Trading Metrics calculated at close of trading on 23-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2008 |
23-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
12,062.19 |
11,843.83 |
-218.36 |
-1.8% |
12,306.86 |
High |
12,062.19 |
11,886.25 |
-175.94 |
-1.5% |
12,322.82 |
Low |
11,818.83 |
11,814.60 |
-4.23 |
0.0% |
11,818.83 |
Close |
11,842.69 |
11,842.36 |
-0.33 |
0.0% |
11,842.69 |
Range |
243.36 |
71.65 |
-171.71 |
-70.6% |
503.99 |
ATR |
178.25 |
170.64 |
-7.61 |
-4.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,062.69 |
12,024.17 |
11,881.77 |
|
R3 |
11,991.04 |
11,952.52 |
11,862.06 |
|
R2 |
11,919.39 |
11,919.39 |
11,855.50 |
|
R1 |
11,880.87 |
11,880.87 |
11,848.93 |
11,864.31 |
PP |
11,847.74 |
11,847.74 |
11,847.74 |
11,839.45 |
S1 |
11,809.22 |
11,809.22 |
11,835.79 |
11,792.66 |
S2 |
11,776.09 |
11,776.09 |
11,829.22 |
|
S3 |
11,704.44 |
11,737.57 |
11,822.66 |
|
S4 |
11,632.79 |
11,665.92 |
11,802.95 |
|
|
Weekly Pivots for week ending 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,506.75 |
13,178.71 |
12,119.88 |
|
R3 |
13,002.76 |
12,674.72 |
11,981.29 |
|
R2 |
12,498.77 |
12,498.77 |
11,935.09 |
|
R1 |
12,170.73 |
12,170.73 |
11,888.89 |
12,082.76 |
PP |
11,994.78 |
11,994.78 |
11,994.78 |
11,950.79 |
S1 |
11,666.74 |
11,666.74 |
11,796.49 |
11,578.77 |
S2 |
11,490.79 |
11,490.79 |
11,750.29 |
|
S3 |
10,986.80 |
11,162.75 |
11,704.09 |
|
S4 |
10,482.81 |
10,658.76 |
11,565.50 |
|
|
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 |
11,814.60 |
508.22 |
4.3% |
157.81 |
1.3% |
5% |
False |
True |
|
10 |
12,369.23 |
11,814.60 |
554.63 |
4.7% |
162.43 |
1.4% |
5% |
False |
True |
|
20 |
12,726.66 |
11,814.60 |
912.06 |
7.7% |
172.73 |
1.5% |
3% |
False |
True |
|
40 |
13,136.69 |
11,814.60 |
1,322.09 |
11.2% |
166.33 |
1.4% |
2% |
False |
True |
|
60 |
13,136.69 |
11,814.60 |
1,322.09 |
11.2% |
168.09 |
1.4% |
2% |
False |
True |
|
80 |
13,136.69 |
11,731.60 |
1,405.09 |
11.9% |
191.47 |
1.6% |
8% |
False |
False |
|
100 |
13,136.69 |
11,731.60 |
1,405.09 |
11.9% |
196.46 |
1.7% |
8% |
False |
False |
|
120 |
13,279.54 |
11,634.82 |
1,644.72 |
13.9% |
210.82 |
1.8% |
13% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,190.76 |
2.618 |
12,073.83 |
1.618 |
12,002.18 |
1.000 |
11,957.90 |
0.618 |
11,930.53 |
HIGH |
11,886.25 |
0.618 |
11,858.88 |
0.500 |
11,850.43 |
0.382 |
11,841.97 |
LOW |
11,814.60 |
0.618 |
11,770.32 |
1.000 |
11,742.95 |
1.618 |
11,698.67 |
2.618 |
11,627.02 |
4.250 |
11,510.09 |
|
|
Fisher Pivots for day following 23-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
11,850.43 |
11,964.70 |
PP |
11,847.74 |
11,923.92 |
S1 |
11,845.05 |
11,883.14 |
|