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 |
5,855.0 |
5,832.0 |
-23.0 |
-0.4% |
5,930.0 |
High |
5,860.5 |
5,963.5 |
103.0 |
1.8% |
5,978.5 |
Low |
5,789.5 |
5,832.0 |
42.5 |
0.7% |
5,749.0 |
Close |
5,819.0 |
5,898.0 |
79.0 |
1.4% |
5,837.5 |
Range |
71.0 |
131.5 |
60.5 |
85.2% |
229.5 |
ATR |
92.7 |
96.4 |
3.7 |
4.0% |
0.0 |
Volume |
35,780 |
101,609 |
65,829 |
184.0% |
41,930 |
|
Daily Pivots for day following 17-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,292.5 |
6,226.5 |
5,970.5 |
|
R3 |
6,161.0 |
6,095.0 |
5,934.0 |
|
R2 |
6,029.5 |
6,029.5 |
5,922.0 |
|
R1 |
5,963.5 |
5,963.5 |
5,910.0 |
5,996.5 |
PP |
5,898.0 |
5,898.0 |
5,898.0 |
5,914.0 |
S1 |
5,832.0 |
5,832.0 |
5,886.0 |
5,865.0 |
S2 |
5,766.5 |
5,766.5 |
5,874.0 |
|
S3 |
5,635.0 |
5,700.5 |
5,862.0 |
|
S4 |
5,503.5 |
5,569.0 |
5,825.5 |
|
|
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 |
5,963.5 |
5,749.0 |
214.5 |
3.6% |
104.0 |
1.8% |
69% |
True |
False |
35,493 |
10 |
6,115.5 |
5,749.0 |
366.5 |
6.2% |
104.5 |
1.8% |
41% |
False |
False |
18,130 |
20 |
6,386.0 |
5,749.0 |
637.0 |
10.8% |
93.5 |
1.6% |
23% |
False |
False |
9,311 |
40 |
6,424.5 |
5,749.0 |
675.5 |
11.5% |
81.0 |
1.4% |
22% |
False |
False |
4,994 |
60 |
6,424.5 |
5,490.0 |
934.5 |
15.8% |
72.5 |
1.2% |
44% |
False |
False |
3,392 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,522.5 |
2.618 |
6,308.0 |
1.618 |
6,176.5 |
1.000 |
6,095.0 |
0.618 |
6,045.0 |
HIGH |
5,963.5 |
0.618 |
5,913.5 |
0.500 |
5,898.0 |
0.382 |
5,882.0 |
LOW |
5,832.0 |
0.618 |
5,750.5 |
1.000 |
5,700.5 |
1.618 |
5,619.0 |
2.618 |
5,487.5 |
4.250 |
5,273.0 |
|
|
Fisher Pivots for day following 17-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
5,898.0 |
5,884.5 |
PP |
5,898.0 |
5,871.0 |
S1 |
5,898.0 |
5,857.0 |
|