Trading Metrics calculated at close of trading on 16-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2008 |
16-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
12,144.59 |
12,306.86 |
162.27 |
1.3% |
12,210.13 |
High |
12,310.28 |
12,319.72 |
9.44 |
0.1% |
12,369.23 |
Low |
12,144.59 |
12,212.25 |
67.66 |
0.6% |
12,076.93 |
Close |
12,307.35 |
12,269.08 |
-38.27 |
-0.3% |
12,307.35 |
Range |
165.69 |
107.47 |
-58.22 |
-35.1% |
292.30 |
ATR |
182.39 |
177.04 |
-5.35 |
-2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,589.43 |
12,536.72 |
12,328.19 |
|
R3 |
12,481.96 |
12,429.25 |
12,298.63 |
|
R2 |
12,374.49 |
12,374.49 |
12,288.78 |
|
R1 |
12,321.78 |
12,321.78 |
12,278.93 |
12,294.40 |
PP |
12,267.02 |
12,267.02 |
12,267.02 |
12,253.33 |
S1 |
12,214.31 |
12,214.31 |
12,259.23 |
12,186.93 |
S2 |
12,159.55 |
12,159.55 |
12,249.38 |
|
S3 |
12,052.08 |
12,106.84 |
12,239.53 |
|
S4 |
11,944.61 |
11,999.37 |
12,209.97 |
|
|
Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,128.07 |
13,010.01 |
12,468.12 |
|
R3 |
12,835.77 |
12,717.71 |
12,387.73 |
|
R2 |
12,543.47 |
12,543.47 |
12,360.94 |
|
R1 |
12,425.41 |
12,425.41 |
12,334.14 |
12,484.44 |
PP |
12,251.17 |
12,251.17 |
12,251.17 |
12,280.69 |
S1 |
12,133.11 |
12,133.11 |
12,280.56 |
12,192.14 |
S2 |
11,958.87 |
11,958.87 |
12,253.76 |
|
S3 |
11,666.57 |
11,840.81 |
12,226.97 |
|
S4 |
11,374.27 |
11,548.51 |
12,146.59 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,369.23 |
12,076.93 |
292.30 |
2.4% |
167.06 |
1.4% |
66% |
False |
False |
|
10 |
12,610.96 |
12,076.93 |
534.03 |
4.4% |
197.43 |
1.6% |
36% |
False |
False |
|
20 |
13,136.69 |
12,076.93 |
1,059.76 |
8.6% |
180.57 |
1.5% |
18% |
False |
False |
|
40 |
13,136.69 |
12,076.93 |
1,059.76 |
8.6% |
166.72 |
1.4% |
18% |
False |
False |
|
60 |
13,136.69 |
12,076.93 |
1,059.76 |
8.6% |
170.05 |
1.4% |
18% |
False |
False |
|
80 |
13,136.69 |
11,731.60 |
1,405.09 |
11.5% |
194.21 |
1.6% |
38% |
False |
False |
|
100 |
13,136.69 |
11,731.60 |
1,405.09 |
11.5% |
200.23 |
1.6% |
38% |
False |
False |
|
120 |
13,563.48 |
11,634.82 |
1,928.66 |
15.7% |
209.73 |
1.7% |
33% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,776.47 |
2.618 |
12,601.08 |
1.618 |
12,493.61 |
1.000 |
12,427.19 |
0.618 |
12,386.14 |
HIGH |
12,319.72 |
0.618 |
12,278.67 |
0.500 |
12,265.99 |
0.382 |
12,253.30 |
LOW |
12,212.25 |
0.618 |
12,145.83 |
1.000 |
12,104.78 |
1.618 |
12,038.36 |
2.618 |
11,930.89 |
4.250 |
11,755.50 |
|
|
Fisher Pivots for day following 16-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
12,268.05 |
12,245.50 |
PP |
12,267.02 |
12,221.91 |
S1 |
12,265.99 |
12,198.33 |
|