Trading Metrics calculated at close of trading on 12-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2008 |
12-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
5,426.0 |
5,362.0 |
-64.0 |
-1.2% |
5,700.0 |
High |
5,477.0 |
5,379.0 |
-98.0 |
-1.8% |
5,717.0 |
Low |
5,403.0 |
5,329.0 |
-74.0 |
-1.4% |
5,523.0 |
Close |
5,458.0 |
5,339.0 |
-119.0 |
-2.2% |
5,580.0 |
Range |
74.0 |
50.0 |
-24.0 |
-32.4% |
194.0 |
ATR |
95.0 |
97.4 |
2.4 |
2.6% |
0.0 |
Volume |
28,860 |
29,498 |
638 |
2.2% |
136,162 |
|
Daily Pivots for day following 12-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,499.0 |
5,469.0 |
5,366.5 |
|
R3 |
5,449.0 |
5,419.0 |
5,352.8 |
|
R2 |
5,399.0 |
5,399.0 |
5,348.2 |
|
R1 |
5,369.0 |
5,369.0 |
5,343.6 |
5,359.0 |
PP |
5,349.0 |
5,349.0 |
5,349.0 |
5,344.0 |
S1 |
5,319.0 |
5,319.0 |
5,334.4 |
5,309.0 |
S2 |
5,299.0 |
5,299.0 |
5,329.8 |
|
S3 |
5,249.0 |
5,269.0 |
5,325.3 |
|
S4 |
5,199.0 |
5,219.0 |
5,311.5 |
|
|
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 |
5,639.0 |
5,329.0 |
310.0 |
5.8% |
69.0 |
1.3% |
3% |
False |
True |
27,844 |
10 |
5,734.0 |
5,329.0 |
405.0 |
7.6% |
73.0 |
1.4% |
2% |
False |
True |
27,151 |
20 |
6,004.0 |
5,329.0 |
675.0 |
12.6% |
72.1 |
1.3% |
1% |
False |
True |
22,904 |
40 |
6,004.0 |
5,329.0 |
675.0 |
12.6% |
82.8 |
1.6% |
1% |
False |
True |
22,475 |
60 |
6,004.0 |
5,090.0 |
914.0 |
17.1% |
82.6 |
1.5% |
27% |
False |
False |
24,945 |
80 |
6,004.0 |
5,090.0 |
914.0 |
17.1% |
78.1 |
1.5% |
27% |
False |
False |
19,099 |
100 |
6,004.0 |
5,090.0 |
914.0 |
17.1% |
79.0 |
1.5% |
27% |
False |
False |
15,304 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,591.5 |
2.618 |
5,509.9 |
1.618 |
5,459.9 |
1.000 |
5,429.0 |
0.618 |
5,409.9 |
HIGH |
5,379.0 |
0.618 |
5,359.9 |
0.500 |
5,354.0 |
0.382 |
5,348.1 |
LOW |
5,329.0 |
0.618 |
5,298.1 |
1.000 |
5,279.0 |
1.618 |
5,248.1 |
2.618 |
5,198.1 |
4.250 |
5,116.5 |
|
|
Fisher Pivots for day following 12-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
5,354.0 |
5,418.5 |
PP |
5,349.0 |
5,392.0 |
S1 |
5,344.0 |
5,365.5 |
|