Trading Metrics calculated at close of trading on 18-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2008 |
18-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
12,259 |
12,176 |
-83 |
-0.7% |
12,209 |
High |
12,349 |
12,195 |
-154 |
-1.2% |
12,372 |
Low |
12,147 |
11,995 |
-152 |
-1.3% |
12,080 |
Close |
12,171 |
12,028 |
-143 |
-1.2% |
12,300 |
Range |
202 |
200 |
-2 |
-1.0% |
292 |
ATR |
195 |
196 |
0 |
0.2% |
0 |
Volume |
48,389 |
41,808 |
-6,581 |
-13.6% |
972,387 |
|
Daily Pivots for day following 18-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,673 |
12,550 |
12,138 |
|
R3 |
12,473 |
12,350 |
12,083 |
|
R2 |
12,273 |
12,273 |
12,065 |
|
R1 |
12,150 |
12,150 |
12,046 |
12,112 |
PP |
12,073 |
12,073 |
12,073 |
12,053 |
S1 |
11,950 |
11,950 |
12,010 |
11,912 |
S2 |
11,873 |
11,873 |
11,991 |
|
S3 |
11,673 |
11,750 |
11,973 |
|
S4 |
11,473 |
11,550 |
11,918 |
|
|
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 |
11,995 |
354 |
2.9% |
185 |
1.5% |
9% |
False |
True |
94,589 |
10 |
12,660 |
11,995 |
665 |
5.5% |
222 |
1.8% |
5% |
False |
True |
151,840 |
20 |
12,880 |
11,995 |
885 |
7.4% |
195 |
1.6% |
4% |
False |
True |
153,389 |
40 |
13,140 |
11,995 |
1,145 |
9.5% |
184 |
1.5% |
3% |
False |
True |
148,427 |
60 |
13,140 |
11,995 |
1,145 |
9.5% |
186 |
1.5% |
3% |
False |
True |
147,108 |
80 |
13,140 |
11,671 |
1,469 |
12.2% |
212 |
1.8% |
24% |
False |
False |
130,460 |
100 |
13,140 |
11,671 |
1,469 |
12.2% |
212 |
1.8% |
24% |
False |
False |
104,382 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,045 |
2.618 |
12,719 |
1.618 |
12,519 |
1.000 |
12,395 |
0.618 |
12,319 |
HIGH |
12,195 |
0.618 |
12,119 |
0.500 |
12,095 |
0.382 |
12,072 |
LOW |
11,995 |
0.618 |
11,872 |
1.000 |
11,795 |
1.618 |
11,672 |
2.618 |
11,472 |
4.250 |
11,145 |
|
|
Fisher Pivots for day following 18-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
12,095 |
12,172 |
PP |
12,073 |
12,124 |
S1 |
12,050 |
12,076 |
|