Trading Metrics calculated at close of trading on 09-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2008 |
09-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
7,004.5 |
6,777.5 |
-227.0 |
-3.2% |
7,119.5 |
High |
7,014.0 |
6,851.0 |
-163.0 |
-2.3% |
7,126.0 |
Low |
6,749.5 |
6,772.5 |
23.0 |
0.3% |
6,749.5 |
Close |
6,817.5 |
6,823.0 |
5.5 |
0.1% |
6,817.5 |
Range |
264.5 |
78.5 |
-186.0 |
-70.3% |
376.5 |
ATR |
120.3 |
117.4 |
-3.0 |
-2.5% |
0.0 |
Volume |
237,999 |
181,986 |
-56,013 |
-23.5% |
517,488 |
|
Daily Pivots for day following 09-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,051.0 |
7,015.5 |
6,866.2 |
|
R3 |
6,972.5 |
6,937.0 |
6,844.6 |
|
R2 |
6,894.0 |
6,894.0 |
6,837.4 |
|
R1 |
6,858.5 |
6,858.5 |
6,830.2 |
6,876.3 |
PP |
6,815.5 |
6,815.5 |
6,815.5 |
6,824.4 |
S1 |
6,780.0 |
6,780.0 |
6,815.8 |
6,797.8 |
S2 |
6,737.0 |
6,737.0 |
6,808.6 |
|
S3 |
6,658.5 |
6,701.5 |
6,801.4 |
|
S4 |
6,580.0 |
6,623.0 |
6,779.8 |
|
|
Weekly Pivots for week ending 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,027.2 |
7,798.8 |
7,024.6 |
|
R3 |
7,650.7 |
7,422.3 |
6,921.0 |
|
R2 |
7,274.2 |
7,274.2 |
6,886.5 |
|
R1 |
7,045.8 |
7,045.8 |
6,852.0 |
6,971.8 |
PP |
6,897.7 |
6,897.7 |
6,897.7 |
6,860.6 |
S1 |
6,669.3 |
6,669.3 |
6,783.0 |
6,595.3 |
S2 |
6,521.2 |
6,521.2 |
6,748.5 |
|
S3 |
6,144.7 |
6,292.8 |
6,714.0 |
|
S4 |
5,768.2 |
5,916.3 |
6,610.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,040.5 |
6,749.5 |
291.0 |
4.3% |
119.6 |
1.8% |
25% |
False |
False |
111,412 |
10 |
7,142.0 |
6,749.5 |
392.5 |
5.8% |
114.4 |
1.7% |
19% |
False |
False |
126,734 |
20 |
7,270.0 |
6,749.5 |
520.5 |
7.6% |
106.3 |
1.6% |
14% |
False |
False |
121,246 |
40 |
7,270.0 |
6,579.5 |
690.5 |
10.1% |
106.0 |
1.6% |
35% |
False |
False |
125,803 |
60 |
7,270.0 |
6,174.0 |
1,096.0 |
16.1% |
116.1 |
1.7% |
59% |
False |
False |
126,603 |
80 |
7,270.0 |
6,174.0 |
1,096.0 |
16.1% |
124.3 |
1.8% |
59% |
False |
False |
106,472 |
100 |
7,636.0 |
6,174.0 |
1,462.0 |
21.4% |
145.4 |
2.1% |
44% |
False |
False |
85,412 |
120 |
8,300.0 |
6,174.0 |
2,126.0 |
31.2% |
141.4 |
2.1% |
31% |
False |
False |
71,545 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,184.6 |
2.618 |
7,056.5 |
1.618 |
6,978.0 |
1.000 |
6,929.5 |
0.618 |
6,899.5 |
HIGH |
6,851.0 |
0.618 |
6,821.0 |
0.500 |
6,811.8 |
0.382 |
6,802.5 |
LOW |
6,772.5 |
0.618 |
6,724.0 |
1.000 |
6,694.0 |
1.618 |
6,645.5 |
2.618 |
6,567.0 |
4.250 |
6,438.9 |
|
|
Fisher Pivots for day following 09-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
6,819.3 |
6,881.8 |
PP |
6,815.5 |
6,862.2 |
S1 |
6,811.8 |
6,842.6 |
|