Trading Metrics calculated at close of trading on 03-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2008 |
03-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
6,043.0 |
6,000.0 |
-43.0 |
-0.7% |
6,123.0 |
High |
6,050.0 |
6,067.5 |
17.5 |
0.3% |
6,144.0 |
Low |
5,975.5 |
5,991.5 |
16.0 |
0.3% |
6,033.0 |
Close |
6,016.0 |
6,065.0 |
49.0 |
0.8% |
6,041.0 |
Range |
74.5 |
76.0 |
1.5 |
2.0% |
111.0 |
ATR |
96.9 |
95.4 |
-1.5 |
-1.5% |
0.0 |
Volume |
91,295 |
84,656 |
-6,639 |
-7.3% |
307,925 |
|
Daily Pivots for day following 03-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,269.5 |
6,243.0 |
6,107.0 |
|
R3 |
6,193.5 |
6,167.0 |
6,086.0 |
|
R2 |
6,117.5 |
6,117.5 |
6,079.0 |
|
R1 |
6,091.0 |
6,091.0 |
6,072.0 |
6,104.0 |
PP |
6,041.5 |
6,041.5 |
6,041.5 |
6,048.0 |
S1 |
6,015.0 |
6,015.0 |
6,058.0 |
6,028.0 |
S2 |
5,965.5 |
5,965.5 |
6,051.0 |
|
S3 |
5,889.5 |
5,939.0 |
6,044.0 |
|
S4 |
5,813.5 |
5,863.0 |
6,023.0 |
|
|
Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,405.5 |
6,334.5 |
6,102.0 |
|
R3 |
6,294.5 |
6,223.5 |
6,071.5 |
|
R2 |
6,183.5 |
6,183.5 |
6,061.5 |
|
R1 |
6,112.5 |
6,112.5 |
6,051.0 |
6,092.5 |
PP |
6,072.5 |
6,072.5 |
6,072.5 |
6,063.0 |
S1 |
6,001.5 |
6,001.5 |
6,031.0 |
5,981.5 |
S2 |
5,961.5 |
5,961.5 |
6,020.5 |
|
S3 |
5,850.5 |
5,890.5 |
6,010.5 |
|
S4 |
5,739.5 |
5,779.5 |
5,980.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,135.0 |
5,975.5 |
159.5 |
2.6% |
80.5 |
1.3% |
56% |
False |
False |
80,193 |
10 |
6,362.5 |
5,975.5 |
387.0 |
6.4% |
94.0 |
1.6% |
23% |
False |
False |
88,484 |
20 |
6,396.0 |
5,975.5 |
420.5 |
6.9% |
90.0 |
1.5% |
21% |
False |
False |
87,539 |
40 |
6,396.0 |
5,832.0 |
564.0 |
9.3% |
93.0 |
1.5% |
41% |
False |
False |
87,301 |
60 |
6,396.0 |
5,424.5 |
971.5 |
16.0% |
97.5 |
1.6% |
66% |
False |
False |
88,954 |
80 |
6,396.0 |
5,424.5 |
971.5 |
16.0% |
99.0 |
1.6% |
66% |
False |
False |
66,874 |
100 |
6,396.0 |
5,325.0 |
1,071.0 |
17.7% |
105.5 |
1.7% |
69% |
False |
False |
53,559 |
120 |
6,622.0 |
5,325.0 |
1,297.0 |
21.4% |
94.5 |
1.6% |
57% |
False |
False |
44,647 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,390.5 |
2.618 |
6,266.5 |
1.618 |
6,190.5 |
1.000 |
6,143.5 |
0.618 |
6,114.5 |
HIGH |
6,067.5 |
0.618 |
6,038.5 |
0.500 |
6,029.5 |
0.382 |
6,020.5 |
LOW |
5,991.5 |
0.618 |
5,944.5 |
1.000 |
5,915.5 |
1.618 |
5,868.5 |
2.618 |
5,792.5 |
4.250 |
5,668.5 |
|
|
Fisher Pivots for day following 03-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
6,053.0 |
6,059.0 |
PP |
6,041.5 |
6,052.5 |
S1 |
6,029.5 |
6,046.5 |
|