Trading Metrics calculated at close of trading on 17-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2008 |
17-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
5,819.0 |
5,810.0 |
-9.0 |
-0.2% |
5,900.0 |
High |
5,833.0 |
5,934.0 |
101.0 |
1.7% |
5,950.5 |
Low |
5,760.0 |
5,803.5 |
43.5 |
0.8% |
5,711.5 |
Close |
5,790.5 |
5,869.0 |
78.5 |
1.4% |
5,810.0 |
Range |
73.0 |
130.5 |
57.5 |
78.8% |
239.0 |
ATR |
101.8 |
104.8 |
3.0 |
2.9% |
0.0 |
Volume |
124,327 |
176,233 |
51,906 |
41.7% |
633,301 |
|
Daily Pivots for day following 17-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,260.5 |
6,195.0 |
5,941.0 |
|
R3 |
6,130.0 |
6,064.5 |
5,905.0 |
|
R2 |
5,999.5 |
5,999.5 |
5,893.0 |
|
R1 |
5,934.0 |
5,934.0 |
5,881.0 |
5,967.0 |
PP |
5,869.0 |
5,869.0 |
5,869.0 |
5,885.0 |
S1 |
5,803.5 |
5,803.5 |
5,857.0 |
5,836.0 |
S2 |
5,738.5 |
5,738.5 |
5,845.0 |
|
S3 |
5,608.0 |
5,673.0 |
5,833.0 |
|
S4 |
5,477.5 |
5,542.5 |
5,797.0 |
|
|
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 |
5,934.0 |
5,711.5 |
222.5 |
3.8% |
107.0 |
1.8% |
71% |
True |
False |
140,033 |
10 |
6,087.5 |
5,711.5 |
376.0 |
6.4% |
110.5 |
1.9% |
42% |
False |
False |
120,909 |
20 |
6,362.5 |
5,711.5 |
651.0 |
11.1% |
102.0 |
1.7% |
24% |
False |
False |
104,696 |
40 |
6,396.0 |
5,711.5 |
684.5 |
11.7% |
96.0 |
1.6% |
23% |
False |
False |
92,184 |
60 |
6,396.0 |
5,597.5 |
798.5 |
13.6% |
96.5 |
1.6% |
34% |
False |
False |
97,104 |
80 |
6,396.0 |
5,424.5 |
971.5 |
16.6% |
100.0 |
1.7% |
46% |
False |
False |
81,937 |
100 |
6,396.0 |
5,424.5 |
971.5 |
16.6% |
99.5 |
1.7% |
46% |
False |
False |
65,638 |
120 |
6,559.5 |
5,325.0 |
1,234.5 |
21.0% |
102.5 |
1.7% |
44% |
False |
False |
54,721 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,488.5 |
2.618 |
6,275.5 |
1.618 |
6,145.0 |
1.000 |
6,064.5 |
0.618 |
6,014.5 |
HIGH |
5,934.0 |
0.618 |
5,884.0 |
0.500 |
5,869.0 |
0.382 |
5,853.5 |
LOW |
5,803.5 |
0.618 |
5,723.0 |
1.000 |
5,673.0 |
1.618 |
5,592.5 |
2.618 |
5,462.0 |
4.250 |
5,249.0 |
|
|
Fisher Pivots for day following 17-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
5,869.0 |
5,855.5 |
PP |
5,869.0 |
5,842.0 |
S1 |
5,869.0 |
5,828.5 |
|