Trading Metrics calculated at close of trading on 05-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2008 |
05-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
7,070.5 |
7,051.0 |
-19.5 |
-0.3% |
7,043.0 |
High |
7,080.0 |
7,094.5 |
14.5 |
0.2% |
7,217.0 |
Low |
6,985.0 |
6,997.5 |
12.5 |
0.2% |
7,004.0 |
Close |
7,060.5 |
7,031.5 |
-29.0 |
-0.4% |
7,183.0 |
Range |
95.0 |
97.0 |
2.0 |
2.1% |
213.0 |
ATR |
107.9 |
107.2 |
-0.8 |
-0.7% |
0.0 |
Volume |
2,535 |
1,635 |
-900 |
-35.5% |
3,330 |
|
Daily Pivots for day following 05-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,332.2 |
7,278.8 |
7,084.9 |
|
R3 |
7,235.2 |
7,181.8 |
7,058.2 |
|
R2 |
7,138.2 |
7,138.2 |
7,049.3 |
|
R1 |
7,084.8 |
7,084.8 |
7,040.4 |
7,063.0 |
PP |
7,041.2 |
7,041.2 |
7,041.2 |
7,030.3 |
S1 |
6,987.8 |
6,987.8 |
7,022.6 |
6,966.0 |
S2 |
6,944.2 |
6,944.2 |
7,013.7 |
|
S3 |
6,847.2 |
6,890.8 |
7,004.8 |
|
S4 |
6,750.2 |
6,793.8 |
6,978.2 |
|
|
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% |
92.6 |
1.3% |
20% |
False |
False |
1,280 |
10 |
7,217.0 |
6,985.0 |
232.0 |
3.3% |
94.7 |
1.3% |
20% |
False |
False |
944 |
20 |
7,340.0 |
6,985.0 |
355.0 |
5.0% |
94.5 |
1.3% |
13% |
False |
False |
697 |
40 |
7,340.0 |
6,649.0 |
691.0 |
9.8% |
99.0 |
1.4% |
55% |
False |
False |
526 |
60 |
7,340.0 |
6,306.5 |
1,033.5 |
14.7% |
110.7 |
1.6% |
70% |
False |
False |
1,116 |
80 |
7,340.0 |
6,306.5 |
1,033.5 |
14.7% |
111.9 |
1.6% |
70% |
False |
False |
914 |
100 |
7,941.5 |
6,306.5 |
1,635.0 |
23.3% |
125.4 |
1.8% |
44% |
False |
False |
809 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,506.8 |
2.618 |
7,348.4 |
1.618 |
7,251.4 |
1.000 |
7,191.5 |
0.618 |
7,154.4 |
HIGH |
7,094.5 |
0.618 |
7,057.4 |
0.500 |
7,046.0 |
0.382 |
7,034.6 |
LOW |
6,997.5 |
0.618 |
6,937.6 |
1.000 |
6,900.5 |
1.618 |
6,840.6 |
2.618 |
6,743.6 |
4.250 |
6,585.3 |
|
|
Fisher Pivots for day following 05-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
7,046.0 |
7,050.0 |
PP |
7,041.2 |
7,043.8 |
S1 |
7,036.3 |
7,037.7 |
|