Trading Metrics calculated at close of trading on 18-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2008 |
18-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
1,979.50 |
1,974.50 |
-5.00 |
-0.3% |
1,987.50 |
High |
1,996.25 |
1,979.50 |
-16.75 |
-0.8% |
2,000.50 |
Low |
1,970.00 |
1,943.25 |
-26.75 |
-1.4% |
1,910.25 |
Close |
1,976.50 |
1,952.25 |
-24.25 |
-1.2% |
1,965.00 |
Range |
26.25 |
36.25 |
10.00 |
38.1% |
90.25 |
ATR |
42.44 |
42.00 |
-0.44 |
-1.0% |
0.00 |
Volume |
101,858 |
100,276 |
-1,582 |
-1.6% |
2,172,013 |
|
Daily Pivots for day following 18-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,067.00 |
2,046.00 |
1,972.25 |
|
R3 |
2,030.75 |
2,009.75 |
1,962.25 |
|
R2 |
1,994.50 |
1,994.50 |
1,959.00 |
|
R1 |
1,973.50 |
1,973.50 |
1,955.50 |
1,966.00 |
PP |
1,958.25 |
1,958.25 |
1,958.25 |
1,954.50 |
S1 |
1,937.25 |
1,937.25 |
1,949.00 |
1,929.50 |
S2 |
1,922.00 |
1,922.00 |
1,945.50 |
|
S3 |
1,885.75 |
1,901.00 |
1,942.25 |
|
S4 |
1,849.50 |
1,864.75 |
1,932.25 |
|
|
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 |
1,996.25 |
1,910.25 |
86.00 |
4.4% |
39.75 |
2.0% |
49% |
False |
False |
211,565 |
10 |
2,062.75 |
1,910.25 |
152.50 |
7.8% |
46.25 |
2.4% |
28% |
False |
False |
335,593 |
20 |
2,062.75 |
1,910.25 |
152.50 |
7.8% |
42.50 |
2.2% |
28% |
False |
False |
346,834 |
40 |
2,062.75 |
1,887.00 |
175.75 |
9.0% |
40.00 |
2.1% |
37% |
False |
False |
334,164 |
60 |
2,062.75 |
1,767.50 |
295.25 |
15.1% |
40.00 |
2.1% |
63% |
False |
False |
329,877 |
80 |
2,062.75 |
1,674.00 |
388.75 |
19.9% |
43.25 |
2.2% |
72% |
False |
False |
293,266 |
100 |
2,062.75 |
1,674.00 |
388.75 |
19.9% |
43.50 |
2.2% |
72% |
False |
False |
234,685 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,133.50 |
2.618 |
2,074.50 |
1.618 |
2,038.25 |
1.000 |
2,015.75 |
0.618 |
2,002.00 |
HIGH |
1,979.50 |
0.618 |
1,965.75 |
0.500 |
1,961.50 |
0.382 |
1,957.00 |
LOW |
1,943.25 |
0.618 |
1,920.75 |
1.000 |
1,907.00 |
1.618 |
1,884.50 |
2.618 |
1,848.25 |
4.250 |
1,789.25 |
|
|
Fisher Pivots for day following 18-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
1,961.50 |
1,969.75 |
PP |
1,958.25 |
1,964.00 |
S1 |
1,955.25 |
1,958.00 |
|