Trading Metrics calculated at close of trading on 06-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2008 |
06-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
5,988.0 |
6,045.0 |
57.0 |
1.0% |
6,043.0 |
High |
6,027.5 |
6,087.5 |
60.0 |
1.0% |
6,087.5 |
Low |
5,950.0 |
5,862.0 |
-88.0 |
-1.5% |
5,862.0 |
Close |
6,001.0 |
5,918.5 |
-82.5 |
-1.4% |
5,918.5 |
Range |
77.5 |
225.5 |
148.0 |
191.0% |
225.5 |
ATR |
95.8 |
105.0 |
9.3 |
9.7% |
0.0 |
Volume |
105,423 |
84,386 |
-21,037 |
-20.0% |
451,185 |
|
Daily Pivots for day following 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,632.5 |
6,501.0 |
6,042.5 |
|
R3 |
6,407.0 |
6,275.5 |
5,980.5 |
|
R2 |
6,181.5 |
6,181.5 |
5,960.0 |
|
R1 |
6,050.0 |
6,050.0 |
5,939.0 |
6,003.0 |
PP |
5,956.0 |
5,956.0 |
5,956.0 |
5,932.5 |
S1 |
5,824.5 |
5,824.5 |
5,898.0 |
5,777.5 |
S2 |
5,730.5 |
5,730.5 |
5,877.0 |
|
S3 |
5,505.0 |
5,599.0 |
5,856.5 |
|
S4 |
5,279.5 |
5,373.5 |
5,794.5 |
|
|
Weekly Pivots for week ending 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,632.5 |
6,501.0 |
6,042.5 |
|
R3 |
6,407.0 |
6,275.5 |
5,980.5 |
|
R2 |
6,181.5 |
6,181.5 |
5,960.0 |
|
R1 |
6,050.0 |
6,050.0 |
5,939.0 |
6,003.0 |
PP |
5,956.0 |
5,956.0 |
5,956.0 |
5,932.5 |
S1 |
5,824.5 |
5,824.5 |
5,898.0 |
5,777.5 |
S2 |
5,730.5 |
5,730.5 |
5,877.0 |
|
S3 |
5,505.0 |
5,599.0 |
5,856.5 |
|
S4 |
5,279.5 |
5,373.5 |
5,794.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,087.5 |
5,862.0 |
225.5 |
3.8% |
109.0 |
1.8% |
25% |
True |
True |
90,237 |
10 |
6,199.0 |
5,862.0 |
337.0 |
5.7% |
101.0 |
1.7% |
17% |
False |
True |
85,423 |
20 |
6,396.0 |
5,862.0 |
534.0 |
9.0% |
99.0 |
1.7% |
11% |
False |
True |
91,957 |
40 |
6,396.0 |
5,832.0 |
564.0 |
9.5% |
96.0 |
1.6% |
15% |
False |
False |
87,753 |
60 |
6,396.0 |
5,424.5 |
971.5 |
16.4% |
99.0 |
1.7% |
51% |
False |
False |
93,246 |
80 |
6,396.0 |
5,424.5 |
971.5 |
16.4% |
99.5 |
1.7% |
51% |
False |
False |
70,311 |
100 |
6,396.0 |
5,325.0 |
1,071.0 |
18.1% |
106.5 |
1.8% |
55% |
False |
False |
56,306 |
120 |
6,559.5 |
5,325.0 |
1,234.5 |
20.9% |
98.0 |
1.7% |
48% |
False |
False |
46,940 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,046.0 |
2.618 |
6,678.0 |
1.618 |
6,452.5 |
1.000 |
6,313.0 |
0.618 |
6,227.0 |
HIGH |
6,087.5 |
0.618 |
6,001.5 |
0.500 |
5,975.0 |
0.382 |
5,948.0 |
LOW |
5,862.0 |
0.618 |
5,722.5 |
1.000 |
5,636.5 |
1.618 |
5,497.0 |
2.618 |
5,271.5 |
4.250 |
4,903.5 |
|
|
Fisher Pivots for day following 06-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
5,975.0 |
5,975.0 |
PP |
5,956.0 |
5,956.0 |
S1 |
5,937.0 |
5,937.0 |
|