Trading Metrics calculated at close of trading on 03-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2008 |
03-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
7,119.5 |
6,982.0 |
-137.5 |
-1.9% |
6,969.0 |
High |
7,126.0 |
7,040.5 |
-85.5 |
-1.2% |
7,142.0 |
Low |
6,970.0 |
6,961.0 |
-9.0 |
-0.1% |
6,926.5 |
Close |
7,024.5 |
7,033.5 |
9.0 |
0.1% |
7,106.5 |
Range |
156.0 |
79.5 |
-76.5 |
-49.0% |
215.5 |
ATR |
112.7 |
110.4 |
-2.4 |
-2.1% |
0.0 |
Volume |
142,414 |
137,075 |
-5,339 |
-3.7% |
603,703 |
|
Daily Pivots for day following 03-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,250.2 |
7,221.3 |
7,077.2 |
|
R3 |
7,170.7 |
7,141.8 |
7,055.4 |
|
R2 |
7,091.2 |
7,091.2 |
7,048.1 |
|
R1 |
7,062.3 |
7,062.3 |
7,040.8 |
7,076.8 |
PP |
7,011.7 |
7,011.7 |
7,011.7 |
7,018.9 |
S1 |
6,982.8 |
6,982.8 |
7,026.2 |
6,997.3 |
S2 |
6,932.2 |
6,932.2 |
7,018.9 |
|
S3 |
6,852.7 |
6,903.3 |
7,011.6 |
|
S4 |
6,773.2 |
6,823.8 |
6,989.8 |
|
|
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 |
6,961.0 |
181.0 |
2.6% |
104.6 |
1.5% |
40% |
False |
True |
138,219 |
10 |
7,228.0 |
6,926.5 |
301.5 |
4.3% |
103.8 |
1.5% |
35% |
False |
False |
116,212 |
20 |
7,270.0 |
6,926.5 |
343.5 |
4.9% |
96.4 |
1.4% |
31% |
False |
False |
123,801 |
40 |
7,270.0 |
6,572.5 |
697.5 |
9.9% |
106.6 |
1.5% |
66% |
False |
False |
130,995 |
60 |
7,270.0 |
6,174.0 |
1,096.0 |
15.6% |
118.4 |
1.7% |
78% |
False |
False |
134,648 |
80 |
7,270.0 |
6,174.0 |
1,096.0 |
15.6% |
125.6 |
1.8% |
78% |
False |
False |
101,301 |
100 |
7,904.0 |
6,174.0 |
1,730.0 |
24.6% |
145.9 |
2.1% |
50% |
False |
False |
81,242 |
120 |
8,300.0 |
6,174.0 |
2,126.0 |
30.2% |
142.1 |
2.0% |
40% |
False |
False |
68,169 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,378.4 |
2.618 |
7,248.6 |
1.618 |
7,169.1 |
1.000 |
7,120.0 |
0.618 |
7,089.6 |
HIGH |
7,040.5 |
0.618 |
7,010.1 |
0.500 |
7,000.8 |
0.382 |
6,991.4 |
LOW |
6,961.0 |
0.618 |
6,911.9 |
1.000 |
6,881.5 |
1.618 |
6,832.4 |
2.618 |
6,752.9 |
4.250 |
6,623.1 |
|
|
Fisher Pivots for day following 03-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
7,022.6 |
7,051.5 |
PP |
7,011.7 |
7,045.5 |
S1 |
7,000.8 |
7,039.5 |
|