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 |
5,397.0 |
5,355.0 |
-42.0 |
-0.8% |
5,508.0 |
High |
5,454.0 |
5,423.0 |
-31.0 |
-0.6% |
5,509.0 |
Low |
5,379.0 |
5,355.0 |
-24.0 |
-0.4% |
5,298.0 |
Close |
5,441.0 |
5,360.0 |
-81.0 |
-1.5% |
5,371.0 |
Range |
75.0 |
68.0 |
-7.0 |
-9.3% |
211.0 |
ATR |
83.5 |
83.7 |
0.2 |
0.2% |
0.0 |
Volume |
61,774 |
30,045 |
-31,729 |
-51.4% |
19,676 |
|
Daily Pivots for day following 19-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,583.3 |
5,539.7 |
5,397.4 |
|
R3 |
5,515.3 |
5,471.7 |
5,378.7 |
|
R2 |
5,447.3 |
5,447.3 |
5,372.5 |
|
R1 |
5,403.7 |
5,403.7 |
5,366.2 |
5,425.5 |
PP |
5,379.3 |
5,379.3 |
5,379.3 |
5,390.3 |
S1 |
5,335.7 |
5,335.7 |
5,353.8 |
5,357.5 |
S2 |
5,311.3 |
5,311.3 |
5,347.5 |
|
S3 |
5,243.3 |
5,267.7 |
5,341.3 |
|
S4 |
5,175.3 |
5,199.7 |
5,322.6 |
|
|
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% |
84.8 |
1.6% |
40% |
False |
False |
51,448 |
10 |
5,636.0 |
5,298.0 |
338.0 |
6.3% |
71.2 |
1.3% |
18% |
False |
False |
26,517 |
20 |
5,883.0 |
5,298.0 |
585.0 |
10.9% |
64.0 |
1.2% |
11% |
False |
False |
13,361 |
40 |
6,006.0 |
5,298.0 |
708.0 |
13.2% |
50.3 |
0.9% |
9% |
False |
False |
6,727 |
60 |
6,006.0 |
5,298.0 |
708.0 |
13.2% |
43.0 |
0.8% |
9% |
False |
False |
4,498 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,712.0 |
2.618 |
5,601.0 |
1.618 |
5,533.0 |
1.000 |
5,491.0 |
0.618 |
5,465.0 |
HIGH |
5,423.0 |
0.618 |
5,397.0 |
0.500 |
5,389.0 |
0.382 |
5,381.0 |
LOW |
5,355.0 |
0.618 |
5,313.0 |
1.000 |
5,287.0 |
1.618 |
5,245.0 |
2.618 |
5,177.0 |
4.250 |
5,066.0 |
|
|
Fisher Pivots for day following 19-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
5,389.0 |
5,386.5 |
PP |
5,379.3 |
5,377.7 |
S1 |
5,369.7 |
5,368.8 |
|