Trading Metrics calculated at close of trading on 17-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2008 |
17-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
5,404.0 |
5,368.0 |
-36.0 |
-0.7% |
5,508.0 |
High |
5,419.0 |
5,445.0 |
26.0 |
0.5% |
5,509.0 |
Low |
5,366.0 |
5,319.0 |
-47.0 |
-0.9% |
5,298.0 |
Close |
5,386.0 |
5,425.0 |
39.0 |
0.7% |
5,371.0 |
Range |
53.0 |
126.0 |
73.0 |
137.7% |
211.0 |
ATR |
81.0 |
84.2 |
3.2 |
4.0% |
0.0 |
Volume |
46,735 |
106,280 |
59,545 |
127.4% |
19,676 |
|
Daily Pivots for day following 17-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,774.3 |
5,725.7 |
5,494.3 |
|
R3 |
5,648.3 |
5,599.7 |
5,459.7 |
|
R2 |
5,522.3 |
5,522.3 |
5,448.1 |
|
R1 |
5,473.7 |
5,473.7 |
5,436.6 |
5,498.0 |
PP |
5,396.3 |
5,396.3 |
5,396.3 |
5,408.5 |
S1 |
5,347.7 |
5,347.7 |
5,413.5 |
5,372.0 |
S2 |
5,270.3 |
5,270.3 |
5,401.9 |
|
S3 |
5,144.3 |
5,221.7 |
5,390.4 |
|
S4 |
5,018.3 |
5,095.7 |
5,355.7 |
|
|
Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,025.7 |
5,909.3 |
5,487.1 |
|
R3 |
5,814.7 |
5,698.3 |
5,429.0 |
|
R2 |
5,603.7 |
5,603.7 |
5,409.7 |
|
R1 |
5,487.3 |
5,487.3 |
5,390.3 |
5,440.0 |
PP |
5,392.7 |
5,392.7 |
5,392.7 |
5,369.0 |
S1 |
5,276.3 |
5,276.3 |
5,351.7 |
5,229.0 |
S2 |
5,181.7 |
5,181.7 |
5,332.3 |
|
S3 |
4,970.7 |
5,065.3 |
5,313.0 |
|
S4 |
4,759.7 |
4,854.3 |
5,255.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,479.0 |
5,298.0 |
181.0 |
3.3% |
79.0 |
1.5% |
70% |
False |
False |
34,328 |
10 |
5,677.0 |
5,298.0 |
379.0 |
7.0% |
66.7 |
1.2% |
34% |
False |
False |
17,421 |
20 |
5,975.0 |
5,298.0 |
677.0 |
12.5% |
60.5 |
1.1% |
19% |
False |
False |
8,784 |
40 |
6,006.0 |
5,298.0 |
708.0 |
13.1% |
48.1 |
0.9% |
18% |
False |
False |
4,433 |
60 |
6,006.0 |
5,298.0 |
708.0 |
13.1% |
41.5 |
0.8% |
18% |
False |
False |
2,968 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,980.5 |
2.618 |
5,774.9 |
1.618 |
5,648.9 |
1.000 |
5,571.0 |
0.618 |
5,522.9 |
HIGH |
5,445.0 |
0.618 |
5,396.9 |
0.500 |
5,382.0 |
0.382 |
5,367.1 |
LOW |
5,319.0 |
0.618 |
5,241.1 |
1.000 |
5,193.0 |
1.618 |
5,115.1 |
2.618 |
4,989.1 |
4.250 |
4,783.5 |
|
|
Fisher Pivots for day following 17-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
5,410.7 |
5,407.2 |
PP |
5,396.3 |
5,389.3 |
S1 |
5,382.0 |
5,371.5 |
|