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 |
12,155 |
12,300 |
145 |
1.2% |
12,206 |
High |
12,324 |
12,335 |
11 |
0.1% |
12,372 |
Low |
12,116 |
12,213 |
97 |
0.8% |
12,084 |
Close |
12,302 |
12,262 |
-40 |
-0.3% |
12,302 |
Range |
208 |
122 |
-86 |
-41.3% |
288 |
ATR |
190 |
185 |
-5 |
-2.6% |
0 |
Volume |
130,618 |
154,833 |
24,215 |
18.5% |
146,298 |
|
Daily Pivots for day following 16-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,636 |
12,571 |
12,329 |
|
R3 |
12,514 |
12,449 |
12,296 |
|
R2 |
12,392 |
12,392 |
12,284 |
|
R1 |
12,327 |
12,327 |
12,273 |
12,299 |
PP |
12,270 |
12,270 |
12,270 |
12,256 |
S1 |
12,205 |
12,205 |
12,251 |
12,177 |
S2 |
12,148 |
12,148 |
12,240 |
|
S3 |
12,026 |
12,083 |
12,229 |
|
S4 |
11,904 |
11,961 |
12,195 |
|
|
Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,117 |
12,997 |
12,461 |
|
R3 |
12,829 |
12,709 |
12,381 |
|
R2 |
12,541 |
12,541 |
12,355 |
|
R1 |
12,421 |
12,421 |
12,329 |
12,481 |
PP |
12,253 |
12,253 |
12,253 |
12,283 |
S1 |
12,133 |
12,133 |
12,276 |
12,193 |
S2 |
11,965 |
11,965 |
12,249 |
|
S3 |
11,677 |
11,845 |
12,223 |
|
S4 |
11,389 |
11,557 |
12,144 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,372 |
12,084 |
288 |
2.3% |
193 |
1.6% |
62% |
False |
False |
59,911 |
10 |
12,655 |
12,084 |
571 |
4.7% |
217 |
1.8% |
31% |
False |
False |
30,379 |
20 |
13,010 |
12,084 |
926 |
7.6% |
185 |
1.5% |
19% |
False |
False |
15,271 |
40 |
13,140 |
12,084 |
1,056 |
8.6% |
173 |
1.4% |
17% |
False |
False |
7,682 |
60 |
13,140 |
12,084 |
1,056 |
8.6% |
165 |
1.3% |
17% |
False |
False |
5,129 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,854 |
2.618 |
12,655 |
1.618 |
12,533 |
1.000 |
12,457 |
0.618 |
12,411 |
HIGH |
12,335 |
0.618 |
12,289 |
0.500 |
12,274 |
0.382 |
12,260 |
LOW |
12,213 |
0.618 |
12,138 |
1.000 |
12,091 |
1.618 |
12,016 |
2.618 |
11,894 |
4.250 |
11,695 |
|
|
Fisher Pivots for day following 16-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
12,274 |
12,245 |
PP |
12,270 |
12,227 |
S1 |
12,266 |
12,210 |
|