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 |
5,867.0 |
5,780.5 |
-86.5 |
-1.5% |
5,930.0 |
High |
5,869.5 |
5,817.5 |
-52.0 |
-0.9% |
5,978.5 |
Low |
5,765.5 |
5,726.5 |
-39.0 |
-0.7% |
5,749.0 |
Close |
5,780.5 |
5,737.5 |
-43.0 |
-0.7% |
5,837.5 |
Range |
104.0 |
91.0 |
-13.0 |
-12.5% |
229.5 |
ATR |
98.9 |
98.4 |
-0.6 |
-0.6% |
0.0 |
Volume |
212,474 |
188,857 |
-23,617 |
-11.1% |
41,930 |
|
Daily Pivots for day following 19-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,033.5 |
5,976.5 |
5,787.5 |
|
R3 |
5,942.5 |
5,885.5 |
5,762.5 |
|
R2 |
5,851.5 |
5,851.5 |
5,754.0 |
|
R1 |
5,794.5 |
5,794.5 |
5,746.0 |
5,777.5 |
PP |
5,760.5 |
5,760.5 |
5,760.5 |
5,752.0 |
S1 |
5,703.5 |
5,703.5 |
5,729.0 |
5,686.5 |
S2 |
5,669.5 |
5,669.5 |
5,721.0 |
|
S3 |
5,578.5 |
5,612.5 |
5,712.5 |
|
S4 |
5,487.5 |
5,521.5 |
5,687.5 |
|
|
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 |
5,726.5 |
237.0 |
4.1% |
99.5 |
1.7% |
5% |
False |
True |
113,763 |
10 |
6,115.5 |
5,726.5 |
389.0 |
6.8% |
108.5 |
1.9% |
3% |
False |
True |
58,168 |
20 |
6,262.0 |
5,726.5 |
535.5 |
9.3% |
91.0 |
1.6% |
2% |
False |
True |
29,294 |
40 |
6,424.5 |
5,726.5 |
698.0 |
12.2% |
83.0 |
1.4% |
2% |
False |
True |
15,020 |
60 |
6,424.5 |
5,661.0 |
763.5 |
13.3% |
74.5 |
1.3% |
10% |
False |
False |
10,031 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,204.0 |
2.618 |
6,055.5 |
1.618 |
5,964.5 |
1.000 |
5,908.5 |
0.618 |
5,873.5 |
HIGH |
5,817.5 |
0.618 |
5,782.5 |
0.500 |
5,772.0 |
0.382 |
5,761.5 |
LOW |
5,726.5 |
0.618 |
5,670.5 |
1.000 |
5,635.5 |
1.618 |
5,579.5 |
2.618 |
5,488.5 |
4.250 |
5,340.0 |
|
|
Fisher Pivots for day following 19-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
5,772.0 |
5,845.0 |
PP |
5,760.5 |
5,809.0 |
S1 |
5,749.0 |
5,773.5 |
|