Trading Metrics calculated at close of trading on 13-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2008 |
13-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
5,736.0 |
5,786.0 |
50.0 |
0.9% |
5,900.0 |
High |
5,804.5 |
5,825.0 |
20.5 |
0.4% |
5,950.5 |
Low |
5,725.0 |
5,723.0 |
-2.0 |
0.0% |
5,711.5 |
Close |
5,789.5 |
5,810.0 |
20.5 |
0.4% |
5,810.0 |
Range |
79.5 |
102.0 |
22.5 |
28.3% |
239.0 |
ATR |
104.1 |
104.0 |
-0.2 |
-0.1% |
0.0 |
Volume |
146,265 |
134,333 |
-11,932 |
-8.2% |
633,301 |
|
Daily Pivots for day following 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,092.0 |
6,053.0 |
5,866.0 |
|
R3 |
5,990.0 |
5,951.0 |
5,838.0 |
|
R2 |
5,888.0 |
5,888.0 |
5,828.5 |
|
R1 |
5,849.0 |
5,849.0 |
5,819.5 |
5,868.5 |
PP |
5,786.0 |
5,786.0 |
5,786.0 |
5,796.0 |
S1 |
5,747.0 |
5,747.0 |
5,800.5 |
5,766.5 |
S2 |
5,684.0 |
5,684.0 |
5,791.5 |
|
S3 |
5,582.0 |
5,645.0 |
5,782.0 |
|
S4 |
5,480.0 |
5,543.0 |
5,754.0 |
|
|
Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,541.0 |
6,414.5 |
5,941.5 |
|
R3 |
6,302.0 |
6,175.5 |
5,875.5 |
|
R2 |
6,063.0 |
6,063.0 |
5,854.0 |
|
R1 |
5,936.5 |
5,936.5 |
5,832.0 |
5,880.0 |
PP |
5,824.0 |
5,824.0 |
5,824.0 |
5,796.0 |
S1 |
5,697.5 |
5,697.5 |
5,788.0 |
5,641.0 |
S2 |
5,585.0 |
5,585.0 |
5,766.0 |
|
S3 |
5,346.0 |
5,458.5 |
5,744.5 |
|
S4 |
5,107.0 |
5,219.5 |
5,678.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,950.5 |
5,711.5 |
239.0 |
4.1% |
101.0 |
1.7% |
41% |
False |
False |
126,660 |
10 |
6,087.5 |
5,711.5 |
376.0 |
6.5% |
105.0 |
1.8% |
26% |
False |
False |
108,448 |
20 |
6,396.0 |
5,711.5 |
684.5 |
11.8% |
101.0 |
1.7% |
14% |
False |
False |
100,796 |
40 |
6,396.0 |
5,711.5 |
684.5 |
11.8% |
95.0 |
1.6% |
14% |
False |
False |
90,375 |
60 |
6,396.0 |
5,473.0 |
923.0 |
15.9% |
97.0 |
1.7% |
37% |
False |
False |
98,628 |
80 |
6,396.0 |
5,424.5 |
971.5 |
16.7% |
99.5 |
1.7% |
40% |
False |
False |
78,195 |
100 |
6,396.0 |
5,424.5 |
971.5 |
16.7% |
102.0 |
1.8% |
40% |
False |
False |
62,633 |
120 |
6,559.5 |
5,325.0 |
1,234.5 |
21.2% |
101.0 |
1.7% |
39% |
False |
False |
52,216 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,258.5 |
2.618 |
6,092.0 |
1.618 |
5,990.0 |
1.000 |
5,927.0 |
0.618 |
5,888.0 |
HIGH |
5,825.0 |
0.618 |
5,786.0 |
0.500 |
5,774.0 |
0.382 |
5,762.0 |
LOW |
5,723.0 |
0.618 |
5,660.0 |
1.000 |
5,621.0 |
1.618 |
5,558.0 |
2.618 |
5,456.0 |
4.250 |
5,289.5 |
|
|
Fisher Pivots for day following 13-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
5,798.0 |
5,802.5 |
PP |
5,786.0 |
5,794.5 |
S1 |
5,774.0 |
5,787.0 |
|