Trading Metrics calculated at close of trading on 11-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2008 |
11-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
5,861.5 |
5,854.0 |
-7.5 |
-0.1% |
6,043.0 |
High |
5,882.5 |
5,862.5 |
-20.0 |
-0.3% |
6,087.5 |
Low |
5,821.0 |
5,711.5 |
-109.5 |
-1.9% |
5,862.0 |
Close |
5,848.5 |
5,735.0 |
-113.5 |
-1.9% |
5,918.5 |
Range |
61.5 |
151.0 |
89.5 |
145.5% |
225.5 |
ATR |
102.6 |
106.0 |
3.5 |
3.4% |
0.0 |
Volume |
115,785 |
119,011 |
3,226 |
2.8% |
451,185 |
|
Daily Pivots for day following 11-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,222.5 |
6,130.0 |
5,818.0 |
|
R3 |
6,071.5 |
5,979.0 |
5,776.5 |
|
R2 |
5,920.5 |
5,920.5 |
5,762.5 |
|
R1 |
5,828.0 |
5,828.0 |
5,749.0 |
5,799.0 |
PP |
5,769.5 |
5,769.5 |
5,769.5 |
5,755.0 |
S1 |
5,677.0 |
5,677.0 |
5,721.0 |
5,648.0 |
S2 |
5,618.5 |
5,618.5 |
5,707.5 |
|
S3 |
5,467.5 |
5,526.0 |
5,693.5 |
|
S4 |
5,316.5 |
5,375.0 |
5,652.0 |
|
|
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 |
5,711.5 |
376.0 |
6.6% |
125.0 |
2.2% |
6% |
False |
True |
108,502 |
10 |
6,135.0 |
5,711.5 |
423.5 |
7.4% |
104.5 |
1.8% |
6% |
False |
True |
95,233 |
20 |
6,396.0 |
5,711.5 |
684.5 |
11.9% |
101.0 |
1.8% |
3% |
False |
True |
97,896 |
40 |
6,396.0 |
5,711.5 |
684.5 |
11.9% |
97.0 |
1.7% |
3% |
False |
True |
88,697 |
60 |
6,396.0 |
5,424.5 |
971.5 |
16.9% |
98.0 |
1.7% |
32% |
False |
False |
97,474 |
80 |
6,396.0 |
5,424.5 |
971.5 |
16.9% |
100.0 |
1.7% |
32% |
False |
False |
74,712 |
100 |
6,396.0 |
5,325.0 |
1,071.0 |
18.7% |
106.5 |
1.9% |
38% |
False |
False |
59,831 |
120 |
6,559.5 |
5,325.0 |
1,234.5 |
21.5% |
99.5 |
1.7% |
33% |
False |
False |
49,878 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,504.0 |
2.618 |
6,258.0 |
1.618 |
6,107.0 |
1.000 |
6,013.5 |
0.618 |
5,956.0 |
HIGH |
5,862.5 |
0.618 |
5,805.0 |
0.500 |
5,787.0 |
0.382 |
5,769.0 |
LOW |
5,711.5 |
0.618 |
5,618.0 |
1.000 |
5,560.5 |
1.618 |
5,467.0 |
2.618 |
5,316.0 |
4.250 |
5,070.0 |
|
|
Fisher Pivots for day following 11-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
5,787.0 |
5,831.0 |
PP |
5,769.5 |
5,799.0 |
S1 |
5,752.5 |
5,767.0 |
|