Trading Metrics calculated at close of trading on 10-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2008 |
10-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
12,209 |
12,286 |
77 |
0.6% |
12,627 |
High |
12,334 |
12,372 |
38 |
0.3% |
12,660 |
Low |
12,197 |
12,172 |
-25 |
-0.2% |
12,187 |
Close |
12,295 |
12,276 |
-19 |
-0.2% |
12,214 |
Range |
137 |
200 |
63 |
46.0% |
473 |
ATR |
196 |
196 |
0 |
0.1% |
0 |
Volume |
262,726 |
204,112 |
-58,614 |
-22.3% |
838,587 |
|
Daily Pivots for day following 10-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,873 |
12,775 |
12,386 |
|
R3 |
12,673 |
12,575 |
12,331 |
|
R2 |
12,473 |
12,473 |
12,313 |
|
R1 |
12,375 |
12,375 |
12,294 |
12,324 |
PP |
12,273 |
12,273 |
12,273 |
12,248 |
S1 |
12,175 |
12,175 |
12,258 |
12,124 |
S2 |
12,073 |
12,073 |
12,239 |
|
S3 |
11,873 |
11,975 |
12,221 |
|
S4 |
11,673 |
11,775 |
12,166 |
|
|
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 |
12,172 |
488 |
4.0% |
242 |
2.0% |
21% |
False |
True |
209,591 |
10 |
12,726 |
12,172 |
554 |
4.5% |
203 |
1.7% |
19% |
False |
True |
174,140 |
20 |
13,140 |
12,172 |
968 |
7.9% |
191 |
1.6% |
11% |
False |
True |
162,504 |
40 |
13,140 |
12,172 |
968 |
7.9% |
182 |
1.5% |
11% |
False |
True |
151,315 |
60 |
13,140 |
11,671 |
1,469 |
12.0% |
201 |
1.6% |
41% |
False |
False |
159,448 |
80 |
13,140 |
11,671 |
1,469 |
12.0% |
211 |
1.7% |
41% |
False |
False |
122,194 |
100 |
13,140 |
11,542 |
1,598 |
13.0% |
219 |
1.8% |
46% |
False |
False |
97,765 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,222 |
2.618 |
12,896 |
1.618 |
12,696 |
1.000 |
12,572 |
0.618 |
12,496 |
HIGH |
12,372 |
0.618 |
12,296 |
0.500 |
12,272 |
0.382 |
12,249 |
LOW |
12,172 |
0.618 |
12,049 |
1.000 |
11,972 |
1.618 |
11,849 |
2.618 |
11,649 |
4.250 |
11,322 |
|
|
Fisher Pivots for day following 10-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
12,275 |
12,416 |
PP |
12,273 |
12,369 |
S1 |
12,272 |
12,323 |
|