Trading Metrics calculated at close of trading on 05-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2008 |
05-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
6,037.5 |
5,988.0 |
-49.5 |
-0.8% |
6,123.0 |
High |
6,037.5 |
6,027.5 |
-10.0 |
-0.2% |
6,144.0 |
Low |
5,945.0 |
5,950.0 |
5.0 |
0.1% |
6,033.0 |
Close |
5,994.5 |
6,001.0 |
6.5 |
0.1% |
6,041.0 |
Range |
92.5 |
77.5 |
-15.0 |
-16.2% |
111.0 |
ATR |
97.2 |
95.8 |
-1.4 |
-1.4% |
0.0 |
Volume |
85,425 |
105,423 |
19,998 |
23.4% |
307,925 |
|
Daily Pivots for day following 05-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,225.5 |
6,190.5 |
6,043.5 |
|
R3 |
6,148.0 |
6,113.0 |
6,022.5 |
|
R2 |
6,070.5 |
6,070.5 |
6,015.0 |
|
R1 |
6,035.5 |
6,035.5 |
6,008.0 |
6,053.0 |
PP |
5,993.0 |
5,993.0 |
5,993.0 |
6,001.5 |
S1 |
5,958.0 |
5,958.0 |
5,994.0 |
5,975.5 |
S2 |
5,915.5 |
5,915.5 |
5,987.0 |
|
S3 |
5,838.0 |
5,880.5 |
5,979.5 |
|
S4 |
5,760.5 |
5,803.0 |
5,958.5 |
|
|
Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,405.5 |
6,334.5 |
6,102.0 |
|
R3 |
6,294.5 |
6,223.5 |
6,071.5 |
|
R2 |
6,183.5 |
6,183.5 |
6,061.5 |
|
R1 |
6,112.5 |
6,112.5 |
6,051.0 |
6,092.5 |
PP |
6,072.5 |
6,072.5 |
6,072.5 |
6,063.0 |
S1 |
6,001.5 |
6,001.5 |
6,031.0 |
5,981.5 |
S2 |
5,961.5 |
5,961.5 |
6,020.5 |
|
S3 |
5,850.5 |
5,890.5 |
6,010.5 |
|
S4 |
5,739.5 |
5,779.5 |
5,980.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,117.5 |
5,945.0 |
172.5 |
2.9% |
81.0 |
1.3% |
32% |
False |
False |
88,301 |
10 |
6,232.0 |
5,945.0 |
287.0 |
4.8% |
86.0 |
1.4% |
20% |
False |
False |
86,556 |
20 |
6,396.0 |
5,945.0 |
451.0 |
7.5% |
91.0 |
1.5% |
12% |
False |
False |
92,282 |
40 |
6,396.0 |
5,832.0 |
564.0 |
9.4% |
94.0 |
1.6% |
30% |
False |
False |
87,710 |
60 |
6,396.0 |
5,424.5 |
971.5 |
16.2% |
97.5 |
1.6% |
59% |
False |
False |
92,017 |
80 |
6,396.0 |
5,424.5 |
971.5 |
16.2% |
99.0 |
1.7% |
59% |
False |
False |
69,258 |
100 |
6,396.0 |
5,325.0 |
1,071.0 |
17.8% |
106.0 |
1.8% |
63% |
False |
False |
55,464 |
120 |
6,559.5 |
5,325.0 |
1,234.5 |
20.6% |
96.0 |
1.6% |
55% |
False |
False |
46,237 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,357.0 |
2.618 |
6,230.5 |
1.618 |
6,153.0 |
1.000 |
6,105.0 |
0.618 |
6,075.5 |
HIGH |
6,027.5 |
0.618 |
5,998.0 |
0.500 |
5,989.0 |
0.382 |
5,979.5 |
LOW |
5,950.0 |
0.618 |
5,902.0 |
1.000 |
5,872.5 |
1.618 |
5,824.5 |
2.618 |
5,747.0 |
4.250 |
5,620.5 |
|
|
Fisher Pivots for day following 05-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
5,997.0 |
6,006.0 |
PP |
5,993.0 |
6,004.5 |
S1 |
5,989.0 |
6,003.0 |
|