Trading Metrics calculated at close of trading on 13-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2008 |
13-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
12,099 |
12,145 |
46 |
0.4% |
12,209 |
High |
12,273 |
12,322 |
49 |
0.4% |
12,372 |
Low |
12,080 |
12,114 |
34 |
0.3% |
12,080 |
Close |
12,156 |
12,300 |
144 |
1.2% |
12,300 |
Range |
193 |
208 |
15 |
7.8% |
292 |
ATR |
200 |
200 |
1 |
0.3% |
0 |
Volume |
210,976 |
105,715 |
-105,261 |
-49.9% |
972,387 |
|
Daily Pivots for day following 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,869 |
12,793 |
12,415 |
|
R3 |
12,661 |
12,585 |
12,357 |
|
R2 |
12,453 |
12,453 |
12,338 |
|
R1 |
12,377 |
12,377 |
12,319 |
12,415 |
PP |
12,245 |
12,245 |
12,245 |
12,265 |
S1 |
12,169 |
12,169 |
12,281 |
12,207 |
S2 |
12,037 |
12,037 |
12,262 |
|
S3 |
11,829 |
11,961 |
12,243 |
|
S4 |
11,621 |
11,753 |
12,186 |
|
|
Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,127 |
13,005 |
12,461 |
|
R3 |
12,835 |
12,713 |
12,380 |
|
R2 |
12,543 |
12,543 |
12,354 |
|
R1 |
12,421 |
12,421 |
12,327 |
12,482 |
PP |
12,251 |
12,251 |
12,251 |
12,281 |
S1 |
12,129 |
12,129 |
12,273 |
12,190 |
S2 |
11,959 |
11,959 |
12,247 |
|
S3 |
11,667 |
11,837 |
12,220 |
|
S4 |
11,375 |
11,545 |
12,140 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,372 |
12,080 |
292 |
2.4% |
197 |
1.6% |
75% |
False |
False |
194,477 |
10 |
12,660 |
12,080 |
580 |
4.7% |
228 |
1.9% |
38% |
False |
False |
181,097 |
20 |
13,140 |
12,080 |
1,060 |
8.6% |
198 |
1.6% |
21% |
False |
False |
167,545 |
40 |
13,140 |
12,080 |
1,060 |
8.6% |
185 |
1.5% |
21% |
False |
False |
153,856 |
60 |
13,140 |
12,046 |
1,094 |
8.9% |
191 |
1.5% |
23% |
False |
False |
153,920 |
80 |
13,140 |
11,671 |
1,469 |
11.9% |
212 |
1.7% |
43% |
False |
False |
128,511 |
100 |
13,140 |
11,671 |
1,469 |
11.9% |
214 |
1.7% |
43% |
False |
False |
102,820 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,206 |
2.618 |
12,867 |
1.618 |
12,659 |
1.000 |
12,530 |
0.618 |
12,451 |
HIGH |
12,322 |
0.618 |
12,243 |
0.500 |
12,218 |
0.382 |
12,194 |
LOW |
12,114 |
0.618 |
11,986 |
1.000 |
11,906 |
1.618 |
11,778 |
2.618 |
11,570 |
4.250 |
11,230 |
|
|
Fisher Pivots for day following 13-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
12,273 |
12,269 |
PP |
12,245 |
12,238 |
S1 |
12,218 |
12,207 |
|