Trading Metrics calculated at close of trading on 18-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2008 |
18-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
5,368.0 |
5,397.0 |
29.0 |
0.5% |
5,508.0 |
High |
5,445.0 |
5,454.0 |
9.0 |
0.2% |
5,509.0 |
Low |
5,319.0 |
5,379.0 |
60.0 |
1.1% |
5,298.0 |
Close |
5,425.0 |
5,441.0 |
16.0 |
0.3% |
5,371.0 |
Range |
126.0 |
75.0 |
-51.0 |
-40.5% |
211.0 |
ATR |
84.2 |
83.5 |
-0.7 |
-0.8% |
0.0 |
Volume |
106,280 |
61,774 |
-44,506 |
-41.9% |
19,676 |
|
Daily Pivots for day following 18-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,649.7 |
5,620.3 |
5,482.3 |
|
R3 |
5,574.7 |
5,545.3 |
5,461.6 |
|
R2 |
5,499.7 |
5,499.7 |
5,454.8 |
|
R1 |
5,470.3 |
5,470.3 |
5,447.9 |
5,485.0 |
PP |
5,424.7 |
5,424.7 |
5,424.7 |
5,432.0 |
S1 |
5,395.3 |
5,395.3 |
5,434.1 |
5,410.0 |
S2 |
5,349.7 |
5,349.7 |
5,427.3 |
|
S3 |
5,274.7 |
5,320.3 |
5,420.4 |
|
S4 |
5,199.7 |
5,245.3 |
5,399.8 |
|
|
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 |
5,454.0 |
5,298.0 |
156.0 |
2.9% |
80.0 |
1.5% |
92% |
True |
False |
46,398 |
10 |
5,636.0 |
5,298.0 |
338.0 |
6.2% |
67.2 |
1.2% |
42% |
False |
False |
23,553 |
20 |
5,887.0 |
5,298.0 |
589.0 |
10.8% |
62.4 |
1.1% |
24% |
False |
False |
11,862 |
40 |
6,006.0 |
5,298.0 |
708.0 |
13.0% |
49.2 |
0.9% |
20% |
False |
False |
5,977 |
60 |
6,006.0 |
5,298.0 |
708.0 |
13.0% |
42.7 |
0.8% |
20% |
False |
False |
3,998 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,772.8 |
2.618 |
5,650.4 |
1.618 |
5,575.4 |
1.000 |
5,529.0 |
0.618 |
5,500.4 |
HIGH |
5,454.0 |
0.618 |
5,425.4 |
0.500 |
5,416.5 |
0.382 |
5,407.7 |
LOW |
5,379.0 |
0.618 |
5,332.7 |
1.000 |
5,304.0 |
1.618 |
5,257.7 |
2.618 |
5,182.7 |
4.250 |
5,060.3 |
|
|
Fisher Pivots for day following 18-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
5,432.8 |
5,422.8 |
PP |
5,424.7 |
5,404.7 |
S1 |
5,416.5 |
5,386.5 |
|