Trading Metrics calculated at close of trading on 02-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2008 |
02-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
6,072.5 |
6,043.0 |
-29.5 |
-0.5% |
6,123.0 |
High |
6,117.5 |
6,050.0 |
-67.5 |
-1.1% |
6,144.0 |
Low |
6,033.0 |
5,975.5 |
-57.5 |
-1.0% |
6,033.0 |
Close |
6,041.0 |
6,016.0 |
-25.0 |
-0.4% |
6,041.0 |
Range |
84.5 |
74.5 |
-10.0 |
-11.8% |
111.0 |
ATR |
98.6 |
96.9 |
-1.7 |
-1.7% |
0.0 |
Volume |
74,707 |
91,295 |
16,588 |
22.2% |
307,925 |
|
Daily Pivots for day following 02-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,237.5 |
6,201.0 |
6,057.0 |
|
R3 |
6,163.0 |
6,126.5 |
6,036.5 |
|
R2 |
6,088.5 |
6,088.5 |
6,029.5 |
|
R1 |
6,052.0 |
6,052.0 |
6,023.0 |
6,033.0 |
PP |
6,014.0 |
6,014.0 |
6,014.0 |
6,004.0 |
S1 |
5,977.5 |
5,977.5 |
6,009.0 |
5,958.5 |
S2 |
5,939.5 |
5,939.5 |
6,002.5 |
|
S3 |
5,865.0 |
5,903.0 |
5,995.5 |
|
S4 |
5,790.5 |
5,828.5 |
5,975.0 |
|
|
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 |
6,144.0 |
5,975.5 |
168.5 |
2.8% |
84.0 |
1.4% |
24% |
False |
True |
79,844 |
10 |
6,396.0 |
5,975.5 |
420.5 |
7.0% |
95.5 |
1.6% |
10% |
False |
True |
92,478 |
20 |
6,396.0 |
5,975.5 |
420.5 |
7.0% |
92.0 |
1.5% |
10% |
False |
True |
83,306 |
40 |
6,396.0 |
5,832.0 |
564.0 |
9.4% |
93.0 |
1.5% |
33% |
False |
False |
87,395 |
60 |
6,396.0 |
5,424.5 |
971.5 |
16.1% |
98.5 |
1.6% |
61% |
False |
False |
87,571 |
80 |
6,396.0 |
5,424.5 |
971.5 |
16.1% |
99.5 |
1.7% |
61% |
False |
False |
65,818 |
100 |
6,396.0 |
5,325.0 |
1,071.0 |
17.8% |
106.0 |
1.8% |
65% |
False |
False |
52,721 |
120 |
6,643.5 |
5,325.0 |
1,318.5 |
21.9% |
94.0 |
1.6% |
52% |
False |
False |
43,941 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,366.5 |
2.618 |
6,245.0 |
1.618 |
6,170.5 |
1.000 |
6,124.5 |
0.618 |
6,096.0 |
HIGH |
6,050.0 |
0.618 |
6,021.5 |
0.500 |
6,013.0 |
0.382 |
6,004.0 |
LOW |
5,975.5 |
0.618 |
5,929.5 |
1.000 |
5,901.0 |
1.618 |
5,855.0 |
2.618 |
5,780.5 |
4.250 |
5,659.0 |
|
|
Fisher Pivots for day following 02-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
6,015.0 |
6,055.0 |
PP |
6,014.0 |
6,042.0 |
S1 |
6,013.0 |
6,029.0 |
|