Trading Metrics calculated at close of trading on 11-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2008 |
11-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
12,277.71 |
12,286.34 |
8.63 |
0.1% |
12,637.67 |
High |
12,369.23 |
12,286.67 |
-82.56 |
-0.7% |
12,638.08 |
Low |
12,206.96 |
12,079.13 |
-127.83 |
-1.0% |
12,192.06 |
Close |
12,289.76 |
12,083.77 |
-205.99 |
-1.7% |
12,209.81 |
Range |
162.27 |
207.54 |
45.27 |
27.9% |
446.02 |
ATR |
180.62 |
182.76 |
2.14 |
1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,772.48 |
12,635.66 |
12,197.92 |
|
R3 |
12,564.94 |
12,428.12 |
12,140.84 |
|
R2 |
12,357.40 |
12,357.40 |
12,121.82 |
|
R1 |
12,220.58 |
12,220.58 |
12,102.79 |
12,185.22 |
PP |
12,149.86 |
12,149.86 |
12,149.86 |
12,132.18 |
S1 |
12,013.04 |
12,013.04 |
12,064.75 |
11,977.68 |
S2 |
11,942.32 |
11,942.32 |
12,045.72 |
|
S3 |
11,734.78 |
11,805.50 |
12,026.70 |
|
S4 |
11,527.24 |
11,597.96 |
11,969.62 |
|
|
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 |
12,079.13 |
531.83 |
4.4% |
227.90 |
1.9% |
1% |
False |
True |
|
10 |
12,726.66 |
12,079.13 |
647.53 |
5.4% |
196.34 |
1.6% |
1% |
False |
True |
|
20 |
13,136.69 |
12,079.13 |
1,057.56 |
8.8% |
178.34 |
1.5% |
0% |
False |
True |
|
40 |
13,136.69 |
12,079.13 |
1,057.56 |
8.8% |
170.45 |
1.4% |
0% |
False |
True |
|
60 |
13,136.69 |
11,975.84 |
1,160.85 |
9.6% |
180.03 |
1.5% |
9% |
False |
False |
|
80 |
13,136.69 |
11,731.60 |
1,405.09 |
11.6% |
197.06 |
1.6% |
25% |
False |
False |
|
100 |
13,136.69 |
11,634.82 |
1,501.87 |
12.4% |
209.66 |
1.7% |
30% |
False |
False |
|
120 |
13,563.48 |
11,634.82 |
1,928.66 |
16.0% |
210.19 |
1.7% |
23% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,168.72 |
2.618 |
12,830.01 |
1.618 |
12,622.47 |
1.000 |
12,494.21 |
0.618 |
12,414.93 |
HIGH |
12,286.67 |
0.618 |
12,207.39 |
0.500 |
12,182.90 |
0.382 |
12,158.41 |
LOW |
12,079.13 |
0.618 |
11,950.87 |
1.000 |
11,871.59 |
1.618 |
11,743.33 |
2.618 |
11,535.79 |
4.250 |
11,197.09 |
|
|
Fisher Pivots for day following 11-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
12,182.90 |
12,224.18 |
PP |
12,149.86 |
12,177.38 |
S1 |
12,116.81 |
12,130.57 |
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