Trading Metrics calculated at close of trading on 05-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2008 |
05-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
12,400 |
12,394 |
-6 |
0.0% |
12,480 |
High |
12,502 |
12,620 |
118 |
0.9% |
12,726 |
Low |
12,343 |
12,380 |
37 |
0.3% |
12,438 |
Close |
12,404 |
12,618 |
214 |
1.7% |
12,637 |
Range |
159 |
240 |
81 |
50.9% |
288 |
ATR |
175 |
180 |
5 |
2.6% |
0 |
Volume |
191,360 |
201,647 |
10,287 |
5.4% |
564,350 |
|
Daily Pivots for day following 05-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,259 |
13,179 |
12,750 |
|
R3 |
13,019 |
12,939 |
12,684 |
|
R2 |
12,779 |
12,779 |
12,662 |
|
R1 |
12,699 |
12,699 |
12,640 |
12,739 |
PP |
12,539 |
12,539 |
12,539 |
12,560 |
S1 |
12,459 |
12,459 |
12,596 |
12,499 |
S2 |
12,299 |
12,299 |
12,574 |
|
S3 |
12,059 |
12,219 |
12,552 |
|
S4 |
11,819 |
11,979 |
12,486 |
|
|
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 |
12,687 |
12,339 |
348 |
2.8% |
185 |
1.5% |
80% |
False |
False |
160,535 |
10 |
12,726 |
12,339 |
387 |
3.1% |
161 |
1.3% |
72% |
False |
False |
156,607 |
20 |
13,140 |
12,339 |
801 |
6.3% |
170 |
1.3% |
35% |
False |
False |
151,659 |
40 |
13,140 |
12,262 |
878 |
7.0% |
176 |
1.4% |
41% |
False |
False |
145,968 |
60 |
13,140 |
11,671 |
1,469 |
11.6% |
205 |
1.6% |
64% |
False |
False |
151,925 |
80 |
13,140 |
11,671 |
1,469 |
11.6% |
208 |
1.6% |
64% |
False |
False |
114,009 |
100 |
13,140 |
11,542 |
1,598 |
12.7% |
216 |
1.7% |
67% |
False |
False |
91,216 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,640 |
2.618 |
13,248 |
1.618 |
13,008 |
1.000 |
12,860 |
0.618 |
12,768 |
HIGH |
12,620 |
0.618 |
12,528 |
0.500 |
12,500 |
0.382 |
12,472 |
LOW |
12,380 |
0.618 |
12,232 |
1.000 |
12,140 |
1.618 |
11,992 |
2.618 |
11,752 |
4.250 |
11,360 |
|
|
Fisher Pivots for day following 05-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
12,579 |
12,572 |
PP |
12,539 |
12,526 |
S1 |
12,500 |
12,480 |
|