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 |
5,697.0 |
5,700.0 |
3.0 |
0.1% |
5,735.0 |
High |
5,713.0 |
5,717.0 |
4.0 |
0.1% |
5,769.0 |
Low |
5,653.0 |
5,608.0 |
-45.0 |
-0.8% |
5,637.0 |
Close |
5,706.0 |
5,696.0 |
-10.0 |
-0.2% |
5,706.0 |
Range |
60.0 |
109.0 |
49.0 |
81.7% |
132.0 |
ATR |
90.2 |
91.5 |
1.3 |
1.5% |
0.0 |
Volume |
23,376 |
26,939 |
3,563 |
15.2% |
86,543 |
|
Daily Pivots for day following 02-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,000.7 |
5,957.3 |
5,756.0 |
|
R3 |
5,891.7 |
5,848.3 |
5,726.0 |
|
R2 |
5,782.7 |
5,782.7 |
5,716.0 |
|
R1 |
5,739.3 |
5,739.3 |
5,706.0 |
5,706.5 |
PP |
5,673.7 |
5,673.7 |
5,673.7 |
5,657.3 |
S1 |
5,630.3 |
5,630.3 |
5,686.0 |
5,597.5 |
S2 |
5,564.7 |
5,564.7 |
5,676.0 |
|
S3 |
5,455.7 |
5,521.3 |
5,666.0 |
|
S4 |
5,346.7 |
5,412.3 |
5,636.1 |
|
|
Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,100.0 |
6,035.0 |
5,778.6 |
|
R3 |
5,968.0 |
5,903.0 |
5,742.3 |
|
R2 |
5,836.0 |
5,836.0 |
5,730.2 |
|
R1 |
5,771.0 |
5,771.0 |
5,718.1 |
5,737.5 |
PP |
5,704.0 |
5,704.0 |
5,704.0 |
5,687.3 |
S1 |
5,639.0 |
5,639.0 |
5,693.9 |
5,605.5 |
S2 |
5,572.0 |
5,572.0 |
5,681.8 |
|
S3 |
5,440.0 |
5,507.0 |
5,669.7 |
|
S4 |
5,308.0 |
5,375.0 |
5,633.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,755.0 |
5,608.0 |
147.0 |
2.6% |
73.2 |
1.3% |
60% |
False |
True |
19,458 |
10 |
5,972.0 |
5,608.0 |
364.0 |
6.4% |
78.0 |
1.4% |
24% |
False |
True |
20,182 |
20 |
6,004.0 |
5,583.0 |
421.0 |
7.4% |
82.6 |
1.5% |
27% |
False |
False |
21,073 |
40 |
6,004.0 |
5,343.0 |
661.0 |
11.6% |
84.9 |
1.5% |
53% |
False |
False |
21,172 |
60 |
6,004.0 |
5,090.0 |
914.0 |
16.0% |
84.2 |
1.5% |
66% |
False |
False |
22,033 |
80 |
6,004.0 |
5,090.0 |
914.0 |
16.0% |
75.0 |
1.3% |
66% |
False |
False |
16,560 |
100 |
6,145.0 |
5,090.0 |
1,055.0 |
18.5% |
76.9 |
1.4% |
57% |
False |
False |
13,289 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,180.3 |
2.618 |
6,002.4 |
1.618 |
5,893.4 |
1.000 |
5,826.0 |
0.618 |
5,784.4 |
HIGH |
5,717.0 |
0.618 |
5,675.4 |
0.500 |
5,662.5 |
0.382 |
5,649.6 |
LOW |
5,608.0 |
0.618 |
5,540.6 |
1.000 |
5,499.0 |
1.618 |
5,431.6 |
2.618 |
5,322.6 |
4.250 |
5,144.8 |
|
|
Fisher Pivots for day following 02-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
5,684.8 |
5,687.7 |
PP |
5,673.7 |
5,679.3 |
S1 |
5,662.5 |
5,671.0 |
|