Trading Metrics calculated at close of trading on 11-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2008 |
11-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
1,364.00 |
1,357.75 |
-6.25 |
-0.5% |
1,402.25 |
High |
1,369.50 |
1,365.25 |
-4.25 |
-0.3% |
1,414.00 |
Low |
1,349.50 |
1,337.25 |
-12.25 |
-0.9% |
1,360.25 |
Close |
1,358.50 |
1,338.00 |
-20.50 |
-1.5% |
1,361.25 |
Range |
20.00 |
28.00 |
8.00 |
40.0% |
53.75 |
ATR |
21.71 |
22.16 |
0.45 |
2.1% |
0.00 |
Volume |
76,235 |
154,431 |
78,196 |
102.6% |
136,751 |
|
Daily Pivots for day following 11-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,430.75 |
1,412.50 |
1,353.50 |
|
R3 |
1,402.75 |
1,384.50 |
1,345.75 |
|
R2 |
1,374.75 |
1,374.75 |
1,343.25 |
|
R1 |
1,356.50 |
1,356.50 |
1,340.50 |
1,351.50 |
PP |
1,346.75 |
1,346.75 |
1,346.75 |
1,344.50 |
S1 |
1,328.50 |
1,328.50 |
1,335.50 |
1,323.50 |
S2 |
1,318.75 |
1,318.75 |
1,332.75 |
|
S3 |
1,290.75 |
1,300.50 |
1,330.25 |
|
S4 |
1,262.75 |
1,272.50 |
1,322.50 |
|
|
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 |
1,337.25 |
76.75 |
5.7% |
30.50 |
2.3% |
1% |
False |
True |
71,118 |
10 |
1,414.00 |
1,337.25 |
76.75 |
5.7% |
24.50 |
1.8% |
1% |
False |
True |
46,655 |
20 |
1,442.25 |
1,337.25 |
105.00 |
7.8% |
21.00 |
1.6% |
1% |
False |
True |
27,120 |
40 |
1,442.25 |
1,337.25 |
105.00 |
7.8% |
20.00 |
1.5% |
1% |
False |
True |
15,747 |
60 |
1,442.25 |
1,296.00 |
146.25 |
10.9% |
21.50 |
1.6% |
29% |
False |
False |
11,342 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,484.25 |
2.618 |
1,438.50 |
1.618 |
1,410.50 |
1.000 |
1,393.25 |
0.618 |
1,382.50 |
HIGH |
1,365.25 |
0.618 |
1,354.50 |
0.500 |
1,351.25 |
0.382 |
1,348.00 |
LOW |
1,337.25 |
0.618 |
1,320.00 |
1.000 |
1,309.25 |
1.618 |
1,292.00 |
2.618 |
1,264.00 |
4.250 |
1,218.25 |
|
|
Fisher Pivots for day following 11-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
1,351.25 |
1,355.25 |
PP |
1,346.75 |
1,349.50 |
S1 |
1,342.50 |
1,343.75 |
|