Trading Metrics calculated at close of trading on 13-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2008 |
13-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
1,923.50 |
1,934.50 |
11.00 |
0.6% |
1,987.50 |
High |
1,956.00 |
1,970.50 |
14.50 |
0.7% |
2,000.50 |
Low |
1,910.25 |
1,919.50 |
9.25 |
0.5% |
1,910.25 |
Close |
1,930.00 |
1,965.00 |
35.00 |
1.8% |
1,965.00 |
Range |
45.75 |
51.00 |
5.25 |
11.5% |
90.25 |
ATR |
43.42 |
43.97 |
0.54 |
1.2% |
0.00 |
Volume |
481,595 |
242,630 |
-238,965 |
-49.6% |
2,172,013 |
|
Daily Pivots for day following 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,104.75 |
2,085.75 |
1,993.00 |
|
R3 |
2,053.75 |
2,034.75 |
1,979.00 |
|
R2 |
2,002.75 |
2,002.75 |
1,974.25 |
|
R1 |
1,983.75 |
1,983.75 |
1,969.75 |
1,993.25 |
PP |
1,951.75 |
1,951.75 |
1,951.75 |
1,956.50 |
S1 |
1,932.75 |
1,932.75 |
1,960.25 |
1,942.25 |
S2 |
1,900.75 |
1,900.75 |
1,955.75 |
|
S3 |
1,849.75 |
1,881.75 |
1,951.00 |
|
S4 |
1,798.75 |
1,830.75 |
1,937.00 |
|
|
Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,229.25 |
2,187.50 |
2,014.75 |
|
R3 |
2,139.00 |
2,097.25 |
1,989.75 |
|
R2 |
2,048.75 |
2,048.75 |
1,981.50 |
|
R1 |
2,007.00 |
2,007.00 |
1,973.25 |
1,982.75 |
PP |
1,958.50 |
1,958.50 |
1,958.50 |
1,946.50 |
S1 |
1,916.75 |
1,916.75 |
1,956.75 |
1,892.50 |
S2 |
1,868.25 |
1,868.25 |
1,948.50 |
|
S3 |
1,778.00 |
1,826.50 |
1,940.25 |
|
S4 |
1,687.75 |
1,736.25 |
1,915.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,000.50 |
1,910.25 |
90.25 |
4.6% |
48.25 |
2.5% |
61% |
False |
False |
434,402 |
10 |
2,062.75 |
1,910.25 |
152.50 |
7.8% |
51.00 |
2.6% |
36% |
False |
False |
411,178 |
20 |
2,062.75 |
1,910.25 |
152.50 |
7.8% |
42.75 |
2.2% |
36% |
False |
False |
383,521 |
40 |
2,062.75 |
1,870.50 |
192.25 |
9.8% |
40.50 |
2.1% |
49% |
False |
False |
348,586 |
60 |
2,062.75 |
1,709.75 |
353.00 |
18.0% |
41.00 |
2.1% |
72% |
False |
False |
346,308 |
80 |
2,062.75 |
1,674.00 |
388.75 |
19.8% |
43.25 |
2.2% |
75% |
False |
False |
289,108 |
100 |
2,062.75 |
1,674.00 |
388.75 |
19.8% |
44.00 |
2.2% |
75% |
False |
False |
231,393 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,187.25 |
2.618 |
2,104.00 |
1.618 |
2,053.00 |
1.000 |
2,021.50 |
0.618 |
2,002.00 |
HIGH |
1,970.50 |
0.618 |
1,951.00 |
0.500 |
1,945.00 |
0.382 |
1,939.00 |
LOW |
1,919.50 |
0.618 |
1,888.00 |
1.000 |
1,868.50 |
1.618 |
1,837.00 |
2.618 |
1,786.00 |
4.250 |
1,702.75 |
|
|
Fisher Pivots for day following 13-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
1,958.25 |
1,959.00 |
PP |
1,951.75 |
1,953.00 |
S1 |
1,945.00 |
1,947.00 |
|