Trading Metrics calculated at close of trading on 09-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2008 |
09-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
7,077.0 |
6,850.5 |
-226.5 |
-3.2% |
7,192.0 |
High |
7,088.5 |
6,925.0 |
-163.5 |
-2.3% |
7,196.5 |
Low |
6,825.0 |
6,849.0 |
24.0 |
0.4% |
6,825.0 |
Close |
6,893.0 |
6,899.0 |
6.0 |
0.1% |
6,893.0 |
Range |
263.5 |
76.0 |
-187.5 |
-71.2% |
371.5 |
ATR |
118.3 |
115.3 |
-3.0 |
-2.6% |
0.0 |
Volume |
2,873 |
3,223 |
350 |
12.2% |
8,414 |
|
Daily Pivots for day following 09-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,119.0 |
7,085.0 |
6,940.8 |
|
R3 |
7,043.0 |
7,009.0 |
6,919.9 |
|
R2 |
6,967.0 |
6,967.0 |
6,912.9 |
|
R1 |
6,933.0 |
6,933.0 |
6,906.0 |
6,950.0 |
PP |
6,891.0 |
6,891.0 |
6,891.0 |
6,899.5 |
S1 |
6,857.0 |
6,857.0 |
6,892.0 |
6,874.0 |
S2 |
6,815.0 |
6,815.0 |
6,885.1 |
|
S3 |
6,739.0 |
6,781.0 |
6,878.1 |
|
S4 |
6,663.0 |
6,705.0 |
6,857.2 |
|
|
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 |
7,115.0 |
6,825.0 |
290.0 |
4.2% |
121.4 |
1.8% |
26% |
False |
False |
2,236 |
10 |
7,217.0 |
6,825.0 |
392.0 |
5.7% |
111.6 |
1.6% |
19% |
False |
False |
1,480 |
20 |
7,340.0 |
6,825.0 |
515.0 |
7.5% |
104.9 |
1.5% |
14% |
False |
False |
970 |
40 |
7,340.0 |
6,649.0 |
691.0 |
10.0% |
99.1 |
1.4% |
36% |
False |
False |
646 |
60 |
7,340.0 |
6,306.5 |
1,033.5 |
15.0% |
111.8 |
1.6% |
57% |
False |
False |
1,201 |
80 |
7,340.0 |
6,306.5 |
1,033.5 |
15.0% |
113.0 |
1.6% |
57% |
False |
False |
988 |
100 |
7,757.0 |
6,306.5 |
1,450.5 |
21.0% |
126.5 |
1.8% |
41% |
False |
False |
867 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,248.0 |
2.618 |
7,124.0 |
1.618 |
7,048.0 |
1.000 |
7,001.0 |
0.618 |
6,972.0 |
HIGH |
6,925.0 |
0.618 |
6,896.0 |
0.500 |
6,887.0 |
0.382 |
6,878.0 |
LOW |
6,849.0 |
0.618 |
6,802.0 |
1.000 |
6,773.0 |
1.618 |
6,726.0 |
2.618 |
6,650.0 |
4.250 |
6,526.0 |
|
|
Fisher Pivots for day following 09-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
6,895.0 |
6,959.8 |
PP |
6,891.0 |
6,939.5 |
S1 |
6,887.0 |
6,919.3 |
|