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 |
5,700.0 |
5,635.0 |
-65.0 |
-1.1% |
5,735.0 |
High |
5,717.0 |
5,675.0 |
-42.0 |
-0.7% |
5,769.0 |
Low |
5,608.0 |
5,588.0 |
-20.0 |
-0.4% |
5,637.0 |
Close |
5,696.0 |
5,608.0 |
-88.0 |
-1.5% |
5,706.0 |
Range |
109.0 |
87.0 |
-22.0 |
-20.2% |
132.0 |
ATR |
91.5 |
92.7 |
1.2 |
1.3% |
0.0 |
Volume |
26,939 |
35,326 |
8,387 |
31.1% |
86,543 |
|
Daily Pivots for day following 03-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,884.7 |
5,833.3 |
5,655.9 |
|
R3 |
5,797.7 |
5,746.3 |
5,631.9 |
|
R2 |
5,710.7 |
5,710.7 |
5,624.0 |
|
R1 |
5,659.3 |
5,659.3 |
5,616.0 |
5,641.5 |
PP |
5,623.7 |
5,623.7 |
5,623.7 |
5,614.8 |
S1 |
5,572.3 |
5,572.3 |
5,600.0 |
5,554.5 |
S2 |
5,536.7 |
5,536.7 |
5,592.1 |
|
S3 |
5,449.7 |
5,485.3 |
5,584.1 |
|
S4 |
5,362.7 |
5,398.3 |
5,560.2 |
|
|
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 |
5,738.0 |
5,588.0 |
150.0 |
2.7% |
84.0 |
1.5% |
13% |
False |
True |
24,753 |
10 |
5,886.0 |
5,588.0 |
298.0 |
5.3% |
80.5 |
1.4% |
7% |
False |
True |
21,991 |
20 |
6,004.0 |
5,583.0 |
421.0 |
7.5% |
84.8 |
1.5% |
6% |
False |
False |
21,905 |
40 |
6,004.0 |
5,343.0 |
661.0 |
11.8% |
85.7 |
1.5% |
40% |
False |
False |
21,523 |
60 |
6,004.0 |
5,090.0 |
914.0 |
16.3% |
84.6 |
1.5% |
57% |
False |
False |
22,605 |
80 |
6,004.0 |
5,090.0 |
914.0 |
16.3% |
75.9 |
1.4% |
57% |
False |
False |
16,999 |
100 |
6,115.0 |
5,090.0 |
1,025.0 |
18.3% |
77.7 |
1.4% |
51% |
False |
False |
13,639 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,044.8 |
2.618 |
5,902.8 |
1.618 |
5,815.8 |
1.000 |
5,762.0 |
0.618 |
5,728.8 |
HIGH |
5,675.0 |
0.618 |
5,641.8 |
0.500 |
5,631.5 |
0.382 |
5,621.2 |
LOW |
5,588.0 |
0.618 |
5,534.2 |
1.000 |
5,501.0 |
1.618 |
5,447.2 |
2.618 |
5,360.2 |
4.250 |
5,218.3 |
|
|
Fisher Pivots for day following 03-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
5,631.5 |
5,652.5 |
PP |
5,623.7 |
5,637.7 |
S1 |
5,615.8 |
5,622.8 |
|