Trading Metrics calculated at close of trading on 10-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2008 |
10-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
12,210.13 |
12,277.71 |
67.58 |
0.6% |
12,637.67 |
High |
12,331.86 |
12,369.23 |
37.37 |
0.3% |
12,638.08 |
Low |
12,195.32 |
12,206.96 |
11.64 |
0.1% |
12,192.06 |
Close |
12,280.32 |
12,289.76 |
9.44 |
0.1% |
12,209.81 |
Range |
136.54 |
162.27 |
25.73 |
18.8% |
446.02 |
ATR |
182.03 |
180.62 |
-1.41 |
-0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,775.46 |
12,694.88 |
12,379.01 |
|
R3 |
12,613.19 |
12,532.61 |
12,334.38 |
|
R2 |
12,450.92 |
12,450.92 |
12,319.51 |
|
R1 |
12,370.34 |
12,370.34 |
12,304.63 |
12,410.63 |
PP |
12,288.65 |
12,288.65 |
12,288.65 |
12,308.80 |
S1 |
12,208.07 |
12,208.07 |
12,274.89 |
12,248.36 |
S2 |
12,126.38 |
12,126.38 |
12,260.01 |
|
S3 |
11,964.11 |
12,045.80 |
12,245.14 |
|
S4 |
11,801.84 |
11,883.53 |
12,200.51 |
|
|
Weekly Pivots for week ending 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,684.71 |
13,393.28 |
12,455.12 |
|
R3 |
13,238.69 |
12,947.26 |
12,332.47 |
|
R2 |
12,792.67 |
12,792.67 |
12,291.58 |
|
R1 |
12,501.24 |
12,501.24 |
12,250.70 |
12,423.95 |
PP |
12,346.65 |
12,346.65 |
12,346.65 |
12,308.00 |
S1 |
12,055.22 |
12,055.22 |
12,168.92 |
11,977.93 |
S2 |
11,900.63 |
11,900.63 |
12,128.04 |
|
S3 |
11,454.61 |
11,609.20 |
12,087.15 |
|
S4 |
11,008.59 |
11,163.18 |
11,964.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,610.96 |
12,192.06 |
418.90 |
3.4% |
217.87 |
1.8% |
23% |
False |
False |
|
10 |
12,726.66 |
12,192.06 |
534.60 |
4.3% |
186.25 |
1.5% |
18% |
False |
False |
|
20 |
13,136.69 |
12,192.06 |
944.63 |
7.7% |
173.49 |
1.4% |
10% |
False |
False |
|
40 |
13,136.69 |
12,192.06 |
944.63 |
7.7% |
168.22 |
1.4% |
10% |
False |
False |
|
60 |
13,136.69 |
11,756.60 |
1,380.09 |
11.2% |
181.89 |
1.5% |
39% |
False |
False |
|
80 |
13,136.69 |
11,731.60 |
1,405.09 |
11.4% |
195.69 |
1.6% |
40% |
False |
False |
|
100 |
13,136.69 |
11,634.82 |
1,501.87 |
12.2% |
211.51 |
1.7% |
44% |
False |
False |
|
120 |
13,563.48 |
11,634.82 |
1,928.66 |
15.7% |
210.02 |
1.7% |
34% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,058.88 |
2.618 |
12,794.05 |
1.618 |
12,631.78 |
1.000 |
12,531.50 |
0.618 |
12,469.51 |
HIGH |
12,369.23 |
0.618 |
12,307.24 |
0.500 |
12,288.10 |
0.382 |
12,268.95 |
LOW |
12,206.96 |
0.618 |
12,106.68 |
1.000 |
12,044.69 |
1.618 |
11,944.41 |
2.618 |
11,782.14 |
4.250 |
11,517.31 |
|
|
Fisher Pivots for day following 10-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
12,289.21 |
12,397.57 |
PP |
12,288.65 |
12,361.63 |
S1 |
12,288.10 |
12,325.70 |
|