Trading Metrics calculated at close of trading on 09-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2008 |
09-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
6,045.0 |
5,900.0 |
-145.0 |
-2.4% |
6,043.0 |
High |
6,087.5 |
5,950.5 |
-137.0 |
-2.3% |
6,087.5 |
Low |
5,862.0 |
5,840.5 |
-21.5 |
-0.4% |
5,862.0 |
Close |
5,918.5 |
5,887.0 |
-31.5 |
-0.5% |
5,918.5 |
Range |
225.5 |
110.0 |
-115.5 |
-51.2% |
225.5 |
ATR |
105.0 |
105.4 |
0.4 |
0.3% |
0.0 |
Volume |
84,386 |
117,907 |
33,521 |
39.7% |
451,185 |
|
Daily Pivots for day following 09-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,222.5 |
6,165.0 |
5,947.5 |
|
R3 |
6,112.5 |
6,055.0 |
5,917.0 |
|
R2 |
6,002.5 |
6,002.5 |
5,907.0 |
|
R1 |
5,945.0 |
5,945.0 |
5,897.0 |
5,919.0 |
PP |
5,892.5 |
5,892.5 |
5,892.5 |
5,879.5 |
S1 |
5,835.0 |
5,835.0 |
5,877.0 |
5,809.0 |
S2 |
5,782.5 |
5,782.5 |
5,867.0 |
|
S3 |
5,672.5 |
5,725.0 |
5,857.0 |
|
S4 |
5,562.5 |
5,615.0 |
5,826.5 |
|
|
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 |
5,840.5 |
247.0 |
4.2% |
116.5 |
2.0% |
19% |
False |
True |
95,559 |
10 |
6,144.0 |
5,840.5 |
303.5 |
5.2% |
100.0 |
1.7% |
15% |
False |
True |
87,701 |
20 |
6,396.0 |
5,840.5 |
555.5 |
9.4% |
100.5 |
1.7% |
8% |
False |
True |
93,831 |
40 |
6,396.0 |
5,832.0 |
564.0 |
9.6% |
95.0 |
1.6% |
10% |
False |
False |
87,794 |
60 |
6,396.0 |
5,424.5 |
971.5 |
16.5% |
99.5 |
1.7% |
48% |
False |
False |
94,904 |
80 |
6,396.0 |
5,424.5 |
971.5 |
16.5% |
99.5 |
1.7% |
48% |
False |
False |
71,783 |
100 |
6,396.0 |
5,325.0 |
1,071.0 |
18.2% |
106.5 |
1.8% |
52% |
False |
False |
57,485 |
120 |
6,559.5 |
5,325.0 |
1,234.5 |
21.0% |
98.0 |
1.7% |
46% |
False |
False |
47,922 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,418.0 |
2.618 |
6,238.5 |
1.618 |
6,128.5 |
1.000 |
6,060.5 |
0.618 |
6,018.5 |
HIGH |
5,950.5 |
0.618 |
5,908.5 |
0.500 |
5,895.5 |
0.382 |
5,882.5 |
LOW |
5,840.5 |
0.618 |
5,772.5 |
1.000 |
5,730.5 |
1.618 |
5,662.5 |
2.618 |
5,552.5 |
4.250 |
5,373.0 |
|
|
Fisher Pivots for day following 09-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
5,895.5 |
5,964.0 |
PP |
5,892.5 |
5,938.5 |
S1 |
5,890.0 |
5,912.5 |
|