Trading Metrics calculated at close of trading on 18-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2008 |
18-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
5,367.0 |
5,393.0 |
26.0 |
0.5% |
5,500.0 |
High |
5,439.0 |
5,447.0 |
8.0 |
0.1% |
5,508.0 |
Low |
5,312.0 |
5,373.0 |
61.0 |
1.1% |
5,296.0 |
Close |
5,418.0 |
5,434.0 |
16.0 |
0.3% |
5,367.0 |
Range |
127.0 |
74.0 |
-53.0 |
-41.7% |
212.0 |
ATR |
96.8 |
95.2 |
-1.6 |
-1.7% |
0.0 |
Volume |
127,078 |
85,029 |
-42,049 |
-33.1% |
131,303 |
|
Daily Pivots for day following 18-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,640.0 |
5,611.0 |
5,474.7 |
|
R3 |
5,566.0 |
5,537.0 |
5,454.4 |
|
R2 |
5,492.0 |
5,492.0 |
5,447.6 |
|
R1 |
5,463.0 |
5,463.0 |
5,440.8 |
5,477.5 |
PP |
5,418.0 |
5,418.0 |
5,418.0 |
5,425.3 |
S1 |
5,389.0 |
5,389.0 |
5,427.2 |
5,403.5 |
S2 |
5,344.0 |
5,344.0 |
5,420.4 |
|
S3 |
5,270.0 |
5,315.0 |
5,413.7 |
|
S4 |
5,196.0 |
5,241.0 |
5,393.3 |
|
|
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 |
5,447.0 |
5,296.0 |
151.0 |
2.8% |
81.0 |
1.5% |
91% |
True |
False |
68,838 |
10 |
5,639.0 |
5,296.0 |
343.0 |
6.3% |
76.6 |
1.4% |
40% |
False |
False |
48,308 |
20 |
5,886.0 |
5,296.0 |
590.0 |
10.9% |
78.6 |
1.4% |
23% |
False |
False |
35,149 |
40 |
6,004.0 |
5,296.0 |
708.0 |
13.0% |
82.2 |
1.5% |
19% |
False |
False |
28,223 |
60 |
6,004.0 |
5,296.0 |
708.0 |
13.0% |
82.5 |
1.5% |
19% |
False |
False |
26,234 |
80 |
6,004.0 |
5,090.0 |
914.0 |
16.8% |
81.0 |
1.5% |
38% |
False |
False |
23,029 |
100 |
6,004.0 |
5,090.0 |
914.0 |
16.8% |
78.1 |
1.4% |
38% |
False |
False |
18,446 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,761.5 |
2.618 |
5,640.7 |
1.618 |
5,566.7 |
1.000 |
5,521.0 |
0.618 |
5,492.7 |
HIGH |
5,447.0 |
0.618 |
5,418.7 |
0.500 |
5,410.0 |
0.382 |
5,401.3 |
LOW |
5,373.0 |
0.618 |
5,327.3 |
1.000 |
5,299.0 |
1.618 |
5,253.3 |
2.618 |
5,179.3 |
4.250 |
5,058.5 |
|
|
Fisher Pivots for day following 18-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
5,426.0 |
5,415.8 |
PP |
5,418.0 |
5,397.7 |
S1 |
5,410.0 |
5,379.5 |
|