
60 |
1,441.00 |
1,309.50 |
131.50 |
9.8% |
21.50 |
1.6% |
23% |
False |
False |
1,709,419 |
80 |
1,441.00 |
1,253.00 |
188.00 |
14.0% |
25.00 |
1.9% |
46% |
False |
False |
1,569,019 |
100 |
1,441.00 |
1,253.00 |
188.00 |
14.0% |
25.75 |
1.9% |
46% |
False |
False |
1,256,584 |
120 |
1,497.25 |
1,253.00 |
244.25 |
18.2% |
27.50 |
2.1% |
36% |
False |
False |
1,048,022 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,422.50 |
2.618 |
1,393.75 |
1.618 |
1,376.25 |
1.000 |
1,365.50 |
0.618 |
1,358.75 |
HIGH |
1,348.00 |
0.618 |
1,341.25 |
0.500 |
1,339.25 |
0.382 |
1,337.25 |
LOW |
1,330.50 |
0.618 |
1,319.75 |
1.000 |
1,313.00 |
1.618 |
1,302.25 |
2.618 |
1,284.75 |
4.250 |
1,256.00 |
|
|
Fisher Pivots for day following 19-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
1,339.75 |
1,350.50 |
PP |
1,339.50 |
1,347.00 |
S1 |
1,339.25 |
1,343.50 |
|