Trading Metrics calculated at close of trading on 18-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2008 |
18-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
1,360.25 |
1,352.75 |
-7.50 |
-0.6% |
1,361.00 |
High |
1,372.00 |
1,355.50 |
-16.50 |
-1.2% |
1,373.25 |
Low |
1,351.25 |
1,334.50 |
-16.75 |
-1.2% |
1,333.25 |
Close |
1,353.00 |
1,338.75 |
-14.25 |
-1.1% |
1,359.75 |
Range |
20.75 |
21.00 |
0.25 |
1.2% |
40.00 |
ATR |
21.80 |
21.74 |
-0.06 |
-0.3% |
0.00 |
Volume |
1,707,636 |
2,018,896 |
311,260 |
18.2% |
2,318,999 |
|
Daily Pivots for day following 18-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,406.00 |
1,393.25 |
1,350.25 |
|
R3 |
1,385.00 |
1,372.25 |
1,344.50 |
|
R2 |
1,364.00 |
1,364.00 |
1,342.50 |
|
R1 |
1,351.25 |
1,351.25 |
1,340.75 |
1,347.00 |
PP |
1,343.00 |
1,343.00 |
1,343.00 |
1,340.75 |
S1 |
1,330.25 |
1,330.25 |
1,336.75 |
1,326.00 |
S2 |
1,322.00 |
1,322.00 |
1,335.00 |
|
S3 |
1,301.00 |
1,309.25 |
1,333.00 |
|
S4 |
1,280.00 |
1,288.25 |
1,327.25 |
|
|
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 |
1,372.00 |
1,333.25 |
38.75 |
2.9% |
21.00 |
1.6% |
14% |
False |
False |
1,554,730 |
10 |
1,414.00 |
1,333.25 |
80.75 |
6.0% |
25.75 |
1.9% |
7% |
False |
False |
812,924 |
20 |
1,414.00 |
1,333.25 |
80.75 |
6.0% |
21.00 |
1.6% |
7% |
False |
False |
413,942 |
40 |
1,442.25 |
1,333.25 |
109.00 |
8.1% |
20.25 |
1.5% |
5% |
False |
False |
209,197 |
60 |
1,442.25 |
1,309.75 |
132.50 |
9.9% |
21.00 |
1.6% |
22% |
False |
False |
140,805 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,444.75 |
2.618 |
1,410.50 |
1.618 |
1,389.50 |
1.000 |
1,376.50 |
0.618 |
1,368.50 |
HIGH |
1,355.50 |
0.618 |
1,347.50 |
0.500 |
1,345.00 |
0.382 |
1,342.50 |
LOW |
1,334.50 |
0.618 |
1,321.50 |
1.000 |
1,313.50 |
1.618 |
1,300.50 |
2.618 |
1,279.50 |
4.250 |
1,245.25 |
|
|
Fisher Pivots for day following 18-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
1,345.00 |
1,353.25 |
PP |
1,343.00 |
1,348.50 |
S1 |
1,340.75 |
1,343.50 |
|