Trading Metrics calculated at close of trading on 03-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2008 |
03-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
12,627 |
12,502 |
-125 |
-1.0% |
12,480 |
High |
12,632 |
12,551 |
-81 |
-0.6% |
12,726 |
Low |
12,421 |
12,339 |
-82 |
-0.7% |
12,438 |
Close |
12,506 |
12,404 |
-102 |
-0.8% |
12,637 |
Range |
211 |
212 |
1 |
0.5% |
288 |
ATR |
174 |
176 |
3 |
1.6% |
0 |
Volume |
104,224 |
153,244 |
49,020 |
47.0% |
564,350 |
|
Daily Pivots for day following 03-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,067 |
12,948 |
12,521 |
|
R3 |
12,855 |
12,736 |
12,462 |
|
R2 |
12,643 |
12,643 |
12,443 |
|
R1 |
12,524 |
12,524 |
12,424 |
12,478 |
PP |
12,431 |
12,431 |
12,431 |
12,408 |
S1 |
12,312 |
12,312 |
12,385 |
12,266 |
S2 |
12,219 |
12,219 |
12,365 |
|
S3 |
12,007 |
12,100 |
12,346 |
|
S4 |
11,795 |
11,888 |
12,288 |
|
|
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 |
12,339 |
387 |
3.1% |
165 |
1.3% |
17% |
False |
True |
138,690 |
10 |
13,047 |
12,339 |
708 |
5.7% |
179 |
1.4% |
9% |
False |
True |
151,645 |
20 |
13,140 |
12,339 |
801 |
6.5% |
172 |
1.4% |
8% |
False |
True |
144,747 |
40 |
13,140 |
12,262 |
878 |
7.1% |
173 |
1.4% |
16% |
False |
False |
142,359 |
60 |
13,140 |
11,671 |
1,469 |
11.8% |
209 |
1.7% |
50% |
False |
False |
145,411 |
80 |
13,140 |
11,671 |
1,469 |
11.8% |
209 |
1.7% |
50% |
False |
False |
109,099 |
100 |
13,140 |
11,542 |
1,598 |
12.9% |
214 |
1.7% |
54% |
False |
False |
87,286 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,452 |
2.618 |
13,106 |
1.618 |
12,894 |
1.000 |
12,763 |
0.618 |
12,682 |
HIGH |
12,551 |
0.618 |
12,470 |
0.500 |
12,445 |
0.382 |
12,420 |
LOW |
12,339 |
0.618 |
12,208 |
1.000 |
12,127 |
1.618 |
11,996 |
2.618 |
11,784 |
4.250 |
11,438 |
|
|
Fisher Pivots for day following 03-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
12,445 |
12,513 |
PP |
12,431 |
12,477 |
S1 |
12,418 |
12,440 |
|