Trading Metrics calculated at close of trading on 06-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2008 |
06-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
7,051.0 |
7,077.0 |
26.0 |
0.4% |
7,192.0 |
High |
7,094.5 |
7,088.5 |
-6.0 |
-0.1% |
7,196.5 |
Low |
6,997.5 |
6,825.0 |
-172.5 |
-2.5% |
6,825.0 |
Close |
7,031.5 |
6,893.0 |
-138.5 |
-2.0% |
6,893.0 |
Range |
97.0 |
263.5 |
166.5 |
171.6% |
371.5 |
ATR |
107.2 |
118.3 |
11.2 |
10.4% |
0.0 |
Volume |
1,635 |
2,873 |
1,238 |
75.7% |
8,414 |
|
Daily Pivots for day following 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,726.0 |
7,573.0 |
7,037.9 |
|
R3 |
7,462.5 |
7,309.5 |
6,965.5 |
|
R2 |
7,199.0 |
7,199.0 |
6,941.3 |
|
R1 |
7,046.0 |
7,046.0 |
6,917.2 |
6,990.8 |
PP |
6,935.5 |
6,935.5 |
6,935.5 |
6,907.9 |
S1 |
6,782.5 |
6,782.5 |
6,868.8 |
6,727.3 |
S2 |
6,672.0 |
6,672.0 |
6,844.7 |
|
S3 |
6,408.5 |
6,519.0 |
6,820.5 |
|
S4 |
6,145.0 |
6,255.5 |
6,748.1 |
|
|
Weekly Pivots for week ending 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,086.0 |
7,861.0 |
7,097.3 |
|
R3 |
7,714.5 |
7,489.5 |
6,995.2 |
|
R2 |
7,343.0 |
7,343.0 |
6,961.1 |
|
R1 |
7,118.0 |
7,118.0 |
6,927.1 |
7,044.8 |
PP |
6,971.5 |
6,971.5 |
6,971.5 |
6,934.9 |
S1 |
6,746.5 |
6,746.5 |
6,858.9 |
6,673.3 |
S2 |
6,600.0 |
6,600.0 |
6,824.9 |
|
S3 |
6,228.5 |
6,375.0 |
6,790.8 |
|
S4 |
5,857.0 |
6,003.5 |
6,688.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,196.5 |
6,825.0 |
371.5 |
5.4% |
135.7 |
2.0% |
18% |
False |
True |
1,682 |
10 |
7,217.0 |
6,825.0 |
392.0 |
5.7% |
108.5 |
1.6% |
17% |
False |
True |
1,174 |
20 |
7,340.0 |
6,825.0 |
515.0 |
7.5% |
104.3 |
1.5% |
13% |
False |
True |
821 |
40 |
7,340.0 |
6,649.0 |
691.0 |
10.0% |
102.7 |
1.5% |
35% |
False |
False |
585 |
60 |
7,340.0 |
6,306.5 |
1,033.5 |
15.0% |
112.2 |
1.6% |
57% |
False |
False |
1,155 |
80 |
7,340.0 |
6,306.5 |
1,033.5 |
15.0% |
113.3 |
1.6% |
57% |
False |
False |
949 |
100 |
7,757.0 |
6,306.5 |
1,450.5 |
21.0% |
126.5 |
1.8% |
40% |
False |
False |
836 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,208.4 |
2.618 |
7,778.3 |
1.618 |
7,514.8 |
1.000 |
7,352.0 |
0.618 |
7,251.3 |
HIGH |
7,088.5 |
0.618 |
6,987.8 |
0.500 |
6,956.8 |
0.382 |
6,925.7 |
LOW |
6,825.0 |
0.618 |
6,662.2 |
1.000 |
6,561.5 |
1.618 |
6,398.7 |
2.618 |
6,135.2 |
4.250 |
5,705.1 |
|
|
Fisher Pivots for day following 06-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
6,956.8 |
6,959.8 |
PP |
6,935.5 |
6,937.5 |
S1 |
6,914.3 |
6,915.3 |
|