Trading Metrics calculated at close of trading on 13-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2008 |
13-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
5,362.0 |
5,376.0 |
14.0 |
0.3% |
5,500.0 |
High |
5,379.0 |
5,397.0 |
18.0 |
0.3% |
5,508.0 |
Low |
5,329.0 |
5,296.0 |
-33.0 |
-0.6% |
5,296.0 |
Close |
5,339.0 |
5,367.0 |
28.0 |
0.5% |
5,367.0 |
Range |
50.0 |
101.0 |
51.0 |
102.0% |
212.0 |
ATR |
97.4 |
97.7 |
0.3 |
0.3% |
0.0 |
Volume |
29,498 |
36,811 |
7,313 |
24.8% |
131,303 |
|
Daily Pivots for day following 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,656.3 |
5,612.7 |
5,422.6 |
|
R3 |
5,555.3 |
5,511.7 |
5,394.8 |
|
R2 |
5,454.3 |
5,454.3 |
5,385.5 |
|
R1 |
5,410.7 |
5,410.7 |
5,376.3 |
5,382.0 |
PP |
5,353.3 |
5,353.3 |
5,353.3 |
5,339.0 |
S1 |
5,309.7 |
5,309.7 |
5,357.7 |
5,281.0 |
S2 |
5,252.3 |
5,252.3 |
5,348.5 |
|
S3 |
5,151.3 |
5,208.7 |
5,339.2 |
|
S4 |
5,050.3 |
5,107.7 |
5,311.5 |
|
|
Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,026.3 |
5,908.7 |
5,483.6 |
|
R3 |
5,814.3 |
5,696.7 |
5,425.3 |
|
R2 |
5,602.3 |
5,602.3 |
5,405.9 |
|
R1 |
5,484.7 |
5,484.7 |
5,386.4 |
5,437.5 |
PP |
5,390.3 |
5,390.3 |
5,390.3 |
5,366.8 |
S1 |
5,272.7 |
5,272.7 |
5,347.6 |
5,225.5 |
S2 |
5,178.3 |
5,178.3 |
5,328.1 |
|
S3 |
4,966.3 |
5,060.7 |
5,308.7 |
|
S4 |
4,754.3 |
4,848.7 |
5,250.4 |
|
|
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 |
5,296.0 |
343.0 |
6.4% |
74.8 |
1.4% |
21% |
False |
True |
30,307 |
10 |
5,717.0 |
5,296.0 |
421.0 |
7.8% |
76.8 |
1.4% |
17% |
False |
True |
29,084 |
20 |
6,004.0 |
5,296.0 |
708.0 |
13.2% |
74.4 |
1.4% |
10% |
False |
True |
23,826 |
40 |
6,004.0 |
5,296.0 |
708.0 |
13.2% |
84.1 |
1.6% |
10% |
False |
True |
23,003 |
60 |
6,004.0 |
5,114.0 |
890.0 |
16.6% |
81.8 |
1.5% |
28% |
False |
False |
24,673 |
80 |
6,004.0 |
5,090.0 |
914.0 |
17.0% |
79.3 |
1.5% |
30% |
False |
False |
19,558 |
100 |
6,004.0 |
5,090.0 |
914.0 |
17.0% |
79.2 |
1.5% |
30% |
False |
False |
15,670 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,826.3 |
2.618 |
5,661.4 |
1.618 |
5,560.4 |
1.000 |
5,498.0 |
0.618 |
5,459.4 |
HIGH |
5,397.0 |
0.618 |
5,358.4 |
0.500 |
5,346.5 |
0.382 |
5,334.6 |
LOW |
5,296.0 |
0.618 |
5,233.6 |
1.000 |
5,195.0 |
1.618 |
5,132.6 |
2.618 |
5,031.6 |
4.250 |
4,866.8 |
|
|
Fisher Pivots for day following 13-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
5,360.2 |
5,386.5 |
PP |
5,353.3 |
5,380.0 |
S1 |
5,346.5 |
5,373.5 |
|