Trading Metrics calculated at close of trading on 05-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2008 |
05-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
6,982.0 |
6,999.0 |
17.0 |
0.2% |
6,969.0 |
High |
7,040.5 |
7,006.0 |
-34.5 |
-0.5% |
7,142.0 |
Low |
6,961.0 |
6,910.0 |
-51.0 |
-0.7% |
6,926.5 |
Close |
7,033.5 |
6,986.0 |
-47.5 |
-0.7% |
7,106.5 |
Range |
79.5 |
96.0 |
16.5 |
20.8% |
215.5 |
ATR |
108.2 |
109.3 |
1.1 |
1.0% |
0.0 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,255.3 |
7,216.7 |
7,038.8 |
|
R3 |
7,159.3 |
7,120.7 |
7,012.4 |
|
R2 |
7,063.3 |
7,063.3 |
7,003.6 |
|
R1 |
7,024.7 |
7,024.7 |
6,994.8 |
6,996.0 |
PP |
6,967.3 |
6,967.3 |
6,967.3 |
6,953.0 |
S1 |
6,928.7 |
6,928.7 |
6,977.2 |
6,900.0 |
S2 |
6,871.3 |
6,871.3 |
6,968.4 |
|
S3 |
6,775.3 |
6,832.7 |
6,959.6 |
|
S4 |
6,679.3 |
6,736.7 |
6,933.2 |
|
|
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 |
6,910.0 |
232.0 |
3.3% |
93.2 |
1.3% |
33% |
False |
True |
75,881 |
10 |
7,142.0 |
6,910.0 |
232.0 |
3.3% |
99.8 |
1.4% |
33% |
False |
True |
101,995 |
20 |
7,270.0 |
6,910.0 |
360.0 |
5.2% |
96.0 |
1.4% |
21% |
False |
True |
110,998 |
40 |
7,270.0 |
6,572.5 |
697.5 |
10.0% |
104.9 |
1.5% |
59% |
False |
False |
123,148 |
60 |
7,270.0 |
6,174.0 |
1,096.0 |
15.7% |
115.5 |
1.7% |
74% |
False |
False |
127,095 |
80 |
7,270.0 |
6,174.0 |
1,096.0 |
15.7% |
123.6 |
1.8% |
74% |
False |
False |
101,255 |
100 |
7,690.5 |
6,174.0 |
1,516.5 |
21.7% |
145.3 |
2.1% |
54% |
False |
False |
81,232 |
120 |
8,300.0 |
6,174.0 |
2,126.0 |
30.4% |
141.0 |
2.0% |
38% |
False |
False |
68,124 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,414.0 |
2.618 |
7,257.3 |
1.618 |
7,161.3 |
1.000 |
7,102.0 |
0.618 |
7,065.3 |
HIGH |
7,006.0 |
0.618 |
6,969.3 |
0.500 |
6,958.0 |
0.382 |
6,946.7 |
LOW |
6,910.0 |
0.618 |
6,850.7 |
1.000 |
6,814.0 |
1.618 |
6,754.7 |
2.618 |
6,658.7 |
4.250 |
6,502.0 |
|
|
Fisher Pivots for day following 05-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
6,976.7 |
6,982.4 |
PP |
6,967.3 |
6,978.8 |
S1 |
6,958.0 |
6,975.3 |
|