Trading Metrics calculated at close of trading on 04-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2008 |
04-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
6,000.0 |
6,037.5 |
37.5 |
0.6% |
6,123.0 |
High |
6,067.5 |
6,037.5 |
-30.0 |
-0.5% |
6,144.0 |
Low |
5,991.5 |
5,945.0 |
-46.5 |
-0.8% |
6,033.0 |
Close |
6,065.0 |
5,994.5 |
-70.5 |
-1.2% |
6,041.0 |
Range |
76.0 |
92.5 |
16.5 |
21.7% |
111.0 |
ATR |
95.4 |
97.2 |
1.8 |
1.8% |
0.0 |
Volume |
84,656 |
85,425 |
769 |
0.9% |
307,925 |
|
Daily Pivots for day following 04-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,270.0 |
6,224.5 |
6,045.5 |
|
R3 |
6,177.5 |
6,132.0 |
6,020.0 |
|
R2 |
6,085.0 |
6,085.0 |
6,011.5 |
|
R1 |
6,039.5 |
6,039.5 |
6,003.0 |
6,016.0 |
PP |
5,992.5 |
5,992.5 |
5,992.5 |
5,980.5 |
S1 |
5,947.0 |
5,947.0 |
5,986.0 |
5,923.5 |
S2 |
5,900.0 |
5,900.0 |
5,977.5 |
|
S3 |
5,807.5 |
5,854.5 |
5,969.0 |
|
S4 |
5,715.0 |
5,762.0 |
5,943.5 |
|
|
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 |
5,945.0 |
190.0 |
3.2% |
84.0 |
1.4% |
26% |
False |
True |
81,965 |
10 |
6,266.5 |
5,945.0 |
321.5 |
5.4% |
85.5 |
1.4% |
15% |
False |
True |
90,088 |
20 |
6,396.0 |
5,945.0 |
451.0 |
7.5% |
90.0 |
1.5% |
11% |
False |
True |
91,810 |
40 |
6,396.0 |
5,832.0 |
564.0 |
9.4% |
94.0 |
1.6% |
29% |
False |
False |
87,166 |
60 |
6,396.0 |
5,424.5 |
971.5 |
16.2% |
97.5 |
1.6% |
59% |
False |
False |
90,319 |
80 |
6,396.0 |
5,424.5 |
971.5 |
16.2% |
99.0 |
1.7% |
59% |
False |
False |
67,941 |
100 |
6,396.0 |
5,325.0 |
1,071.0 |
17.9% |
105.5 |
1.8% |
63% |
False |
False |
54,409 |
120 |
6,622.0 |
5,325.0 |
1,297.0 |
21.6% |
95.5 |
1.6% |
52% |
False |
False |
45,358 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,430.5 |
2.618 |
6,279.5 |
1.618 |
6,187.0 |
1.000 |
6,130.0 |
0.618 |
6,094.5 |
HIGH |
6,037.5 |
0.618 |
6,002.0 |
0.500 |
5,991.0 |
0.382 |
5,980.5 |
LOW |
5,945.0 |
0.618 |
5,888.0 |
1.000 |
5,852.5 |
1.618 |
5,795.5 |
2.618 |
5,703.0 |
4.250 |
5,552.0 |
|
|
Fisher Pivots for day following 04-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
5,993.5 |
6,006.0 |
PP |
5,992.5 |
6,002.5 |
S1 |
5,991.0 |
5,998.5 |
|