Trading Metrics calculated at close of trading on 18-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2008 |
18-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
6,743.5 |
6,798.0 |
54.5 |
0.8% |
6,777.5 |
High |
6,860.5 |
6,802.0 |
-58.5 |
-0.9% |
6,851.0 |
Low |
6,743.5 |
6,708.0 |
-35.5 |
-0.5% |
6,637.0 |
Close |
6,805.5 |
6,727.5 |
-78.0 |
-1.1% |
6,770.5 |
Range |
117.0 |
94.0 |
-23.0 |
-19.7% |
214.0 |
ATR |
122.2 |
120.5 |
-1.8 |
-1.4% |
0.0 |
Volume |
205,536 |
212,645 |
7,109 |
3.5% |
906,677 |
|
Daily Pivots for day following 18-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,027.8 |
6,971.7 |
6,779.2 |
|
R3 |
6,933.8 |
6,877.7 |
6,753.4 |
|
R2 |
6,839.8 |
6,839.8 |
6,744.7 |
|
R1 |
6,783.7 |
6,783.7 |
6,736.1 |
6,764.8 |
PP |
6,745.8 |
6,745.8 |
6,745.8 |
6,736.4 |
S1 |
6,689.7 |
6,689.7 |
6,718.9 |
6,670.8 |
S2 |
6,651.8 |
6,651.8 |
6,710.3 |
|
S3 |
6,557.8 |
6,595.7 |
6,701.7 |
|
S4 |
6,463.8 |
6,501.7 |
6,675.8 |
|
|
Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,394.8 |
7,296.7 |
6,888.2 |
|
R3 |
7,180.8 |
7,082.7 |
6,829.4 |
|
R2 |
6,966.8 |
6,966.8 |
6,809.7 |
|
R1 |
6,868.7 |
6,868.7 |
6,790.1 |
6,810.8 |
PP |
6,752.8 |
6,752.8 |
6,752.8 |
6,723.9 |
S1 |
6,654.7 |
6,654.7 |
6,750.9 |
6,596.8 |
S2 |
6,538.8 |
6,538.8 |
6,731.3 |
|
S3 |
6,324.8 |
6,440.7 |
6,711.7 |
|
S4 |
6,110.8 |
6,226.7 |
6,652.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,860.5 |
6,649.0 |
211.5 |
3.1% |
115.3 |
1.7% |
37% |
False |
False |
186,094 |
10 |
7,014.0 |
6,637.0 |
377.0 |
5.6% |
129.4 |
1.9% |
24% |
False |
False |
173,620 |
20 |
7,142.0 |
6,637.0 |
505.0 |
7.5% |
115.5 |
1.7% |
18% |
False |
False |
144,916 |
40 |
7,270.0 |
6,637.0 |
633.0 |
9.4% |
105.0 |
1.6% |
14% |
False |
False |
131,806 |
60 |
7,270.0 |
6,495.0 |
775.0 |
11.5% |
113.2 |
1.7% |
30% |
False |
False |
138,227 |
80 |
7,270.0 |
6,174.0 |
1,096.0 |
16.3% |
121.8 |
1.8% |
51% |
False |
False |
122,800 |
100 |
7,270.0 |
6,174.0 |
1,096.0 |
16.3% |
129.0 |
1.9% |
51% |
False |
False |
98,517 |
120 |
8,258.0 |
6,174.0 |
2,084.0 |
31.0% |
141.9 |
2.1% |
27% |
False |
False |
82,220 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,201.5 |
2.618 |
7,048.1 |
1.618 |
6,954.1 |
1.000 |
6,896.0 |
0.618 |
6,860.1 |
HIGH |
6,802.0 |
0.618 |
6,766.1 |
0.500 |
6,755.0 |
0.382 |
6,743.9 |
LOW |
6,708.0 |
0.618 |
6,649.9 |
1.000 |
6,614.0 |
1.618 |
6,555.9 |
2.618 |
6,461.9 |
4.250 |
6,308.5 |
|
|
Fisher Pivots for day following 18-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
6,755.0 |
6,768.0 |
PP |
6,745.8 |
6,754.5 |
S1 |
6,736.7 |
6,741.0 |
|