Trading Metrics calculated at close of trading on 04-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2008 |
04-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
7,065.0 |
7,070.5 |
5.5 |
0.1% |
7,043.0 |
High |
7,115.0 |
7,080.0 |
-35.0 |
-0.5% |
7,217.0 |
Low |
7,039.5 |
6,985.0 |
-54.5 |
-0.8% |
7,004.0 |
Close |
7,108.5 |
7,060.5 |
-48.0 |
-0.7% |
7,183.0 |
Range |
75.5 |
95.0 |
19.5 |
25.8% |
213.0 |
ATR |
106.7 |
107.9 |
1.2 |
1.1% |
0.0 |
Volume |
914 |
2,535 |
1,621 |
177.4% |
3,330 |
|
Daily Pivots for day following 04-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,326.8 |
7,288.7 |
7,112.8 |
|
R3 |
7,231.8 |
7,193.7 |
7,086.6 |
|
R2 |
7,136.8 |
7,136.8 |
7,077.9 |
|
R1 |
7,098.7 |
7,098.7 |
7,069.2 |
7,070.3 |
PP |
7,041.8 |
7,041.8 |
7,041.8 |
7,027.6 |
S1 |
7,003.7 |
7,003.7 |
7,051.8 |
6,975.3 |
S2 |
6,946.8 |
6,946.8 |
7,043.1 |
|
S3 |
6,851.8 |
6,908.7 |
7,034.4 |
|
S4 |
6,756.8 |
6,813.7 |
7,008.3 |
|
|
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 |
6,985.0 |
232.0 |
3.3% |
92.4 |
1.3% |
33% |
False |
True |
1,175 |
10 |
7,217.0 |
6,985.0 |
232.0 |
3.3% |
95.6 |
1.4% |
33% |
False |
True |
855 |
20 |
7,340.0 |
6,985.0 |
355.0 |
5.0% |
93.1 |
1.3% |
21% |
False |
True |
629 |
40 |
7,340.0 |
6,649.0 |
691.0 |
9.8% |
99.4 |
1.4% |
60% |
False |
False |
514 |
60 |
7,340.0 |
6,306.5 |
1,033.5 |
14.6% |
111.1 |
1.6% |
73% |
False |
False |
1,098 |
80 |
7,340.0 |
6,306.5 |
1,033.5 |
14.6% |
112.1 |
1.6% |
73% |
False |
False |
901 |
100 |
7,979.5 |
6,306.5 |
1,673.0 |
23.7% |
125.0 |
1.8% |
45% |
False |
False |
793 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,483.8 |
2.618 |
7,328.7 |
1.618 |
7,233.7 |
1.000 |
7,175.0 |
0.618 |
7,138.7 |
HIGH |
7,080.0 |
0.618 |
7,043.7 |
0.500 |
7,032.5 |
0.382 |
7,021.3 |
LOW |
6,985.0 |
0.618 |
6,926.3 |
1.000 |
6,890.0 |
1.618 |
6,831.3 |
2.618 |
6,736.3 |
4.250 |
6,581.3 |
|
|
Fisher Pivots for day following 04-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
7,051.2 |
7,090.8 |
PP |
7,041.8 |
7,080.7 |
S1 |
7,032.5 |
7,070.6 |
|