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 |
5,810.0 |
5,840.0 |
30.0 |
0.5% |
5,900.0 |
High |
5,934.0 |
5,840.0 |
-94.0 |
-1.6% |
5,950.5 |
Low |
5,803.5 |
5,735.5 |
-68.0 |
-1.2% |
5,711.5 |
Close |
5,869.0 |
5,751.5 |
-117.5 |
-2.0% |
5,810.0 |
Range |
130.5 |
104.5 |
-26.0 |
-19.9% |
239.0 |
ATR |
104.8 |
106.8 |
2.1 |
2.0% |
0.0 |
Volume |
176,233 |
291,352 |
115,119 |
65.3% |
633,301 |
|
Daily Pivots for day following 18-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,089.0 |
6,025.0 |
5,809.0 |
|
R3 |
5,984.5 |
5,920.5 |
5,780.0 |
|
R2 |
5,880.0 |
5,880.0 |
5,770.5 |
|
R1 |
5,816.0 |
5,816.0 |
5,761.0 |
5,796.0 |
PP |
5,775.5 |
5,775.5 |
5,775.5 |
5,765.5 |
S1 |
5,711.5 |
5,711.5 |
5,742.0 |
5,691.0 |
S2 |
5,671.0 |
5,671.0 |
5,732.5 |
|
S3 |
5,566.5 |
5,607.0 |
5,723.0 |
|
S4 |
5,462.0 |
5,502.5 |
5,694.0 |
|
|
Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,541.0 |
6,414.5 |
5,941.5 |
|
R3 |
6,302.0 |
6,175.5 |
5,875.5 |
|
R2 |
6,063.0 |
6,063.0 |
5,854.0 |
|
R1 |
5,936.5 |
5,936.5 |
5,832.0 |
5,880.0 |
PP |
5,824.0 |
5,824.0 |
5,824.0 |
5,796.0 |
S1 |
5,697.5 |
5,697.5 |
5,788.0 |
5,641.0 |
S2 |
5,585.0 |
5,585.0 |
5,766.0 |
|
S3 |
5,346.0 |
5,458.5 |
5,744.5 |
|
S4 |
5,107.0 |
5,219.5 |
5,678.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,934.0 |
5,723.0 |
211.0 |
3.7% |
98.0 |
1.7% |
14% |
False |
False |
174,502 |
10 |
6,087.5 |
5,711.5 |
376.0 |
6.5% |
111.5 |
1.9% |
11% |
False |
False |
141,502 |
20 |
6,266.5 |
5,711.5 |
555.0 |
9.6% |
98.5 |
1.7% |
7% |
False |
False |
115,795 |
40 |
6,396.0 |
5,711.5 |
684.5 |
11.9% |
97.0 |
1.7% |
6% |
False |
False |
97,564 |
60 |
6,396.0 |
5,597.5 |
798.5 |
13.9% |
96.5 |
1.7% |
19% |
False |
False |
99,418 |
80 |
6,396.0 |
5,424.5 |
971.5 |
16.9% |
100.5 |
1.7% |
34% |
False |
False |
85,573 |
100 |
6,396.0 |
5,424.5 |
971.5 |
16.9% |
99.5 |
1.7% |
34% |
False |
False |
68,549 |
120 |
6,559.5 |
5,325.0 |
1,234.5 |
21.5% |
103.5 |
1.8% |
35% |
False |
False |
57,149 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,284.0 |
2.618 |
6,113.5 |
1.618 |
6,009.0 |
1.000 |
5,944.5 |
0.618 |
5,904.5 |
HIGH |
5,840.0 |
0.618 |
5,800.0 |
0.500 |
5,788.0 |
0.382 |
5,775.5 |
LOW |
5,735.5 |
0.618 |
5,671.0 |
1.000 |
5,631.0 |
1.618 |
5,566.5 |
2.618 |
5,462.0 |
4.250 |
5,291.5 |
|
|
Fisher Pivots for day following 18-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
5,788.0 |
5,835.0 |
PP |
5,775.5 |
5,807.0 |
S1 |
5,763.5 |
5,779.0 |
|