Trading Metrics calculated at close of trading on 03-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2008 |
03-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
7,192.0 |
7,065.0 |
-127.0 |
-1.8% |
7,043.0 |
High |
7,196.5 |
7,115.0 |
-81.5 |
-1.1% |
7,217.0 |
Low |
7,049.0 |
7,039.5 |
-9.5 |
-0.1% |
7,004.0 |
Close |
7,100.0 |
7,108.5 |
8.5 |
0.1% |
7,183.0 |
Range |
147.5 |
75.5 |
-72.0 |
-48.8% |
213.0 |
ATR |
109.1 |
106.7 |
-2.4 |
-2.2% |
0.0 |
Volume |
457 |
914 |
457 |
100.0% |
3,330 |
|
Daily Pivots for day following 03-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,314.2 |
7,286.8 |
7,150.0 |
|
R3 |
7,238.7 |
7,211.3 |
7,129.3 |
|
R2 |
7,163.2 |
7,163.2 |
7,122.3 |
|
R1 |
7,135.8 |
7,135.8 |
7,115.4 |
7,149.5 |
PP |
7,087.7 |
7,087.7 |
7,087.7 |
7,094.5 |
S1 |
7,060.3 |
7,060.3 |
7,101.6 |
7,074.0 |
S2 |
7,012.2 |
7,012.2 |
7,094.7 |
|
S3 |
6,936.7 |
6,984.8 |
7,087.7 |
|
S4 |
6,861.2 |
6,909.3 |
7,067.0 |
|
|
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 |
7,039.5 |
177.5 |
2.5% |
98.7 |
1.4% |
39% |
False |
True |
848 |
10 |
7,254.0 |
7,004.0 |
250.0 |
3.5% |
104.5 |
1.5% |
42% |
False |
False |
680 |
20 |
7,340.0 |
7,004.0 |
336.0 |
4.7% |
93.4 |
1.3% |
31% |
False |
False |
512 |
40 |
7,340.0 |
6,649.0 |
691.0 |
9.7% |
98.4 |
1.4% |
66% |
False |
False |
455 |
60 |
7,340.0 |
6,306.5 |
1,033.5 |
14.5% |
111.0 |
1.6% |
78% |
False |
False |
1,057 |
80 |
7,340.0 |
6,306.5 |
1,033.5 |
14.5% |
112.7 |
1.6% |
78% |
False |
False |
880 |
100 |
7,979.5 |
6,306.5 |
1,673.0 |
23.5% |
124.7 |
1.8% |
48% |
False |
False |
769 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,435.9 |
2.618 |
7,312.7 |
1.618 |
7,237.2 |
1.000 |
7,190.5 |
0.618 |
7,161.7 |
HIGH |
7,115.0 |
0.618 |
7,086.2 |
0.500 |
7,077.3 |
0.382 |
7,068.3 |
LOW |
7,039.5 |
0.618 |
6,992.8 |
1.000 |
6,964.0 |
1.618 |
6,917.3 |
2.618 |
6,841.8 |
4.250 |
6,718.6 |
|
|
Fisher Pivots for day following 03-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
7,098.1 |
7,128.3 |
PP |
7,087.7 |
7,121.7 |
S1 |
7,077.3 |
7,115.1 |
|