Trading Metrics calculated at close of trading on 05-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2008 |
05-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
5,588.0 |
5,586.0 |
-2.0 |
0.0% |
5,735.0 |
High |
5,639.0 |
5,595.0 |
-44.0 |
-0.8% |
5,769.0 |
Low |
5,573.0 |
5,523.0 |
-50.0 |
-0.9% |
5,637.0 |
Close |
5,620.0 |
5,542.0 |
-78.0 |
-1.4% |
5,706.0 |
Range |
66.0 |
72.0 |
6.0 |
9.1% |
132.0 |
ATR |
90.8 |
91.2 |
0.4 |
0.5% |
0.0 |
Volume |
29,167 |
24,496 |
-4,671 |
-16.0% |
86,543 |
|
Daily Pivots for day following 05-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,769.3 |
5,727.7 |
5,581.6 |
|
R3 |
5,697.3 |
5,655.7 |
5,561.8 |
|
R2 |
5,625.3 |
5,625.3 |
5,555.2 |
|
R1 |
5,583.7 |
5,583.7 |
5,548.6 |
5,568.5 |
PP |
5,553.3 |
5,553.3 |
5,553.3 |
5,545.8 |
S1 |
5,511.7 |
5,511.7 |
5,535.4 |
5,496.5 |
S2 |
5,481.3 |
5,481.3 |
5,528.8 |
|
S3 |
5,409.3 |
5,439.7 |
5,522.2 |
|
S4 |
5,337.3 |
5,367.7 |
5,502.4 |
|
|
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 |
5,717.0 |
5,523.0 |
194.0 |
3.5% |
78.8 |
1.4% |
10% |
False |
True |
27,860 |
10 |
5,855.0 |
5,523.0 |
332.0 |
6.0% |
74.4 |
1.3% |
6% |
False |
True |
22,225 |
20 |
6,004.0 |
5,523.0 |
481.0 |
8.7% |
77.1 |
1.4% |
4% |
False |
True |
21,642 |
40 |
6,004.0 |
5,343.0 |
661.0 |
11.9% |
83.4 |
1.5% |
30% |
False |
False |
21,758 |
60 |
6,004.0 |
5,090.0 |
914.0 |
16.5% |
84.2 |
1.5% |
49% |
False |
False |
23,471 |
80 |
6,004.0 |
5,090.0 |
914.0 |
16.5% |
76.5 |
1.4% |
49% |
False |
False |
17,668 |
100 |
6,069.0 |
5,090.0 |
979.0 |
17.7% |
78.6 |
1.4% |
46% |
False |
False |
14,174 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,901.0 |
2.618 |
5,783.5 |
1.618 |
5,711.5 |
1.000 |
5,667.0 |
0.618 |
5,639.5 |
HIGH |
5,595.0 |
0.618 |
5,567.5 |
0.500 |
5,559.0 |
0.382 |
5,550.5 |
LOW |
5,523.0 |
0.618 |
5,478.5 |
1.000 |
5,451.0 |
1.618 |
5,406.5 |
2.618 |
5,334.5 |
4.250 |
5,217.0 |
|
|
Fisher Pivots for day following 05-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
5,559.0 |
5,599.0 |
PP |
5,553.3 |
5,580.0 |
S1 |
5,547.7 |
5,561.0 |
|