Trading Metrics calculated at close of trading on 04-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2008 |
04-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
12,502 |
12,400 |
-102 |
-0.8% |
12,480 |
High |
12,551 |
12,502 |
-49 |
-0.4% |
12,726 |
Low |
12,339 |
12,343 |
4 |
0.0% |
12,438 |
Close |
12,404 |
12,404 |
0 |
0.0% |
12,637 |
Range |
212 |
159 |
-53 |
-25.0% |
288 |
ATR |
176 |
175 |
-1 |
-0.7% |
0 |
Volume |
153,244 |
191,360 |
38,116 |
24.9% |
564,350 |
|
Daily Pivots for day following 04-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,893 |
12,808 |
12,492 |
|
R3 |
12,734 |
12,649 |
12,448 |
|
R2 |
12,575 |
12,575 |
12,433 |
|
R1 |
12,490 |
12,490 |
12,419 |
12,533 |
PP |
12,416 |
12,416 |
12,416 |
12,438 |
S1 |
12,331 |
12,331 |
12,390 |
12,374 |
S2 |
12,257 |
12,257 |
12,375 |
|
S3 |
12,098 |
12,172 |
12,360 |
|
S4 |
11,939 |
12,013 |
12,317 |
|
|
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% |
172 |
1.4% |
17% |
False |
False |
149,355 |
10 |
12,880 |
12,339 |
541 |
4.4% |
167 |
1.3% |
12% |
False |
False |
154,937 |
20 |
13,140 |
12,339 |
801 |
6.5% |
171 |
1.4% |
8% |
False |
False |
148,986 |
40 |
13,140 |
12,262 |
878 |
7.1% |
175 |
1.4% |
16% |
False |
False |
143,869 |
60 |
13,140 |
11,671 |
1,469 |
11.8% |
208 |
1.7% |
50% |
False |
False |
148,579 |
80 |
13,140 |
11,671 |
1,469 |
11.8% |
208 |
1.7% |
50% |
False |
False |
111,490 |
100 |
13,140 |
11,542 |
1,598 |
12.9% |
214 |
1.7% |
54% |
False |
False |
89,199 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,178 |
2.618 |
12,918 |
1.618 |
12,759 |
1.000 |
12,661 |
0.618 |
12,600 |
HIGH |
12,502 |
0.618 |
12,441 |
0.500 |
12,423 |
0.382 |
12,404 |
LOW |
12,343 |
0.618 |
12,245 |
1.000 |
12,184 |
1.618 |
12,086 |
2.618 |
11,927 |
4.250 |
11,667 |
|
|
Fisher Pivots for day following 04-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
12,423 |
12,486 |
PP |
12,416 |
12,458 |
S1 |
12,410 |
12,431 |
|