Trading Metrics calculated at close of trading on 02-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2008 |
02-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
7,173.5 |
7,192.0 |
18.5 |
0.3% |
7,043.0 |
High |
7,217.0 |
7,196.5 |
-20.5 |
-0.3% |
7,217.0 |
Low |
7,169.0 |
7,049.0 |
-120.0 |
-1.7% |
7,004.0 |
Close |
7,183.0 |
7,100.0 |
-83.0 |
-1.2% |
7,183.0 |
Range |
48.0 |
147.5 |
99.5 |
207.3% |
213.0 |
ATR |
106.2 |
109.1 |
3.0 |
2.8% |
0.0 |
Volume |
862 |
457 |
-405 |
-47.0% |
3,330 |
|
Daily Pivots for day following 02-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,557.7 |
7,476.3 |
7,181.1 |
|
R3 |
7,410.2 |
7,328.8 |
7,140.6 |
|
R2 |
7,262.7 |
7,262.7 |
7,127.0 |
|
R1 |
7,181.3 |
7,181.3 |
7,113.5 |
7,148.3 |
PP |
7,115.2 |
7,115.2 |
7,115.2 |
7,098.6 |
S1 |
7,033.8 |
7,033.8 |
7,086.5 |
7,000.8 |
S2 |
6,967.7 |
6,967.7 |
7,073.0 |
|
S3 |
6,820.2 |
6,886.3 |
7,059.4 |
|
S4 |
6,672.7 |
6,738.8 |
7,018.9 |
|
|
Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,773.7 |
7,691.3 |
7,300.2 |
|
R3 |
7,560.7 |
7,478.3 |
7,241.6 |
|
R2 |
7,347.7 |
7,347.7 |
7,222.1 |
|
R1 |
7,265.3 |
7,265.3 |
7,202.5 |
7,306.5 |
PP |
7,134.7 |
7,134.7 |
7,134.7 |
7,155.3 |
S1 |
7,052.3 |
7,052.3 |
7,163.5 |
7,093.5 |
S2 |
6,921.7 |
6,921.7 |
7,144.0 |
|
S3 |
6,708.7 |
6,839.3 |
7,124.4 |
|
S4 |
6,495.7 |
6,626.3 |
7,065.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,217.0 |
7,004.0 |
213.0 |
3.0% |
101.7 |
1.4% |
45% |
False |
False |
724 |
10 |
7,285.0 |
7,004.0 |
281.0 |
4.0% |
104.9 |
1.5% |
34% |
False |
False |
615 |
20 |
7,340.0 |
7,004.0 |
336.0 |
4.7% |
94.3 |
1.3% |
29% |
False |
False |
480 |
40 |
7,340.0 |
6,649.0 |
691.0 |
9.7% |
97.9 |
1.4% |
65% |
False |
False |
437 |
60 |
7,340.0 |
6,306.5 |
1,033.5 |
14.6% |
111.5 |
1.6% |
77% |
False |
False |
1,046 |
80 |
7,340.0 |
6,306.5 |
1,033.5 |
14.6% |
113.4 |
1.6% |
77% |
False |
False |
890 |
100 |
8,048.0 |
6,306.5 |
1,741.5 |
24.5% |
125.0 |
1.8% |
46% |
False |
False |
761 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,823.4 |
2.618 |
7,582.7 |
1.618 |
7,435.2 |
1.000 |
7,344.0 |
0.618 |
7,287.7 |
HIGH |
7,196.5 |
0.618 |
7,140.2 |
0.500 |
7,122.8 |
0.382 |
7,105.3 |
LOW |
7,049.0 |
0.618 |
6,957.8 |
1.000 |
6,901.5 |
1.618 |
6,810.3 |
2.618 |
6,662.8 |
4.250 |
6,422.1 |
|
|
Fisher Pivots for day following 02-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
7,122.8 |
7,133.0 |
PP |
7,115.2 |
7,122.0 |
S1 |
7,107.6 |
7,111.0 |
|