Trading Metrics calculated at close of trading on 16-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2008 |
16-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
5,376.0 |
5,392.0 |
16.0 |
0.3% |
5,500.0 |
High |
5,397.0 |
5,412.0 |
15.0 |
0.3% |
5,508.0 |
Low |
5,296.0 |
5,359.0 |
63.0 |
1.2% |
5,296.0 |
Close |
5,367.0 |
5,375.0 |
8.0 |
0.1% |
5,367.0 |
Range |
101.0 |
53.0 |
-48.0 |
-47.5% |
212.0 |
ATR |
97.7 |
94.5 |
-3.2 |
-3.3% |
0.0 |
Volume |
36,811 |
65,777 |
28,966 |
78.7% |
131,303 |
|
Daily Pivots for day following 16-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,541.0 |
5,511.0 |
5,404.2 |
|
R3 |
5,488.0 |
5,458.0 |
5,389.6 |
|
R2 |
5,435.0 |
5,435.0 |
5,384.7 |
|
R1 |
5,405.0 |
5,405.0 |
5,379.9 |
5,393.5 |
PP |
5,382.0 |
5,382.0 |
5,382.0 |
5,376.3 |
S1 |
5,352.0 |
5,352.0 |
5,370.1 |
5,340.5 |
S2 |
5,329.0 |
5,329.0 |
5,365.3 |
|
S3 |
5,276.0 |
5,299.0 |
5,360.4 |
|
S4 |
5,223.0 |
5,246.0 |
5,345.9 |
|
|
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 |
5,508.0 |
5,296.0 |
212.0 |
3.9% |
73.4 |
1.4% |
37% |
False |
False |
39,416 |
10 |
5,717.0 |
5,296.0 |
421.0 |
7.8% |
76.1 |
1.4% |
19% |
False |
False |
33,324 |
20 |
6,004.0 |
5,296.0 |
708.0 |
13.2% |
74.4 |
1.4% |
11% |
False |
False |
26,178 |
40 |
6,004.0 |
5,296.0 |
708.0 |
13.2% |
83.4 |
1.6% |
11% |
False |
False |
24,289 |
60 |
6,004.0 |
5,173.0 |
831.0 |
15.5% |
81.8 |
1.5% |
24% |
False |
False |
23,986 |
80 |
6,004.0 |
5,090.0 |
914.0 |
17.0% |
79.6 |
1.5% |
31% |
False |
False |
20,380 |
100 |
6,004.0 |
5,090.0 |
914.0 |
17.0% |
78.2 |
1.5% |
31% |
False |
False |
16,327 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,637.3 |
2.618 |
5,550.8 |
1.618 |
5,497.8 |
1.000 |
5,465.0 |
0.618 |
5,444.8 |
HIGH |
5,412.0 |
0.618 |
5,391.8 |
0.500 |
5,385.5 |
0.382 |
5,379.2 |
LOW |
5,359.0 |
0.618 |
5,326.2 |
1.000 |
5,306.0 |
1.618 |
5,273.2 |
2.618 |
5,220.2 |
4.250 |
5,133.8 |
|
|
Fisher Pivots for day following 16-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
5,385.5 |
5,368.0 |
PP |
5,382.0 |
5,361.0 |
S1 |
5,378.5 |
5,354.0 |
|