Trading Metrics calculated at close of trading on 19-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2008 |
19-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
12,176 |
12,022 |
-154 |
-1.3% |
12,209 |
High |
12,195 |
12,114 |
-81 |
-0.7% |
12,372 |
Low |
11,995 |
11,979 |
-16 |
-0.1% |
12,080 |
Close |
12,028 |
12,047 |
19 |
0.2% |
12,300 |
Range |
200 |
135 |
-65 |
-32.5% |
292 |
ATR |
196 |
191 |
-4 |
-2.2% |
0 |
Volume |
41,808 |
35,729 |
-6,079 |
-14.5% |
972,387 |
|
Daily Pivots for day following 19-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,452 |
12,384 |
12,121 |
|
R3 |
12,317 |
12,249 |
12,084 |
|
R2 |
12,182 |
12,182 |
12,072 |
|
R1 |
12,114 |
12,114 |
12,060 |
12,148 |
PP |
12,047 |
12,047 |
12,047 |
12,064 |
S1 |
11,979 |
11,979 |
12,035 |
12,013 |
S2 |
11,912 |
11,912 |
12,022 |
|
S3 |
11,777 |
11,844 |
12,010 |
|
S4 |
11,642 |
11,709 |
11,973 |
|
|
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 |
11,979 |
370 |
3.1% |
174 |
1.4% |
18% |
False |
True |
59,540 |
10 |
12,660 |
11,979 |
681 |
5.7% |
212 |
1.8% |
10% |
False |
True |
135,248 |
20 |
12,726 |
11,979 |
747 |
6.2% |
186 |
1.5% |
9% |
False |
True |
145,927 |
40 |
13,140 |
11,979 |
1,161 |
9.6% |
184 |
1.5% |
6% |
False |
True |
145,851 |
60 |
13,140 |
11,979 |
1,161 |
9.6% |
186 |
1.5% |
6% |
False |
True |
145,113 |
80 |
13,140 |
11,671 |
1,469 |
12.2% |
211 |
1.7% |
26% |
False |
False |
130,905 |
100 |
13,140 |
11,671 |
1,469 |
12.2% |
212 |
1.8% |
26% |
False |
False |
104,738 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,688 |
2.618 |
12,468 |
1.618 |
12,333 |
1.000 |
12,249 |
0.618 |
12,198 |
HIGH |
12,114 |
0.618 |
12,063 |
0.500 |
12,047 |
0.382 |
12,031 |
LOW |
11,979 |
0.618 |
11,896 |
1.000 |
11,844 |
1.618 |
11,761 |
2.618 |
11,626 |
4.250 |
11,405 |
|
|
Fisher Pivots for day following 19-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
12,047 |
12,164 |
PP |
12,047 |
12,125 |
S1 |
12,047 |
12,086 |
|