Trading Metrics calculated at close of trading on 12-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2008 |
12-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
12,277 |
12,099 |
-178 |
-1.4% |
12,627 |
High |
12,333 |
12,273 |
-60 |
-0.5% |
12,660 |
Low |
12,086 |
12,080 |
-6 |
0.0% |
12,187 |
Close |
12,099 |
12,156 |
57 |
0.5% |
12,214 |
Range |
247 |
193 |
-54 |
-21.9% |
473 |
ATR |
200 |
200 |
-1 |
-0.3% |
0 |
Volume |
188,858 |
210,976 |
22,118 |
11.7% |
838,587 |
|
Daily Pivots for day following 12-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,749 |
12,645 |
12,262 |
|
R3 |
12,556 |
12,452 |
12,209 |
|
R2 |
12,363 |
12,363 |
12,192 |
|
R1 |
12,259 |
12,259 |
12,174 |
12,311 |
PP |
12,170 |
12,170 |
12,170 |
12,196 |
S1 |
12,066 |
12,066 |
12,138 |
12,118 |
S2 |
11,977 |
11,977 |
12,121 |
|
S3 |
11,784 |
11,873 |
12,103 |
|
S4 |
11,591 |
11,680 |
12,050 |
|
|
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 |
12,080 |
580 |
4.8% |
250 |
2.1% |
13% |
False |
True |
210,956 |
10 |
12,687 |
12,080 |
607 |
5.0% |
218 |
1.8% |
13% |
False |
True |
185,746 |
20 |
13,140 |
12,080 |
1,060 |
8.7% |
195 |
1.6% |
7% |
False |
True |
169,753 |
40 |
13,140 |
12,080 |
1,060 |
8.7% |
182 |
1.5% |
7% |
False |
True |
155,001 |
60 |
13,140 |
12,046 |
1,094 |
9.0% |
194 |
1.6% |
10% |
False |
False |
155,770 |
80 |
13,140 |
11,671 |
1,469 |
12.1% |
212 |
1.7% |
33% |
False |
False |
127,191 |
100 |
13,140 |
11,542 |
1,598 |
13.1% |
217 |
1.8% |
38% |
False |
False |
101,763 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,093 |
2.618 |
12,778 |
1.618 |
12,585 |
1.000 |
12,466 |
0.618 |
12,392 |
HIGH |
12,273 |
0.618 |
12,199 |
0.500 |
12,177 |
0.382 |
12,154 |
LOW |
12,080 |
0.618 |
11,961 |
1.000 |
11,887 |
1.618 |
11,768 |
2.618 |
11,575 |
4.250 |
11,260 |
|
|
Fisher Pivots for day following 12-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
12,177 |
12,226 |
PP |
12,170 |
12,203 |
S1 |
12,163 |
12,179 |
|