Trading Metrics calculated at close of trading on 16-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2008 |
16-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
1,343.00 |
1,359.00 |
16.00 |
1.2% |
1,361.00 |
High |
1,363.50 |
1,367.50 |
4.00 |
0.3% |
1,373.25 |
Low |
1,339.00 |
1,351.50 |
12.50 |
0.9% |
1,333.25 |
Close |
1,359.75 |
1,360.00 |
0.25 |
0.0% |
1,359.75 |
Range |
24.50 |
16.00 |
-8.50 |
-34.7% |
40.00 |
ATR |
22.33 |
21.88 |
-0.45 |
-2.0% |
0.00 |
Volume |
1,672,536 |
2,033,847 |
361,311 |
21.6% |
2,318,999 |
|
Daily Pivots for day following 16-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,407.75 |
1,399.75 |
1,368.75 |
|
R3 |
1,391.75 |
1,383.75 |
1,364.50 |
|
R2 |
1,375.75 |
1,375.75 |
1,363.00 |
|
R1 |
1,367.75 |
1,367.75 |
1,361.50 |
1,371.75 |
PP |
1,359.75 |
1,359.75 |
1,359.75 |
1,361.50 |
S1 |
1,351.75 |
1,351.75 |
1,358.50 |
1,355.75 |
S2 |
1,343.75 |
1,343.75 |
1,357.00 |
|
S3 |
1,327.75 |
1,335.75 |
1,355.50 |
|
S4 |
1,311.75 |
1,319.75 |
1,351.25 |
|
|
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 |
1,369.50 |
1,333.25 |
36.25 |
2.7% |
22.25 |
1.6% |
74% |
False |
False |
855,557 |
10 |
1,414.00 |
1,333.25 |
80.75 |
5.9% |
25.50 |
1.9% |
33% |
False |
False |
448,053 |
20 |
1,430.50 |
1,333.25 |
97.25 |
7.2% |
21.50 |
1.6% |
28% |
False |
False |
228,728 |
40 |
1,442.25 |
1,333.25 |
109.00 |
8.0% |
20.25 |
1.5% |
25% |
False |
False |
116,093 |
60 |
1,442.25 |
1,309.75 |
132.50 |
9.7% |
20.75 |
1.5% |
38% |
False |
False |
78,789 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,435.50 |
2.618 |
1,409.50 |
1.618 |
1,393.50 |
1.000 |
1,383.50 |
0.618 |
1,377.50 |
HIGH |
1,367.50 |
0.618 |
1,361.50 |
0.500 |
1,359.50 |
0.382 |
1,357.50 |
LOW |
1,351.50 |
0.618 |
1,341.50 |
1.000 |
1,335.50 |
1.618 |
1,325.50 |
2.618 |
1,309.50 |
4.250 |
1,283.50 |
|
|
Fisher Pivots for day following 16-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
1,359.75 |
1,356.75 |
PP |
1,359.75 |
1,353.50 |
S1 |
1,359.50 |
1,350.50 |
|