Trading Metrics calculated at close of trading on 10-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2008 |
10-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
5,606.0 |
5,500.0 |
-106.0 |
-1.9% |
5,700.0 |
High |
5,639.0 |
5,508.0 |
-131.0 |
-2.3% |
5,717.0 |
Low |
5,579.0 |
5,419.0 |
-160.0 |
-2.9% |
5,523.0 |
Close |
5,580.0 |
5,420.0 |
-160.0 |
-2.9% |
5,580.0 |
Range |
60.0 |
89.0 |
29.0 |
48.3% |
194.0 |
ATR |
91.6 |
96.6 |
5.0 |
5.4% |
0.0 |
Volume |
20,234 |
36,134 |
15,900 |
78.6% |
136,162 |
|
Daily Pivots for day following 10-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,716.0 |
5,657.0 |
5,469.0 |
|
R3 |
5,627.0 |
5,568.0 |
5,444.5 |
|
R2 |
5,538.0 |
5,538.0 |
5,436.3 |
|
R1 |
5,479.0 |
5,479.0 |
5,428.2 |
5,464.0 |
PP |
5,449.0 |
5,449.0 |
5,449.0 |
5,441.5 |
S1 |
5,390.0 |
5,390.0 |
5,411.8 |
5,375.0 |
S2 |
5,360.0 |
5,360.0 |
5,403.7 |
|
S3 |
5,271.0 |
5,301.0 |
5,395.5 |
|
S4 |
5,182.0 |
5,212.0 |
5,371.1 |
|
|
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 |
5,675.0 |
5,419.0 |
256.0 |
4.7% |
74.8 |
1.4% |
0% |
False |
True |
29,071 |
10 |
5,755.0 |
5,419.0 |
336.0 |
6.2% |
74.0 |
1.4% |
0% |
False |
True |
24,264 |
20 |
6,004.0 |
5,419.0 |
585.0 |
10.8% |
74.1 |
1.4% |
0% |
False |
True |
22,150 |
40 |
6,004.0 |
5,343.0 |
661.0 |
12.2% |
83.3 |
1.5% |
12% |
False |
False |
22,088 |
60 |
6,004.0 |
5,090.0 |
914.0 |
16.9% |
83.5 |
1.5% |
36% |
False |
False |
24,363 |
80 |
6,004.0 |
5,090.0 |
914.0 |
16.9% |
77.9 |
1.4% |
36% |
False |
False |
18,371 |
100 |
6,004.0 |
5,090.0 |
914.0 |
16.9% |
79.5 |
1.5% |
36% |
False |
False |
14,731 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,886.3 |
2.618 |
5,741.0 |
1.618 |
5,652.0 |
1.000 |
5,597.0 |
0.618 |
5,563.0 |
HIGH |
5,508.0 |
0.618 |
5,474.0 |
0.500 |
5,463.5 |
0.382 |
5,453.0 |
LOW |
5,419.0 |
0.618 |
5,364.0 |
1.000 |
5,330.0 |
1.618 |
5,275.0 |
2.618 |
5,186.0 |
4.250 |
5,040.8 |
|
|
Fisher Pivots for day following 10-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
5,463.5 |
5,529.0 |
PP |
5,449.0 |
5,492.7 |
S1 |
5,434.5 |
5,456.3 |
|