Trading Metrics calculated at close of trading on 13-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2008 |
13-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
5,763.5 |
5,810.0 |
46.5 |
0.8% |
5,930.0 |
High |
5,829.0 |
5,851.0 |
22.0 |
0.4% |
5,978.5 |
Low |
5,752.5 |
5,751.0 |
-1.5 |
0.0% |
5,749.0 |
Close |
5,816.0 |
5,837.5 |
21.5 |
0.4% |
5,837.5 |
Range |
76.5 |
100.0 |
23.5 |
30.7% |
229.5 |
ATR |
93.9 |
94.3 |
0.4 |
0.5% |
0.0 |
Volume |
7,675 |
30,099 |
22,424 |
292.2% |
41,930 |
|
Daily Pivots for day following 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,113.0 |
6,075.5 |
5,892.5 |
|
R3 |
6,013.0 |
5,975.5 |
5,865.0 |
|
R2 |
5,913.0 |
5,913.0 |
5,856.0 |
|
R1 |
5,875.5 |
5,875.5 |
5,846.5 |
5,894.0 |
PP |
5,813.0 |
5,813.0 |
5,813.0 |
5,822.5 |
S1 |
5,775.5 |
5,775.5 |
5,828.5 |
5,794.0 |
S2 |
5,713.0 |
5,713.0 |
5,819.0 |
|
S3 |
5,613.0 |
5,675.5 |
5,810.0 |
|
S4 |
5,513.0 |
5,575.5 |
5,782.5 |
|
|
Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,543.5 |
6,420.0 |
5,963.5 |
|
R3 |
6,314.0 |
6,190.5 |
5,900.5 |
|
R2 |
6,084.5 |
6,084.5 |
5,879.5 |
|
R1 |
5,961.0 |
5,961.0 |
5,858.5 |
5,908.0 |
PP |
5,855.0 |
5,855.0 |
5,855.0 |
5,828.5 |
S1 |
5,731.5 |
5,731.5 |
5,816.5 |
5,678.5 |
S2 |
5,625.5 |
5,625.5 |
5,795.5 |
|
S3 |
5,396.0 |
5,502.0 |
5,774.5 |
|
S4 |
5,166.5 |
5,272.5 |
5,711.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,978.5 |
5,749.0 |
229.5 |
3.9% |
95.0 |
1.6% |
39% |
False |
False |
8,386 |
10 |
6,115.5 |
5,749.0 |
366.5 |
6.3% |
98.0 |
1.7% |
24% |
False |
False |
4,470 |
20 |
6,424.5 |
5,749.0 |
675.5 |
11.6% |
91.5 |
1.6% |
13% |
False |
False |
2,479 |
40 |
6,424.5 |
5,749.0 |
675.5 |
11.6% |
80.5 |
1.4% |
13% |
False |
False |
1,560 |
60 |
6,424.5 |
5,490.0 |
934.5 |
16.0% |
72.5 |
1.2% |
37% |
False |
False |
1,104 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,276.0 |
2.618 |
6,113.0 |
1.618 |
6,013.0 |
1.000 |
5,951.0 |
0.618 |
5,913.0 |
HIGH |
5,851.0 |
0.618 |
5,813.0 |
0.500 |
5,801.0 |
0.382 |
5,789.0 |
LOW |
5,751.0 |
0.618 |
5,689.0 |
1.000 |
5,651.0 |
1.618 |
5,589.0 |
2.618 |
5,489.0 |
4.250 |
5,326.0 |
|
|
Fisher Pivots for day following 13-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
5,825.5 |
5,831.5 |
PP |
5,813.0 |
5,825.5 |
S1 |
5,801.0 |
5,819.5 |
|