Trading Metrics calculated at close of trading on 19-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2008 |
19-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
1,974.50 |
1,954.50 |
-20.00 |
-1.0% |
1,987.50 |
High |
1,979.50 |
1,992.00 |
12.50 |
0.6% |
2,000.50 |
Low |
1,943.25 |
1,934.50 |
-8.75 |
-0.5% |
1,910.25 |
Close |
1,952.25 |
1,981.00 |
28.75 |
1.5% |
1,965.00 |
Range |
36.25 |
57.50 |
21.25 |
58.6% |
90.25 |
ATR |
42.00 |
43.10 |
1.11 |
2.6% |
0.00 |
Volume |
100,276 |
70,945 |
-29,331 |
-29.3% |
2,172,013 |
|
Daily Pivots for day following 19-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,141.75 |
2,118.75 |
2,012.50 |
|
R3 |
2,084.25 |
2,061.25 |
1,996.75 |
|
R2 |
2,026.75 |
2,026.75 |
1,991.50 |
|
R1 |
2,003.75 |
2,003.75 |
1,986.25 |
2,015.25 |
PP |
1,969.25 |
1,969.25 |
1,969.25 |
1,975.00 |
S1 |
1,946.25 |
1,946.25 |
1,975.75 |
1,957.75 |
S2 |
1,911.75 |
1,911.75 |
1,970.50 |
|
S3 |
1,854.25 |
1,888.75 |
1,965.25 |
|
S4 |
1,796.75 |
1,831.25 |
1,949.50 |
|
|
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 |
1,996.25 |
1,919.50 |
76.75 |
3.9% |
42.25 |
2.1% |
80% |
False |
False |
129,435 |
10 |
2,062.75 |
1,910.25 |
152.50 |
7.7% |
47.75 |
2.4% |
46% |
False |
False |
295,766 |
20 |
2,062.75 |
1,910.25 |
152.50 |
7.7% |
42.00 |
2.1% |
46% |
False |
False |
332,523 |
40 |
2,062.75 |
1,887.00 |
175.75 |
8.9% |
40.75 |
2.1% |
53% |
False |
False |
328,734 |
60 |
2,062.75 |
1,767.50 |
295.25 |
14.9% |
40.50 |
2.0% |
72% |
False |
False |
325,577 |
80 |
2,062.75 |
1,674.00 |
388.75 |
19.6% |
43.25 |
2.2% |
79% |
False |
False |
294,151 |
100 |
2,062.75 |
1,674.00 |
388.75 |
19.6% |
43.75 |
2.2% |
79% |
False |
False |
235,393 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,236.50 |
2.618 |
2,142.50 |
1.618 |
2,085.00 |
1.000 |
2,049.50 |
0.618 |
2,027.50 |
HIGH |
1,992.00 |
0.618 |
1,970.00 |
0.500 |
1,963.25 |
0.382 |
1,956.50 |
LOW |
1,934.50 |
0.618 |
1,899.00 |
1.000 |
1,877.00 |
1.618 |
1,841.50 |
2.618 |
1,784.00 |
4.250 |
1,690.00 |
|
|
Fisher Pivots for day following 19-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
1,975.00 |
1,975.75 |
PP |
1,969.25 |
1,970.50 |
S1 |
1,963.25 |
1,965.50 |
|