Trading Metrics calculated at close of trading on 16-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2008 |
16-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
5,810.0 |
5,855.0 |
45.0 |
0.8% |
5,930.0 |
High |
5,851.0 |
5,860.5 |
9.5 |
0.2% |
5,978.5 |
Low |
5,751.0 |
5,789.5 |
38.5 |
0.7% |
5,749.0 |
Close |
5,837.5 |
5,819.0 |
-18.5 |
-0.3% |
5,837.5 |
Range |
100.0 |
71.0 |
-29.0 |
-29.0% |
229.5 |
ATR |
94.3 |
92.7 |
-1.7 |
-1.8% |
0.0 |
Volume |
30,099 |
35,780 |
5,681 |
18.9% |
41,930 |
|
Daily Pivots for day following 16-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,036.0 |
5,998.5 |
5,858.0 |
|
R3 |
5,965.0 |
5,927.5 |
5,838.5 |
|
R2 |
5,894.0 |
5,894.0 |
5,832.0 |
|
R1 |
5,856.5 |
5,856.5 |
5,825.5 |
5,840.0 |
PP |
5,823.0 |
5,823.0 |
5,823.0 |
5,814.5 |
S1 |
5,785.5 |
5,785.5 |
5,812.5 |
5,769.0 |
S2 |
5,752.0 |
5,752.0 |
5,806.0 |
|
S3 |
5,681.0 |
5,714.5 |
5,799.5 |
|
S4 |
5,610.0 |
5,643.5 |
5,780.0 |
|
|
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 |
5,908.0 |
5,749.0 |
159.0 |
2.7% |
89.0 |
1.5% |
44% |
False |
False |
15,335 |
10 |
6,115.5 |
5,749.0 |
366.5 |
6.3% |
99.0 |
1.7% |
19% |
False |
False |
8,028 |
20 |
6,424.5 |
5,749.0 |
675.5 |
11.6% |
91.0 |
1.6% |
10% |
False |
False |
4,244 |
40 |
6,424.5 |
5,749.0 |
675.5 |
11.6% |
79.5 |
1.4% |
10% |
False |
False |
2,454 |
60 |
6,424.5 |
5,490.0 |
934.5 |
16.1% |
72.5 |
1.2% |
35% |
False |
False |
1,700 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,162.0 |
2.618 |
6,046.5 |
1.618 |
5,975.5 |
1.000 |
5,931.5 |
0.618 |
5,904.5 |
HIGH |
5,860.5 |
0.618 |
5,833.5 |
0.500 |
5,825.0 |
0.382 |
5,816.5 |
LOW |
5,789.5 |
0.618 |
5,745.5 |
1.000 |
5,718.5 |
1.618 |
5,674.5 |
2.618 |
5,603.5 |
4.250 |
5,488.0 |
|
|
Fisher Pivots for day following 16-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
5,825.0 |
5,814.5 |
PP |
5,823.0 |
5,810.0 |
S1 |
5,821.0 |
5,806.0 |
|