Trading Metrics calculated at close of trading on 19-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2008 |
19-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
5,393.0 |
5,358.0 |
-35.0 |
-0.6% |
5,500.0 |
High |
5,447.0 |
5,388.0 |
-59.0 |
-1.1% |
5,508.0 |
Low |
5,373.0 |
5,357.0 |
-16.0 |
-0.3% |
5,296.0 |
Close |
5,434.0 |
5,383.0 |
-51.0 |
-0.9% |
5,367.0 |
Range |
74.0 |
31.0 |
-43.0 |
-58.1% |
212.0 |
ATR |
95.2 |
93.9 |
-1.3 |
-1.4% |
0.0 |
Volume |
85,029 |
7,124 |
-77,905 |
-91.6% |
131,303 |
|
Daily Pivots for day following 19-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,469.0 |
5,457.0 |
5,400.1 |
|
R3 |
5,438.0 |
5,426.0 |
5,391.5 |
|
R2 |
5,407.0 |
5,407.0 |
5,388.7 |
|
R1 |
5,395.0 |
5,395.0 |
5,385.8 |
5,401.0 |
PP |
5,376.0 |
5,376.0 |
5,376.0 |
5,379.0 |
S1 |
5,364.0 |
5,364.0 |
5,380.2 |
5,370.0 |
S2 |
5,345.0 |
5,345.0 |
5,377.3 |
|
S3 |
5,314.0 |
5,333.0 |
5,374.5 |
|
S4 |
5,283.0 |
5,302.0 |
5,366.0 |
|
|
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% |
77.2 |
1.4% |
58% |
False |
False |
64,363 |
10 |
5,639.0 |
5,296.0 |
343.0 |
6.4% |
73.1 |
1.4% |
25% |
False |
False |
46,104 |
20 |
5,885.0 |
5,296.0 |
589.0 |
10.9% |
76.9 |
1.4% |
15% |
False |
False |
34,490 |
40 |
6,004.0 |
5,296.0 |
708.0 |
13.2% |
80.8 |
1.5% |
12% |
False |
False |
27,938 |
60 |
6,004.0 |
5,296.0 |
708.0 |
13.2% |
82.1 |
1.5% |
12% |
False |
False |
25,882 |
80 |
6,004.0 |
5,090.0 |
914.0 |
17.0% |
81.3 |
1.5% |
32% |
False |
False |
23,117 |
100 |
6,004.0 |
5,090.0 |
914.0 |
17.0% |
77.1 |
1.4% |
32% |
False |
False |
18,514 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,519.8 |
2.618 |
5,469.2 |
1.618 |
5,438.2 |
1.000 |
5,419.0 |
0.618 |
5,407.2 |
HIGH |
5,388.0 |
0.618 |
5,376.2 |
0.500 |
5,372.5 |
0.382 |
5,368.8 |
LOW |
5,357.0 |
0.618 |
5,337.8 |
1.000 |
5,326.0 |
1.618 |
5,306.8 |
2.618 |
5,275.8 |
4.250 |
5,225.3 |
|
|
Fisher Pivots for day following 19-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
5,379.5 |
5,381.8 |
PP |
5,376.0 |
5,380.7 |
S1 |
5,372.5 |
5,379.5 |
|