Trading Metrics calculated at close of trading on 16-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2008 |
16-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
5,786.0 |
5,819.0 |
33.0 |
0.6% |
5,900.0 |
High |
5,825.0 |
5,833.0 |
8.0 |
0.1% |
5,950.5 |
Low |
5,723.0 |
5,760.0 |
37.0 |
0.6% |
5,711.5 |
Close |
5,810.0 |
5,790.5 |
-19.5 |
-0.3% |
5,810.0 |
Range |
102.0 |
73.0 |
-29.0 |
-28.4% |
239.0 |
ATR |
104.0 |
101.8 |
-2.2 |
-2.1% |
0.0 |
Volume |
134,333 |
124,327 |
-10,006 |
-7.4% |
633,301 |
|
Daily Pivots for day following 16-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,013.5 |
5,975.0 |
5,830.5 |
|
R3 |
5,940.5 |
5,902.0 |
5,810.5 |
|
R2 |
5,867.5 |
5,867.5 |
5,804.0 |
|
R1 |
5,829.0 |
5,829.0 |
5,797.0 |
5,812.0 |
PP |
5,794.5 |
5,794.5 |
5,794.5 |
5,786.0 |
S1 |
5,756.0 |
5,756.0 |
5,784.0 |
5,739.0 |
S2 |
5,721.5 |
5,721.5 |
5,777.0 |
|
S3 |
5,648.5 |
5,683.0 |
5,770.5 |
|
S4 |
5,575.5 |
5,610.0 |
5,750.5 |
|
|
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 |
5,882.5 |
5,711.5 |
171.0 |
3.0% |
93.5 |
1.6% |
46% |
False |
False |
127,944 |
10 |
6,087.5 |
5,711.5 |
376.0 |
6.5% |
105.0 |
1.8% |
21% |
False |
False |
111,751 |
20 |
6,396.0 |
5,711.5 |
684.5 |
11.8% |
100.0 |
1.7% |
12% |
False |
False |
102,115 |
40 |
6,396.0 |
5,711.5 |
684.5 |
11.8% |
94.5 |
1.6% |
12% |
False |
False |
90,596 |
60 |
6,396.0 |
5,473.0 |
923.0 |
15.9% |
95.5 |
1.7% |
34% |
False |
False |
96,837 |
80 |
6,396.0 |
5,424.5 |
971.5 |
16.8% |
99.5 |
1.7% |
38% |
False |
False |
79,735 |
100 |
6,396.0 |
5,424.5 |
971.5 |
16.8% |
99.5 |
1.7% |
38% |
False |
False |
63,876 |
120 |
6,559.5 |
5,325.0 |
1,234.5 |
21.3% |
101.5 |
1.8% |
38% |
False |
False |
53,252 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,143.0 |
2.618 |
6,024.0 |
1.618 |
5,951.0 |
1.000 |
5,906.0 |
0.618 |
5,878.0 |
HIGH |
5,833.0 |
0.618 |
5,805.0 |
0.500 |
5,796.5 |
0.382 |
5,788.0 |
LOW |
5,760.0 |
0.618 |
5,715.0 |
1.000 |
5,687.0 |
1.618 |
5,642.0 |
2.618 |
5,569.0 |
4.250 |
5,450.0 |
|
|
Fisher Pivots for day following 16-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
5,796.5 |
5,786.5 |
PP |
5,794.5 |
5,782.0 |
S1 |
5,792.5 |
5,778.0 |
|