Trading Metrics calculated at close of trading on 02-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2008 |
02-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
7,097.0 |
7,119.5 |
22.5 |
0.3% |
6,969.0 |
High |
7,142.0 |
7,126.0 |
-16.0 |
-0.2% |
7,142.0 |
Low |
7,087.0 |
6,970.0 |
-117.0 |
-1.7% |
6,926.5 |
Close |
7,106.5 |
7,024.5 |
-82.0 |
-1.2% |
7,106.5 |
Range |
55.0 |
156.0 |
101.0 |
183.6% |
215.5 |
ATR |
109.4 |
112.7 |
3.3 |
3.0% |
0.0 |
Volume |
99,920 |
142,414 |
42,494 |
42.5% |
603,703 |
|
Daily Pivots for day following 02-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,508.2 |
7,422.3 |
7,110.3 |
|
R3 |
7,352.2 |
7,266.3 |
7,067.4 |
|
R2 |
7,196.2 |
7,196.2 |
7,053.1 |
|
R1 |
7,110.3 |
7,110.3 |
7,038.8 |
7,075.3 |
PP |
7,040.2 |
7,040.2 |
7,040.2 |
7,022.6 |
S1 |
6,954.3 |
6,954.3 |
7,010.2 |
6,919.3 |
S2 |
6,884.2 |
6,884.2 |
6,995.9 |
|
S3 |
6,728.2 |
6,798.3 |
6,981.6 |
|
S4 |
6,572.2 |
6,642.3 |
6,938.7 |
|
|
Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,704.8 |
7,621.2 |
7,225.0 |
|
R3 |
7,489.3 |
7,405.7 |
7,165.8 |
|
R2 |
7,273.8 |
7,273.8 |
7,146.0 |
|
R1 |
7,190.2 |
7,190.2 |
7,126.3 |
7,232.0 |
PP |
7,058.3 |
7,058.3 |
7,058.3 |
7,079.3 |
S1 |
6,974.7 |
6,974.7 |
7,086.7 |
7,016.5 |
S2 |
6,842.8 |
6,842.8 |
7,067.0 |
|
S3 |
6,627.3 |
6,759.2 |
7,047.2 |
|
S4 |
6,411.8 |
6,543.7 |
6,988.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,142.0 |
6,926.5 |
215.5 |
3.1% |
109.1 |
1.6% |
45% |
False |
False |
142,057 |
10 |
7,228.0 |
6,926.5 |
301.5 |
4.3% |
106.1 |
1.5% |
33% |
False |
False |
116,470 |
20 |
7,270.0 |
6,926.5 |
343.5 |
4.9% |
97.8 |
1.4% |
29% |
False |
False |
123,595 |
40 |
7,270.0 |
6,572.5 |
697.5 |
9.9% |
106.2 |
1.5% |
65% |
False |
False |
130,556 |
60 |
7,270.0 |
6,174.0 |
1,096.0 |
15.6% |
118.8 |
1.7% |
78% |
False |
False |
132,401 |
80 |
7,270.0 |
6,174.0 |
1,096.0 |
15.6% |
126.4 |
1.8% |
78% |
False |
False |
99,623 |
100 |
7,904.0 |
6,174.0 |
1,730.0 |
24.6% |
145.8 |
2.1% |
49% |
False |
False |
79,875 |
120 |
8,300.0 |
6,174.0 |
2,126.0 |
30.3% |
141.8 |
2.0% |
40% |
False |
False |
67,030 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,789.0 |
2.618 |
7,534.4 |
1.618 |
7,378.4 |
1.000 |
7,282.0 |
0.618 |
7,222.4 |
HIGH |
7,126.0 |
0.618 |
7,066.4 |
0.500 |
7,048.0 |
0.382 |
7,029.6 |
LOW |
6,970.0 |
0.618 |
6,873.6 |
1.000 |
6,814.0 |
1.618 |
6,717.6 |
2.618 |
6,561.6 |
4.250 |
6,307.0 |
|
|
Fisher Pivots for day following 02-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
7,048.0 |
7,056.0 |
PP |
7,040.2 |
7,045.5 |
S1 |
7,032.3 |
7,035.0 |
|