Trading Metrics calculated at close of trading on 12-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2008 |
12-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
5,854.0 |
5,736.0 |
-118.0 |
-2.0% |
6,043.0 |
High |
5,862.5 |
5,804.5 |
-58.0 |
-1.0% |
6,087.5 |
Low |
5,711.5 |
5,725.0 |
13.5 |
0.2% |
5,862.0 |
Close |
5,735.0 |
5,789.5 |
54.5 |
1.0% |
5,918.5 |
Range |
151.0 |
79.5 |
-71.5 |
-47.4% |
225.5 |
ATR |
106.0 |
104.1 |
-1.9 |
-1.8% |
0.0 |
Volume |
119,011 |
146,265 |
27,254 |
22.9% |
451,185 |
|
Daily Pivots for day following 12-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,011.5 |
5,980.0 |
5,833.0 |
|
R3 |
5,932.0 |
5,900.5 |
5,811.5 |
|
R2 |
5,852.5 |
5,852.5 |
5,804.0 |
|
R1 |
5,821.0 |
5,821.0 |
5,797.0 |
5,837.0 |
PP |
5,773.0 |
5,773.0 |
5,773.0 |
5,781.0 |
S1 |
5,741.5 |
5,741.5 |
5,782.0 |
5,757.0 |
S2 |
5,693.5 |
5,693.5 |
5,775.0 |
|
S3 |
5,614.0 |
5,662.0 |
5,767.5 |
|
S4 |
5,534.5 |
5,582.5 |
5,746.0 |
|
|
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 |
6.5% |
125.5 |
2.2% |
21% |
False |
False |
116,670 |
10 |
6,117.5 |
5,711.5 |
406.0 |
7.0% |
103.0 |
1.8% |
19% |
False |
False |
102,486 |
20 |
6,396.0 |
5,711.5 |
684.5 |
11.8% |
100.5 |
1.7% |
11% |
False |
False |
99,750 |
40 |
6,396.0 |
5,711.5 |
684.5 |
11.8% |
96.0 |
1.7% |
11% |
False |
False |
89,682 |
60 |
6,396.0 |
5,473.0 |
923.0 |
15.9% |
97.5 |
1.7% |
34% |
False |
False |
98,798 |
80 |
6,396.0 |
5,424.5 |
971.5 |
16.8% |
99.5 |
1.7% |
38% |
False |
False |
76,538 |
100 |
6,396.0 |
5,325.0 |
1,071.0 |
18.5% |
105.0 |
1.8% |
43% |
False |
False |
61,292 |
120 |
6,559.5 |
5,325.0 |
1,234.5 |
21.3% |
100.5 |
1.7% |
38% |
False |
False |
51,097 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,142.5 |
2.618 |
6,012.5 |
1.618 |
5,933.0 |
1.000 |
5,884.0 |
0.618 |
5,853.5 |
HIGH |
5,804.5 |
0.618 |
5,774.0 |
0.500 |
5,765.0 |
0.382 |
5,755.5 |
LOW |
5,725.0 |
0.618 |
5,676.0 |
1.000 |
5,645.5 |
1.618 |
5,596.5 |
2.618 |
5,517.0 |
4.250 |
5,387.0 |
|
|
Fisher Pivots for day following 12-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
5,781.0 |
5,797.0 |
PP |
5,773.0 |
5,794.5 |
S1 |
5,765.0 |
5,792.0 |
|