Trading Metrics calculated at close of trading on 04-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2008 |
04-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
5,635.0 |
5,588.0 |
-47.0 |
-0.8% |
5,735.0 |
High |
5,675.0 |
5,639.0 |
-36.0 |
-0.6% |
5,769.0 |
Low |
5,588.0 |
5,573.0 |
-15.0 |
-0.3% |
5,637.0 |
Close |
5,608.0 |
5,620.0 |
12.0 |
0.2% |
5,706.0 |
Range |
87.0 |
66.0 |
-21.0 |
-24.1% |
132.0 |
ATR |
92.7 |
90.8 |
-1.9 |
-2.1% |
0.0 |
Volume |
35,326 |
29,167 |
-6,159 |
-17.4% |
86,543 |
|
Daily Pivots for day following 04-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,808.7 |
5,780.3 |
5,656.3 |
|
R3 |
5,742.7 |
5,714.3 |
5,638.2 |
|
R2 |
5,676.7 |
5,676.7 |
5,632.1 |
|
R1 |
5,648.3 |
5,648.3 |
5,626.1 |
5,662.5 |
PP |
5,610.7 |
5,610.7 |
5,610.7 |
5,617.8 |
S1 |
5,582.3 |
5,582.3 |
5,614.0 |
5,596.5 |
S2 |
5,544.7 |
5,544.7 |
5,607.9 |
|
S3 |
5,478.7 |
5,516.3 |
5,601.9 |
|
S4 |
5,412.7 |
5,450.3 |
5,583.7 |
|
|
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 |
5,734.0 |
5,573.0 |
161.0 |
2.9% |
77.0 |
1.4% |
29% |
False |
True |
26,459 |
10 |
5,885.0 |
5,573.0 |
312.0 |
5.6% |
80.7 |
1.4% |
15% |
False |
True |
22,877 |
20 |
6,004.0 |
5,573.0 |
431.0 |
7.7% |
82.4 |
1.5% |
11% |
False |
True |
22,148 |
40 |
6,004.0 |
5,343.0 |
661.0 |
11.8% |
85.2 |
1.5% |
42% |
False |
False |
21,725 |
60 |
6,004.0 |
5,090.0 |
914.0 |
16.3% |
84.4 |
1.5% |
58% |
False |
False |
23,078 |
80 |
6,004.0 |
5,090.0 |
914.0 |
16.3% |
76.7 |
1.4% |
58% |
False |
False |
17,364 |
100 |
6,069.0 |
5,090.0 |
979.0 |
17.4% |
77.8 |
1.4% |
54% |
False |
False |
13,929 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,919.5 |
2.618 |
5,811.8 |
1.618 |
5,745.8 |
1.000 |
5,705.0 |
0.618 |
5,679.8 |
HIGH |
5,639.0 |
0.618 |
5,613.8 |
0.500 |
5,606.0 |
0.382 |
5,598.2 |
LOW |
5,573.0 |
0.618 |
5,532.2 |
1.000 |
5,507.0 |
1.618 |
5,466.2 |
2.618 |
5,400.2 |
4.250 |
5,292.5 |
|
|
Fisher Pivots for day following 04-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
5,615.3 |
5,645.0 |
PP |
5,610.7 |
5,636.7 |
S1 |
5,606.0 |
5,628.3 |
|