Trading Metrics calculated at close of trading on 06-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2008 |
06-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
5,586.0 |
5,606.0 |
20.0 |
0.4% |
5,700.0 |
High |
5,595.0 |
5,639.0 |
44.0 |
0.8% |
5,717.0 |
Low |
5,523.0 |
5,579.0 |
56.0 |
1.0% |
5,523.0 |
Close |
5,542.0 |
5,580.0 |
38.0 |
0.7% |
5,580.0 |
Range |
72.0 |
60.0 |
-12.0 |
-16.7% |
194.0 |
ATR |
91.2 |
91.6 |
0.4 |
0.5% |
0.0 |
Volume |
24,496 |
20,234 |
-4,262 |
-17.4% |
136,162 |
|
Daily Pivots for day following 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,779.3 |
5,739.7 |
5,613.0 |
|
R3 |
5,719.3 |
5,679.7 |
5,596.5 |
|
R2 |
5,659.3 |
5,659.3 |
5,591.0 |
|
R1 |
5,619.7 |
5,619.7 |
5,585.5 |
5,609.5 |
PP |
5,599.3 |
5,599.3 |
5,599.3 |
5,594.3 |
S1 |
5,559.7 |
5,559.7 |
5,574.5 |
5,549.5 |
S2 |
5,539.3 |
5,539.3 |
5,569.0 |
|
S3 |
5,479.3 |
5,499.7 |
5,563.5 |
|
S4 |
5,419.3 |
5,439.7 |
5,547.0 |
|
|
Weekly Pivots for week ending 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,188.7 |
6,078.3 |
5,686.7 |
|
R3 |
5,994.7 |
5,884.3 |
5,633.4 |
|
R2 |
5,800.7 |
5,800.7 |
5,615.6 |
|
R1 |
5,690.3 |
5,690.3 |
5,597.8 |
5,648.5 |
PP |
5,606.7 |
5,606.7 |
5,606.7 |
5,585.8 |
S1 |
5,496.3 |
5,496.3 |
5,562.2 |
5,454.5 |
S2 |
5,412.7 |
5,412.7 |
5,544.4 |
|
S3 |
5,218.7 |
5,302.3 |
5,526.7 |
|
S4 |
5,024.7 |
5,108.3 |
5,473.3 |
|
|
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% |
29% |
False |
False |
27,232 |
10 |
5,769.0 |
5,523.0 |
246.0 |
4.4% |
70.9 |
1.3% |
23% |
False |
False |
22,270 |
20 |
6,004.0 |
5,523.0 |
481.0 |
8.6% |
74.9 |
1.3% |
12% |
False |
False |
21,424 |
40 |
6,004.0 |
5,343.0 |
661.0 |
11.8% |
82.9 |
1.5% |
36% |
False |
False |
21,657 |
60 |
6,004.0 |
5,090.0 |
914.0 |
16.4% |
84.3 |
1.5% |
54% |
False |
False |
23,788 |
80 |
6,004.0 |
5,090.0 |
914.0 |
16.4% |
77.2 |
1.4% |
54% |
False |
False |
17,921 |
100 |
6,004.0 |
5,090.0 |
914.0 |
16.4% |
78.7 |
1.4% |
54% |
False |
False |
14,373 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,894.0 |
2.618 |
5,796.1 |
1.618 |
5,736.1 |
1.000 |
5,699.0 |
0.618 |
5,676.1 |
HIGH |
5,639.0 |
0.618 |
5,616.1 |
0.500 |
5,609.0 |
0.382 |
5,601.9 |
LOW |
5,579.0 |
0.618 |
5,541.9 |
1.000 |
5,519.0 |
1.618 |
5,481.9 |
2.618 |
5,421.9 |
4.250 |
5,324.0 |
|
|
Fisher Pivots for day following 06-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
5,609.0 |
5,581.0 |
PP |
5,599.3 |
5,580.7 |
S1 |
5,589.7 |
5,580.3 |
|