Trading Metrics calculated at close of trading on 19-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2008 |
19-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
5,840.0 |
5,747.0 |
-93.0 |
-1.6% |
5,900.0 |
High |
5,840.0 |
5,788.0 |
-52.0 |
-0.9% |
5,950.5 |
Low |
5,735.5 |
5,698.5 |
-37.0 |
-0.6% |
5,711.5 |
Close |
5,751.5 |
5,710.0 |
-41.5 |
-0.7% |
5,810.0 |
Range |
104.5 |
89.5 |
-15.0 |
-14.4% |
239.0 |
ATR |
106.8 |
105.6 |
-1.2 |
-1.2% |
0.0 |
Volume |
291,352 |
258,088 |
-33,264 |
-11.4% |
633,301 |
|
Daily Pivots for day following 19-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,000.5 |
5,945.0 |
5,759.0 |
|
R3 |
5,911.0 |
5,855.5 |
5,734.5 |
|
R2 |
5,821.5 |
5,821.5 |
5,726.5 |
|
R1 |
5,766.0 |
5,766.0 |
5,718.0 |
5,749.0 |
PP |
5,732.0 |
5,732.0 |
5,732.0 |
5,724.0 |
S1 |
5,676.5 |
5,676.5 |
5,702.0 |
5,659.5 |
S2 |
5,642.5 |
5,642.5 |
5,693.5 |
|
S3 |
5,553.0 |
5,587.0 |
5,685.5 |
|
S4 |
5,463.5 |
5,497.5 |
5,661.0 |
|
|
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 |
5,698.5 |
235.5 |
4.1% |
100.0 |
1.7% |
5% |
False |
True |
196,866 |
10 |
6,087.5 |
5,698.5 |
389.0 |
6.8% |
112.5 |
2.0% |
3% |
False |
True |
156,768 |
20 |
6,232.0 |
5,698.5 |
533.5 |
9.3% |
99.0 |
1.7% |
2% |
False |
True |
121,662 |
40 |
6,396.0 |
5,698.5 |
697.5 |
12.2% |
96.5 |
1.7% |
2% |
False |
True |
101,792 |
60 |
6,396.0 |
5,597.5 |
798.5 |
14.0% |
97.5 |
1.7% |
14% |
False |
False |
101,734 |
80 |
6,396.0 |
5,424.5 |
971.5 |
17.0% |
100.5 |
1.8% |
29% |
False |
False |
88,781 |
100 |
6,396.0 |
5,424.5 |
971.5 |
17.0% |
99.0 |
1.7% |
29% |
False |
False |
71,129 |
120 |
6,559.5 |
5,325.0 |
1,234.5 |
21.6% |
104.0 |
1.8% |
31% |
False |
False |
59,300 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,168.5 |
2.618 |
6,022.5 |
1.618 |
5,933.0 |
1.000 |
5,877.5 |
0.618 |
5,843.5 |
HIGH |
5,788.0 |
0.618 |
5,754.0 |
0.500 |
5,743.0 |
0.382 |
5,732.5 |
LOW |
5,698.5 |
0.618 |
5,643.0 |
1.000 |
5,609.0 |
1.618 |
5,553.5 |
2.618 |
5,464.0 |
4.250 |
5,318.0 |
|
|
Fisher Pivots for day following 19-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
5,743.0 |
5,816.0 |
PP |
5,732.0 |
5,781.0 |
S1 |
5,721.0 |
5,745.5 |
|