Trading Metrics calculated at close of trading on 16-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2008 |
16-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
12,145 |
12,296 |
151 |
1.2% |
12,209 |
High |
12,322 |
12,334 |
12 |
0.1% |
12,372 |
Low |
12,114 |
12,211 |
97 |
0.8% |
12,080 |
Close |
12,300 |
12,259 |
-41 |
-0.3% |
12,300 |
Range |
208 |
123 |
-85 |
-40.9% |
292 |
ATR |
200 |
195 |
-6 |
-2.8% |
0 |
Volume |
105,715 |
66,060 |
-39,655 |
-37.5% |
972,387 |
|
Daily Pivots for day following 16-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,637 |
12,571 |
12,327 |
|
R3 |
12,514 |
12,448 |
12,293 |
|
R2 |
12,391 |
12,391 |
12,282 |
|
R1 |
12,325 |
12,325 |
12,270 |
12,297 |
PP |
12,268 |
12,268 |
12,268 |
12,254 |
S1 |
12,202 |
12,202 |
12,248 |
12,174 |
S2 |
12,145 |
12,145 |
12,237 |
|
S3 |
12,022 |
12,079 |
12,225 |
|
S4 |
11,899 |
11,956 |
12,191 |
|
|
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% |
194 |
1.6% |
61% |
False |
False |
155,144 |
10 |
12,660 |
12,080 |
580 |
4.7% |
219 |
1.8% |
31% |
False |
False |
177,281 |
20 |
13,140 |
12,080 |
1,060 |
8.6% |
197 |
1.6% |
17% |
False |
False |
163,837 |
40 |
13,140 |
12,080 |
1,060 |
8.6% |
181 |
1.5% |
17% |
False |
False |
152,061 |
60 |
13,140 |
12,080 |
1,060 |
8.6% |
187 |
1.5% |
17% |
False |
False |
150,896 |
80 |
13,140 |
11,671 |
1,469 |
12.0% |
210 |
1.7% |
40% |
False |
False |
129,336 |
100 |
13,140 |
11,671 |
1,469 |
12.0% |
214 |
1.7% |
40% |
False |
False |
103,480 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,857 |
2.618 |
12,656 |
1.618 |
12,533 |
1.000 |
12,457 |
0.618 |
12,410 |
HIGH |
12,334 |
0.618 |
12,287 |
0.500 |
12,273 |
0.382 |
12,258 |
LOW |
12,211 |
0.618 |
12,135 |
1.000 |
12,088 |
1.618 |
12,012 |
2.618 |
11,889 |
4.250 |
11,688 |
|
|
Fisher Pivots for day following 16-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
12,273 |
12,242 |
PP |
12,268 |
12,224 |
S1 |
12,264 |
12,207 |
|