Trading Metrics calculated at close of trading on 09-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2008 |
09-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
12,620 |
12,209 |
-411 |
-3.3% |
12,627 |
High |
12,660 |
12,334 |
-326 |
-2.6% |
12,660 |
Low |
12,187 |
12,197 |
10 |
0.1% |
12,187 |
Close |
12,214 |
12,295 |
81 |
0.7% |
12,214 |
Range |
473 |
137 |
-336 |
-71.0% |
473 |
ATR |
201 |
196 |
-5 |
-2.3% |
0 |
Volume |
188,112 |
262,726 |
74,614 |
39.7% |
838,587 |
|
Daily Pivots for day following 09-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,686 |
12,628 |
12,370 |
|
R3 |
12,549 |
12,491 |
12,333 |
|
R2 |
12,412 |
12,412 |
12,320 |
|
R1 |
12,354 |
12,354 |
12,308 |
12,383 |
PP |
12,275 |
12,275 |
12,275 |
12,290 |
S1 |
12,217 |
12,217 |
12,283 |
12,246 |
S2 |
12,138 |
12,138 |
12,270 |
|
S3 |
12,001 |
12,080 |
12,257 |
|
S4 |
11,864 |
11,943 |
12,220 |
|
|
Weekly Pivots for week ending 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,773 |
13,466 |
12,474 |
|
R3 |
13,300 |
12,993 |
12,344 |
|
R2 |
12,827 |
12,827 |
12,301 |
|
R1 |
12,520 |
12,520 |
12,257 |
12,437 |
PP |
12,354 |
12,354 |
12,354 |
12,312 |
S1 |
12,047 |
12,047 |
12,171 |
11,964 |
S2 |
11,881 |
11,881 |
12,127 |
|
S3 |
11,408 |
11,574 |
12,084 |
|
S4 |
10,935 |
11,101 |
11,954 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,660 |
12,187 |
473 |
3.8% |
244 |
2.0% |
23% |
False |
False |
199,417 |
10 |
12,726 |
12,187 |
539 |
4.4% |
197 |
1.6% |
20% |
False |
False |
166,566 |
20 |
13,140 |
12,187 |
953 |
7.8% |
189 |
1.5% |
11% |
False |
False |
158,791 |
40 |
13,140 |
12,187 |
953 |
7.8% |
179 |
1.5% |
11% |
False |
False |
150,024 |
60 |
13,140 |
11,671 |
1,469 |
11.9% |
206 |
1.7% |
42% |
False |
False |
159,254 |
80 |
13,140 |
11,671 |
1,469 |
11.9% |
211 |
1.7% |
42% |
False |
False |
119,643 |
100 |
13,140 |
11,542 |
1,598 |
13.0% |
219 |
1.8% |
47% |
False |
False |
95,724 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,916 |
2.618 |
12,693 |
1.618 |
12,556 |
1.000 |
12,471 |
0.618 |
12,419 |
HIGH |
12,334 |
0.618 |
12,282 |
0.500 |
12,266 |
0.382 |
12,249 |
LOW |
12,197 |
0.618 |
12,112 |
1.000 |
12,060 |
1.618 |
11,975 |
2.618 |
11,838 |
4.250 |
11,615 |
|
|
Fisher Pivots for day following 09-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
12,285 |
12,424 |
PP |
12,275 |
12,381 |
S1 |
12,266 |
12,338 |
|