Trading Metrics calculated at close of trading on 03-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2008 |
03-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
2,037.00 |
2,011.75 |
-25.25 |
-1.2% |
1,960.25 |
High |
2,038.50 |
2,029.25 |
-9.25 |
-0.5% |
2,043.75 |
Low |
1,991.00 |
1,978.75 |
-12.25 |
-0.6% |
1,954.00 |
Close |
2,011.25 |
1,998.25 |
-13.00 |
-0.6% |
2,035.25 |
Range |
47.50 |
50.50 |
3.00 |
6.3% |
89.75 |
ATR |
37.14 |
38.09 |
0.95 |
2.6% |
0.00 |
Volume |
255,734 |
371,385 |
115,651 |
45.2% |
1,275,039 |
|
Daily Pivots for day following 03-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,153.50 |
2,126.50 |
2,026.00 |
|
R3 |
2,103.00 |
2,076.00 |
2,012.25 |
|
R2 |
2,052.50 |
2,052.50 |
2,007.50 |
|
R1 |
2,025.50 |
2,025.50 |
2,003.00 |
2,013.75 |
PP |
2,002.00 |
2,002.00 |
2,002.00 |
1,996.25 |
S1 |
1,975.00 |
1,975.00 |
1,993.50 |
1,963.25 |
S2 |
1,951.50 |
1,951.50 |
1,989.00 |
|
S3 |
1,901.00 |
1,924.50 |
1,984.25 |
|
S4 |
1,850.50 |
1,874.00 |
1,970.50 |
|
|
Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,280.25 |
2,247.50 |
2,084.50 |
|
R3 |
2,190.50 |
2,157.75 |
2,060.00 |
|
R2 |
2,100.75 |
2,100.75 |
2,051.75 |
|
R1 |
2,068.00 |
2,068.00 |
2,043.50 |
2,084.50 |
PP |
2,011.00 |
2,011.00 |
2,011.00 |
2,019.25 |
S1 |
1,978.25 |
1,978.25 |
2,027.00 |
1,994.50 |
S2 |
1,921.25 |
1,921.25 |
2,018.75 |
|
S3 |
1,831.50 |
1,888.50 |
2,010.50 |
|
S4 |
1,741.75 |
1,798.75 |
1,986.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,043.75 |
1,978.75 |
65.00 |
3.3% |
35.50 |
1.8% |
30% |
False |
True |
324,038 |
10 |
2,043.75 |
1,945.75 |
98.00 |
4.9% |
37.00 |
1.9% |
54% |
False |
False |
348,268 |
20 |
2,054.25 |
1,945.75 |
108.50 |
5.4% |
36.75 |
1.8% |
48% |
False |
False |
329,510 |
40 |
2,054.25 |
1,781.25 |
273.00 |
13.7% |
38.25 |
1.9% |
79% |
False |
False |
323,861 |
60 |
2,054.25 |
1,674.00 |
380.25 |
19.0% |
43.00 |
2.1% |
85% |
False |
False |
327,115 |
80 |
2,054.25 |
1,674.00 |
380.25 |
19.0% |
42.25 |
2.1% |
85% |
False |
False |
245,590 |
100 |
2,054.25 |
1,674.00 |
380.25 |
19.0% |
45.50 |
2.3% |
85% |
False |
False |
196,567 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,244.00 |
2.618 |
2,161.50 |
1.618 |
2,111.00 |
1.000 |
2,079.75 |
0.618 |
2,060.50 |
HIGH |
2,029.25 |
0.618 |
2,010.00 |
0.500 |
2,004.00 |
0.382 |
1,998.00 |
LOW |
1,978.75 |
0.618 |
1,947.50 |
1.000 |
1,928.25 |
1.618 |
1,897.00 |
2.618 |
1,846.50 |
4.250 |
1,764.00 |
|
|
Fisher Pivots for day following 03-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
2,004.00 |
2,011.25 |
PP |
2,002.00 |
2,007.00 |
S1 |
2,000.25 |
2,002.50 |
|