Trading Metrics calculated at close of trading on 10-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2008 |
10-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
1,361.00 |
1,364.00 |
3.00 |
0.2% |
1,402.25 |
High |
1,373.25 |
1,369.50 |
-3.75 |
-0.3% |
1,414.00 |
Low |
1,352.50 |
1,349.50 |
-3.00 |
-0.2% |
1,360.25 |
Close |
1,365.50 |
1,358.50 |
-7.00 |
-0.5% |
1,361.25 |
Range |
20.75 |
20.00 |
-0.75 |
-3.6% |
53.75 |
ATR |
21.84 |
21.71 |
-0.13 |
-0.6% |
0.00 |
Volume |
75,059 |
76,235 |
1,176 |
1.6% |
136,751 |
|
Daily Pivots for day following 10-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,419.25 |
1,408.75 |
1,369.50 |
|
R3 |
1,399.25 |
1,388.75 |
1,364.00 |
|
R2 |
1,379.25 |
1,379.25 |
1,362.25 |
|
R1 |
1,368.75 |
1,368.75 |
1,360.25 |
1,364.00 |
PP |
1,359.25 |
1,359.25 |
1,359.25 |
1,356.75 |
S1 |
1,348.75 |
1,348.75 |
1,356.75 |
1,344.00 |
S2 |
1,339.25 |
1,339.25 |
1,354.75 |
|
S3 |
1,319.25 |
1,328.75 |
1,353.00 |
|
S4 |
1,299.25 |
1,308.75 |
1,347.50 |
|
|
Weekly Pivots for week ending 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,539.75 |
1,504.25 |
1,390.75 |
|
R3 |
1,486.00 |
1,450.50 |
1,376.00 |
|
R2 |
1,432.25 |
1,432.25 |
1,371.00 |
|
R1 |
1,396.75 |
1,396.75 |
1,366.25 |
1,387.50 |
PP |
1,378.50 |
1,378.50 |
1,378.50 |
1,374.00 |
S1 |
1,343.00 |
1,343.00 |
1,356.25 |
1,334.00 |
S2 |
1,324.75 |
1,324.75 |
1,351.50 |
|
S3 |
1,271.00 |
1,289.25 |
1,346.50 |
|
S4 |
1,217.25 |
1,235.50 |
1,331.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,414.00 |
1,349.50 |
64.50 |
4.7% |
28.25 |
2.1% |
14% |
False |
True |
50,232 |
10 |
1,414.00 |
1,349.50 |
64.50 |
4.7% |
23.25 |
1.7% |
14% |
False |
True |
32,207 |
20 |
1,442.25 |
1,349.50 |
92.75 |
6.8% |
20.50 |
1.5% |
10% |
False |
True |
19,577 |
40 |
1,442.25 |
1,338.50 |
103.75 |
7.6% |
20.25 |
1.5% |
19% |
False |
False |
11,947 |
60 |
1,442.25 |
1,283.75 |
158.50 |
11.7% |
21.25 |
1.6% |
47% |
False |
False |
8,768 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,454.50 |
2.618 |
1,421.75 |
1.618 |
1,401.75 |
1.000 |
1,389.50 |
0.618 |
1,381.75 |
HIGH |
1,369.50 |
0.618 |
1,361.75 |
0.500 |
1,359.50 |
0.382 |
1,357.25 |
LOW |
1,349.50 |
0.618 |
1,337.25 |
1.000 |
1,329.50 |
1.618 |
1,317.25 |
2.618 |
1,297.25 |
4.250 |
1,264.50 |
|
|
Fisher Pivots for day following 10-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
1,359.50 |
1,381.75 |
PP |
1,359.25 |
1,374.00 |
S1 |
1,358.75 |
1,366.25 |
|