Trading Metrics calculated at close of trading on 02-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2008 |
02-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
12,623 |
12,627 |
4 |
0.0% |
12,480 |
High |
12,687 |
12,632 |
-55 |
-0.4% |
12,726 |
Low |
12,585 |
12,421 |
-164 |
-1.3% |
12,438 |
Close |
12,637 |
12,506 |
-131 |
-1.0% |
12,637 |
Range |
102 |
211 |
109 |
106.9% |
288 |
ATR |
170 |
174 |
3 |
1.9% |
0 |
Volume |
152,201 |
104,224 |
-47,977 |
-31.5% |
564,350 |
|
Daily Pivots for day following 02-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,153 |
13,040 |
12,622 |
|
R3 |
12,942 |
12,829 |
12,564 |
|
R2 |
12,731 |
12,731 |
12,545 |
|
R1 |
12,618 |
12,618 |
12,525 |
12,569 |
PP |
12,520 |
12,520 |
12,520 |
12,495 |
S1 |
12,407 |
12,407 |
12,487 |
12,358 |
S2 |
12,309 |
12,309 |
12,467 |
|
S3 |
12,098 |
12,196 |
12,448 |
|
S4 |
11,887 |
11,985 |
12,390 |
|
|
Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,464 |
13,339 |
12,796 |
|
R3 |
13,176 |
13,051 |
12,716 |
|
R2 |
12,888 |
12,888 |
12,690 |
|
R1 |
12,763 |
12,763 |
12,664 |
12,826 |
PP |
12,600 |
12,600 |
12,600 |
12,632 |
S1 |
12,475 |
12,475 |
12,611 |
12,538 |
S2 |
12,312 |
12,312 |
12,584 |
|
S3 |
12,024 |
12,187 |
12,558 |
|
S4 |
11,736 |
11,899 |
12,479 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,726 |
12,421 |
305 |
2.4% |
149 |
1.2% |
28% |
False |
True |
133,714 |
10 |
13,140 |
12,421 |
719 |
5.7% |
175 |
1.4% |
12% |
False |
True |
150,393 |
20 |
13,140 |
12,421 |
719 |
5.7% |
169 |
1.3% |
12% |
False |
True |
145,733 |
40 |
13,140 |
12,262 |
878 |
7.0% |
172 |
1.4% |
28% |
False |
False |
142,739 |
60 |
13,140 |
11,671 |
1,469 |
11.7% |
210 |
1.7% |
57% |
False |
False |
142,867 |
80 |
13,140 |
11,671 |
1,469 |
11.7% |
209 |
1.7% |
57% |
False |
False |
107,184 |
100 |
13,140 |
11,542 |
1,598 |
12.8% |
214 |
1.7% |
60% |
False |
False |
85,754 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,529 |
2.618 |
13,185 |
1.618 |
12,974 |
1.000 |
12,843 |
0.618 |
12,763 |
HIGH |
12,632 |
0.618 |
12,552 |
0.500 |
12,527 |
0.382 |
12,502 |
LOW |
12,421 |
0.618 |
12,291 |
1.000 |
12,210 |
1.618 |
12,080 |
2.618 |
11,869 |
4.250 |
11,524 |
|
|
Fisher Pivots for day following 02-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
12,527 |
12,574 |
PP |
12,520 |
12,551 |
S1 |
12,513 |
12,529 |
|