Trading Metrics calculated at close of trading on 16-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2008 |
16-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
1,934.50 |
1,968.75 |
34.25 |
1.8% |
1,987.50 |
High |
1,970.50 |
1,992.50 |
22.00 |
1.1% |
2,000.50 |
Low |
1,919.50 |
1,952.50 |
33.00 |
1.7% |
1,910.25 |
Close |
1,965.00 |
1,980.50 |
15.50 |
0.8% |
1,965.00 |
Range |
51.00 |
40.00 |
-11.00 |
-21.6% |
90.25 |
ATR |
43.97 |
43.68 |
-0.28 |
-0.6% |
0.00 |
Volume |
242,630 |
131,468 |
-111,162 |
-45.8% |
2,172,013 |
|
Daily Pivots for day following 16-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,095.25 |
2,077.75 |
2,002.50 |
|
R3 |
2,055.25 |
2,037.75 |
1,991.50 |
|
R2 |
2,015.25 |
2,015.25 |
1,987.75 |
|
R1 |
1,997.75 |
1,997.75 |
1,984.25 |
2,006.50 |
PP |
1,975.25 |
1,975.25 |
1,975.25 |
1,979.50 |
S1 |
1,957.75 |
1,957.75 |
1,976.75 |
1,966.50 |
S2 |
1,935.25 |
1,935.25 |
1,973.25 |
|
S3 |
1,895.25 |
1,917.75 |
1,969.50 |
|
S4 |
1,855.25 |
1,877.75 |
1,958.50 |
|
|
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 |
1,992.50 |
1,910.25 |
82.25 |
4.2% |
46.00 |
2.3% |
85% |
True |
False |
355,713 |
10 |
2,062.75 |
1,910.25 |
152.50 |
7.7% |
50.25 |
2.5% |
46% |
False |
False |
398,752 |
20 |
2,062.75 |
1,910.25 |
152.50 |
7.7% |
43.50 |
2.2% |
46% |
False |
False |
371,910 |
40 |
2,062.75 |
1,872.75 |
190.00 |
9.6% |
40.25 |
2.0% |
57% |
False |
False |
343,639 |
60 |
2,062.75 |
1,748.50 |
314.25 |
15.9% |
41.00 |
2.1% |
74% |
False |
False |
338,858 |
80 |
2,062.75 |
1,674.00 |
388.75 |
19.6% |
43.00 |
2.2% |
79% |
False |
False |
290,745 |
100 |
2,062.75 |
1,674.00 |
388.75 |
19.6% |
44.25 |
2.2% |
79% |
False |
False |
232,693 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,162.50 |
2.618 |
2,097.25 |
1.618 |
2,057.25 |
1.000 |
2,032.50 |
0.618 |
2,017.25 |
HIGH |
1,992.50 |
0.618 |
1,977.25 |
0.500 |
1,972.50 |
0.382 |
1,967.75 |
LOW |
1,952.50 |
0.618 |
1,927.75 |
1.000 |
1,912.50 |
1.618 |
1,887.75 |
2.618 |
1,847.75 |
4.250 |
1,782.50 |
|
|
Fisher Pivots for day following 16-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
1,977.75 |
1,970.75 |
PP |
1,975.25 |
1,961.00 |
S1 |
1,972.50 |
1,951.50 |
|