Trading Metrics calculated at close of trading on 13-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2008 |
13-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
1,337.00 |
1,343.00 |
6.00 |
0.4% |
1,361.00 |
High |
1,355.50 |
1,363.50 |
8.00 |
0.6% |
1,373.25 |
Low |
1,333.25 |
1,339.00 |
5.75 |
0.4% |
1,333.25 |
Close |
1,343.25 |
1,359.75 |
16.50 |
1.2% |
1,359.75 |
Range |
22.25 |
24.50 |
2.25 |
10.1% |
40.00 |
ATR |
22.16 |
22.33 |
0.17 |
0.8% |
0.00 |
Volume |
340,738 |
1,672,536 |
1,331,798 |
390.9% |
2,318,999 |
|
Daily Pivots for day following 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,427.50 |
1,418.25 |
1,373.25 |
|
R3 |
1,403.00 |
1,393.75 |
1,366.50 |
|
R2 |
1,378.50 |
1,378.50 |
1,364.25 |
|
R1 |
1,369.25 |
1,369.25 |
1,362.00 |
1,374.00 |
PP |
1,354.00 |
1,354.00 |
1,354.00 |
1,356.50 |
S1 |
1,344.75 |
1,344.75 |
1,357.50 |
1,349.50 |
S2 |
1,329.50 |
1,329.50 |
1,355.25 |
|
S3 |
1,305.00 |
1,320.25 |
1,353.00 |
|
S4 |
1,280.50 |
1,295.75 |
1,346.25 |
|
|
Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,475.50 |
1,457.50 |
1,381.75 |
|
R3 |
1,435.50 |
1,417.50 |
1,370.75 |
|
R2 |
1,395.50 |
1,395.50 |
1,367.00 |
|
R1 |
1,377.50 |
1,377.50 |
1,363.50 |
1,366.50 |
PP |
1,355.50 |
1,355.50 |
1,355.50 |
1,350.00 |
S1 |
1,337.50 |
1,337.50 |
1,356.00 |
1,326.50 |
S2 |
1,315.50 |
1,315.50 |
1,352.50 |
|
S3 |
1,275.50 |
1,297.50 |
1,348.75 |
|
S4 |
1,235.50 |
1,257.50 |
1,337.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,373.25 |
1,333.25 |
40.00 |
2.9% |
23.00 |
1.7% |
66% |
False |
False |
463,799 |
10 |
1,414.00 |
1,333.25 |
80.75 |
5.9% |
26.25 |
1.9% |
33% |
False |
False |
245,575 |
20 |
1,442.25 |
1,333.25 |
109.00 |
8.0% |
21.50 |
1.6% |
24% |
False |
False |
127,144 |
40 |
1,442.25 |
1,333.25 |
109.00 |
8.0% |
20.00 |
1.5% |
24% |
False |
False |
65,466 |
60 |
1,442.25 |
1,309.75 |
132.50 |
9.7% |
21.00 |
1.6% |
38% |
False |
False |
44,896 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,467.50 |
2.618 |
1,427.75 |
1.618 |
1,403.25 |
1.000 |
1,388.00 |
0.618 |
1,378.75 |
HIGH |
1,363.50 |
0.618 |
1,354.25 |
0.500 |
1,351.25 |
0.382 |
1,348.25 |
LOW |
1,339.00 |
0.618 |
1,323.75 |
1.000 |
1,314.50 |
1.618 |
1,299.25 |
2.618 |
1,274.75 |
4.250 |
1,235.00 |
|
|
Fisher Pivots for day following 13-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
1,357.00 |
1,356.25 |
PP |
1,354.00 |
1,352.75 |
S1 |
1,351.25 |
1,349.25 |
|