Trading Metrics calculated at close of trading on 11-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2008 |
11-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
1,986.00 |
1,972.25 |
-13.75 |
-0.7% |
2,037.00 |
High |
1,989.50 |
1,983.75 |
-5.75 |
-0.3% |
2,062.75 |
Low |
1,956.50 |
1,923.75 |
-32.75 |
-1.7% |
1,978.75 |
Close |
1,973.25 |
1,926.75 |
-46.50 |
-2.4% |
1,988.75 |
Range |
33.00 |
60.00 |
27.00 |
81.8% |
84.00 |
ATR |
41.96 |
43.25 |
1.29 |
3.1% |
0.00 |
Volume |
512,506 |
410,368 |
-102,138 |
-19.9% |
1,939,776 |
|
Daily Pivots for day following 11-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,124.75 |
2,085.75 |
1,959.75 |
|
R3 |
2,064.75 |
2,025.75 |
1,943.25 |
|
R2 |
2,004.75 |
2,004.75 |
1,937.75 |
|
R1 |
1,965.75 |
1,965.75 |
1,932.25 |
1,955.25 |
PP |
1,944.75 |
1,944.75 |
1,944.75 |
1,939.50 |
S1 |
1,905.75 |
1,905.75 |
1,921.25 |
1,895.25 |
S2 |
1,884.75 |
1,884.75 |
1,915.75 |
|
S3 |
1,824.75 |
1,845.75 |
1,910.25 |
|
S4 |
1,764.75 |
1,785.75 |
1,893.75 |
|
|
Weekly Pivots for week ending 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,262.00 |
2,209.50 |
2,035.00 |
|
R3 |
2,178.00 |
2,125.50 |
2,011.75 |
|
R2 |
2,094.00 |
2,094.00 |
2,004.25 |
|
R1 |
2,041.50 |
2,041.50 |
1,996.50 |
2,025.75 |
PP |
2,010.00 |
2,010.00 |
2,010.00 |
2,002.25 |
S1 |
1,957.50 |
1,957.50 |
1,981.00 |
1,941.75 |
S2 |
1,926.00 |
1,926.00 |
1,973.25 |
|
S3 |
1,842.00 |
1,873.50 |
1,965.75 |
|
S4 |
1,758.00 |
1,789.50 |
1,942.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,062.75 |
1,923.75 |
139.00 |
7.2% |
52.75 |
2.7% |
2% |
False |
True |
459,621 |
10 |
2,062.75 |
1,923.75 |
139.00 |
7.2% |
46.75 |
2.4% |
2% |
False |
True |
405,288 |
20 |
2,062.75 |
1,923.75 |
139.00 |
7.2% |
42.00 |
2.2% |
2% |
False |
True |
378,790 |
40 |
2,062.75 |
1,814.50 |
248.25 |
12.9% |
40.25 |
2.1% |
45% |
False |
False |
348,120 |
60 |
2,062.75 |
1,694.50 |
368.25 |
19.1% |
41.75 |
2.2% |
63% |
False |
False |
353,809 |
80 |
2,062.75 |
1,674.00 |
388.75 |
20.2% |
43.25 |
2.2% |
65% |
False |
False |
280,062 |
100 |
2,062.75 |
1,674.00 |
388.75 |
20.2% |
45.25 |
2.4% |
65% |
False |
False |
224,166 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,238.75 |
2.618 |
2,140.75 |
1.618 |
2,080.75 |
1.000 |
2,043.75 |
0.618 |
2,020.75 |
HIGH |
1,983.75 |
0.618 |
1,960.75 |
0.500 |
1,953.75 |
0.382 |
1,946.75 |
LOW |
1,923.75 |
0.618 |
1,886.75 |
1.000 |
1,863.75 |
1.618 |
1,826.75 |
2.618 |
1,766.75 |
4.250 |
1,668.75 |
|
|
Fisher Pivots for day following 11-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
1,953.75 |
1,962.00 |
PP |
1,944.75 |
1,950.25 |
S1 |
1,935.75 |
1,938.50 |
|