Trading Metrics calculated at close of trading on 17-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2008 |
17-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
12,306.86 |
12,269.65 |
-37.21 |
-0.3% |
12,210.13 |
High |
12,319.72 |
12,322.82 |
3.10 |
0.0% |
12,369.23 |
Low |
12,212.25 |
12,150.29 |
-61.96 |
-0.5% |
12,076.93 |
Close |
12,269.08 |
12,160.30 |
-108.78 |
-0.9% |
12,307.35 |
Range |
107.47 |
172.53 |
65.06 |
60.5% |
292.30 |
ATR |
177.04 |
176.72 |
-0.32 |
-0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,728.73 |
12,617.04 |
12,255.19 |
|
R3 |
12,556.20 |
12,444.51 |
12,207.75 |
|
R2 |
12,383.67 |
12,383.67 |
12,191.93 |
|
R1 |
12,271.98 |
12,271.98 |
12,176.12 |
12,241.56 |
PP |
12,211.14 |
12,211.14 |
12,211.14 |
12,195.93 |
S1 |
12,099.45 |
12,099.45 |
12,144.48 |
12,069.03 |
S2 |
12,038.61 |
12,038.61 |
12,128.67 |
|
S3 |
11,866.08 |
11,926.92 |
12,112.85 |
|
S4 |
11,693.55 |
11,754.39 |
12,065.41 |
|
|
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 |
12,322.82 |
12,076.93 |
245.89 |
2.0% |
169.11 |
1.4% |
34% |
True |
False |
|
10 |
12,610.96 |
12,076.93 |
534.03 |
4.4% |
193.49 |
1.6% |
16% |
False |
False |
|
20 |
13,026.04 |
12,076.93 |
949.11 |
7.8% |
180.55 |
1.5% |
9% |
False |
False |
|
40 |
13,136.69 |
12,076.93 |
1,059.76 |
8.7% |
168.54 |
1.4% |
8% |
False |
False |
|
60 |
13,136.69 |
12,076.93 |
1,059.76 |
8.7% |
168.59 |
1.4% |
8% |
False |
False |
|
80 |
13,136.69 |
11,731.60 |
1,405.09 |
11.6% |
193.34 |
1.6% |
31% |
False |
False |
|
100 |
13,136.69 |
11,731.60 |
1,405.09 |
11.6% |
200.38 |
1.6% |
31% |
False |
False |
|
120 |
13,563.32 |
11,634.82 |
1,928.50 |
15.9% |
210.21 |
1.7% |
27% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,056.07 |
2.618 |
12,774.50 |
1.618 |
12,601.97 |
1.000 |
12,495.35 |
0.618 |
12,429.44 |
HIGH |
12,322.82 |
0.618 |
12,256.91 |
0.500 |
12,236.56 |
0.382 |
12,216.20 |
LOW |
12,150.29 |
0.618 |
12,043.67 |
1.000 |
11,977.76 |
1.618 |
11,871.14 |
2.618 |
11,698.61 |
4.250 |
11,417.04 |
|
|
Fisher Pivots for day following 17-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
12,236.56 |
12,233.71 |
PP |
12,211.14 |
12,209.24 |
S1 |
12,185.72 |
12,184.77 |
|