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 |
12,269.65 |
12,158.68 |
-110.97 |
-0.9% |
12,210.13 |
High |
12,322.82 |
12,158.68 |
-164.14 |
-1.3% |
12,369.23 |
Low |
12,150.29 |
11,993.64 |
-156.65 |
-1.3% |
12,076.93 |
Close |
12,160.30 |
12,029.06 |
-131.24 |
-1.1% |
12,307.35 |
Range |
172.53 |
165.04 |
-7.49 |
-4.3% |
292.30 |
ATR |
176.72 |
176.00 |
-0.72 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,555.58 |
12,457.36 |
12,119.83 |
|
R3 |
12,390.54 |
12,292.32 |
12,074.45 |
|
R2 |
12,225.50 |
12,225.50 |
12,059.32 |
|
R1 |
12,127.28 |
12,127.28 |
12,044.19 |
12,093.87 |
PP |
12,060.46 |
12,060.46 |
12,060.46 |
12,043.76 |
S1 |
11,962.24 |
11,962.24 |
12,013.93 |
11,928.83 |
S2 |
11,895.42 |
11,895.42 |
11,998.80 |
|
S3 |
11,730.38 |
11,797.20 |
11,983.67 |
|
S4 |
11,565.34 |
11,632.16 |
11,938.29 |
|
|
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 |
11,993.64 |
329.18 |
2.7% |
160.61 |
1.3% |
11% |
False |
True |
|
10 |
12,610.96 |
11,993.64 |
617.32 |
5.1% |
194.26 |
1.6% |
6% |
False |
True |
|
20 |
12,862.47 |
11,993.64 |
868.83 |
7.2% |
176.59 |
1.5% |
4% |
False |
True |
|
40 |
13,136.69 |
11,993.64 |
1,143.05 |
9.5% |
168.45 |
1.4% |
3% |
False |
True |
|
60 |
13,136.69 |
11,993.64 |
1,143.05 |
9.5% |
169.29 |
1.4% |
3% |
False |
True |
|
80 |
13,136.69 |
11,731.60 |
1,405.09 |
11.7% |
192.35 |
1.6% |
21% |
False |
False |
|
100 |
13,136.69 |
11,731.60 |
1,405.09 |
11.7% |
199.00 |
1.7% |
21% |
False |
False |
|
120 |
13,551.04 |
11,634.82 |
1,916.22 |
15.9% |
211.00 |
1.8% |
21% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,860.10 |
2.618 |
12,590.75 |
1.618 |
12,425.71 |
1.000 |
12,323.72 |
0.618 |
12,260.67 |
HIGH |
12,158.68 |
0.618 |
12,095.63 |
0.500 |
12,076.16 |
0.382 |
12,056.69 |
LOW |
11,993.64 |
0.618 |
11,891.65 |
1.000 |
11,828.60 |
1.618 |
11,726.61 |
2.618 |
11,561.57 |
4.250 |
11,292.22 |
|
|
Fisher Pivots for day following 18-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
12,076.16 |
12,158.23 |
PP |
12,060.46 |
12,115.17 |
S1 |
12,044.76 |
12,072.12 |
|