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 |
5,832.0 |
5,867.0 |
35.0 |
0.6% |
5,930.0 |
High |
5,963.5 |
5,869.5 |
-94.0 |
-1.6% |
5,978.5 |
Low |
5,832.0 |
5,765.5 |
-66.5 |
-1.1% |
5,749.0 |
Close |
5,898.0 |
5,780.5 |
-117.5 |
-2.0% |
5,837.5 |
Range |
131.5 |
104.0 |
-27.5 |
-20.9% |
229.5 |
ATR |
96.4 |
98.9 |
2.6 |
2.7% |
0.0 |
Volume |
101,609 |
212,474 |
110,865 |
109.1% |
41,930 |
|
Daily Pivots for day following 18-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,117.0 |
6,053.0 |
5,837.5 |
|
R3 |
6,013.0 |
5,949.0 |
5,809.0 |
|
R2 |
5,909.0 |
5,909.0 |
5,799.5 |
|
R1 |
5,845.0 |
5,845.0 |
5,790.0 |
5,825.0 |
PP |
5,805.0 |
5,805.0 |
5,805.0 |
5,795.0 |
S1 |
5,741.0 |
5,741.0 |
5,771.0 |
5,721.0 |
S2 |
5,701.0 |
5,701.0 |
5,761.5 |
|
S3 |
5,597.0 |
5,637.0 |
5,752.0 |
|
S4 |
5,493.0 |
5,533.0 |
5,723.5 |
|
|
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 |
5,751.0 |
212.5 |
3.7% |
96.5 |
1.7% |
14% |
False |
False |
77,527 |
10 |
6,115.5 |
5,749.0 |
366.5 |
6.3% |
107.5 |
1.9% |
9% |
False |
False |
39,323 |
20 |
6,296.0 |
5,749.0 |
547.0 |
9.5% |
90.5 |
1.6% |
6% |
False |
False |
19,869 |
40 |
6,424.5 |
5,749.0 |
675.5 |
11.7% |
82.0 |
1.4% |
5% |
False |
False |
10,305 |
60 |
6,424.5 |
5,661.0 |
763.5 |
13.2% |
73.5 |
1.3% |
16% |
False |
False |
6,884 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,311.5 |
2.618 |
6,142.0 |
1.618 |
6,038.0 |
1.000 |
5,973.5 |
0.618 |
5,934.0 |
HIGH |
5,869.5 |
0.618 |
5,830.0 |
0.500 |
5,817.5 |
0.382 |
5,805.0 |
LOW |
5,765.5 |
0.618 |
5,701.0 |
1.000 |
5,661.5 |
1.618 |
5,597.0 |
2.618 |
5,493.0 |
4.250 |
5,323.5 |
|
|
Fisher Pivots for day following 18-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
5,817.5 |
5,864.5 |
PP |
5,805.0 |
5,836.5 |
S1 |
5,793.0 |
5,808.5 |
|