Trading Metrics calculated at close of trading on 19-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2008 |
19-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
6,871.5 |
6,773.0 |
-98.5 |
-1.4% |
6,850.5 |
High |
6,875.5 |
6,841.0 |
-34.5 |
-0.5% |
6,925.0 |
Low |
6,782.0 |
6,734.5 |
-47.5 |
-0.7% |
6,710.0 |
Close |
6,801.0 |
6,802.0 |
1.0 |
0.0% |
6,844.5 |
Range |
93.5 |
106.5 |
13.0 |
13.9% |
215.0 |
ATR |
119.3 |
118.4 |
-0.9 |
-0.8% |
0.0 |
Volume |
84,133 |
89,990 |
5,857 |
7.0% |
25,045 |
|
Daily Pivots for day following 19-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,112.0 |
7,063.5 |
6,860.6 |
|
R3 |
7,005.5 |
6,957.0 |
6,831.3 |
|
R2 |
6,899.0 |
6,899.0 |
6,821.5 |
|
R1 |
6,850.5 |
6,850.5 |
6,811.8 |
6,874.8 |
PP |
6,792.5 |
6,792.5 |
6,792.5 |
6,804.6 |
S1 |
6,744.0 |
6,744.0 |
6,792.2 |
6,768.3 |
S2 |
6,686.0 |
6,686.0 |
6,782.5 |
|
S3 |
6,579.5 |
6,637.5 |
6,772.7 |
|
S4 |
6,473.0 |
6,531.0 |
6,743.4 |
|
|
Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,471.5 |
7,373.0 |
6,962.8 |
|
R3 |
7,256.5 |
7,158.0 |
6,903.6 |
|
R2 |
7,041.5 |
7,041.5 |
6,883.9 |
|
R1 |
6,943.0 |
6,943.0 |
6,864.2 |
6,884.8 |
PP |
6,826.5 |
6,826.5 |
6,826.5 |
6,797.4 |
S1 |
6,728.0 |
6,728.0 |
6,824.8 |
6,669.8 |
S2 |
6,611.5 |
6,611.5 |
6,805.1 |
|
S3 |
6,396.5 |
6,513.0 |
6,785.4 |
|
S4 |
6,181.5 |
6,298.0 |
6,726.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,932.5 |
6,727.0 |
205.5 |
3.0% |
117.4 |
1.7% |
36% |
False |
False |
57,999 |
10 |
7,088.5 |
6,710.0 |
378.5 |
5.6% |
130.2 |
1.9% |
24% |
False |
False |
30,834 |
20 |
7,217.0 |
6,710.0 |
507.0 |
7.5% |
112.4 |
1.7% |
18% |
False |
False |
15,889 |
40 |
7,340.0 |
6,710.0 |
630.0 |
9.3% |
100.9 |
1.5% |
15% |
False |
False |
8,127 |
60 |
7,340.0 |
6,560.0 |
780.0 |
11.5% |
107.7 |
1.6% |
31% |
False |
False |
5,586 |
80 |
7,340.0 |
6,306.5 |
1,033.5 |
15.2% |
113.0 |
1.7% |
48% |
False |
False |
4,743 |
100 |
7,340.0 |
6,306.5 |
1,033.5 |
15.2% |
115.6 |
1.7% |
48% |
False |
False |
3,870 |
120 |
8,310.5 |
6,306.5 |
2,004.0 |
29.5% |
122.6 |
1.8% |
25% |
False |
False |
3,264 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,293.6 |
2.618 |
7,119.8 |
1.618 |
7,013.3 |
1.000 |
6,947.5 |
0.618 |
6,906.8 |
HIGH |
6,841.0 |
0.618 |
6,800.3 |
0.500 |
6,787.8 |
0.382 |
6,775.2 |
LOW |
6,734.5 |
0.618 |
6,668.7 |
1.000 |
6,628.0 |
1.618 |
6,562.2 |
2.618 |
6,455.7 |
4.250 |
6,281.9 |
|
|
Fisher Pivots for day following 19-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
6,797.3 |
6,833.5 |
PP |
6,792.5 |
6,823.0 |
S1 |
6,787.8 |
6,812.5 |
|