Trading Metrics calculated at close of trading on 17-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2008 |
17-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
12,296 |
12,259 |
-37 |
-0.3% |
12,209 |
High |
12,334 |
12,349 |
15 |
0.1% |
12,372 |
Low |
12,211 |
12,147 |
-64 |
-0.5% |
12,080 |
Close |
12,259 |
12,171 |
-88 |
-0.7% |
12,300 |
Range |
123 |
202 |
79 |
64.2% |
292 |
ATR |
195 |
195 |
1 |
0.3% |
0 |
Volume |
66,060 |
48,389 |
-17,671 |
-26.7% |
972,387 |
|
Daily Pivots for day following 17-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,828 |
12,702 |
12,282 |
|
R3 |
12,626 |
12,500 |
12,227 |
|
R2 |
12,424 |
12,424 |
12,208 |
|
R1 |
12,298 |
12,298 |
12,190 |
12,260 |
PP |
12,222 |
12,222 |
12,222 |
12,204 |
S1 |
12,096 |
12,096 |
12,153 |
12,058 |
S2 |
12,020 |
12,020 |
12,134 |
|
S3 |
11,818 |
11,894 |
12,116 |
|
S4 |
11,616 |
11,692 |
12,060 |
|
|
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 |
12,349 |
12,080 |
269 |
2.2% |
195 |
1.6% |
34% |
True |
False |
123,999 |
10 |
12,660 |
12,080 |
580 |
4.8% |
218 |
1.8% |
16% |
False |
False |
166,795 |
20 |
13,047 |
12,080 |
967 |
7.9% |
199 |
1.6% |
9% |
False |
False |
159,220 |
40 |
13,140 |
12,080 |
1,060 |
8.7% |
184 |
1.5% |
9% |
False |
False |
149,815 |
60 |
13,140 |
12,080 |
1,060 |
8.7% |
186 |
1.5% |
9% |
False |
False |
148,661 |
80 |
13,140 |
11,671 |
1,469 |
12.1% |
210 |
1.7% |
34% |
False |
False |
129,939 |
100 |
13,140 |
11,671 |
1,469 |
12.1% |
213 |
1.7% |
34% |
False |
False |
103,964 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,208 |
2.618 |
12,878 |
1.618 |
12,676 |
1.000 |
12,551 |
0.618 |
12,474 |
HIGH |
12,349 |
0.618 |
12,272 |
0.500 |
12,248 |
0.382 |
12,224 |
LOW |
12,147 |
0.618 |
12,022 |
1.000 |
11,945 |
1.618 |
11,820 |
2.618 |
11,618 |
4.250 |
11,289 |
|
|
Fisher Pivots for day following 17-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
12,248 |
12,232 |
PP |
12,222 |
12,211 |
S1 |
12,197 |
12,191 |
|