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 |
12,300 |
12,260 |
-40 |
-0.3% |
12,206 |
High |
12,335 |
12,353 |
18 |
0.1% |
12,372 |
Low |
12,213 |
12,148 |
-65 |
-0.5% |
12,084 |
Close |
12,262 |
12,173 |
-89 |
-0.7% |
12,302 |
Range |
122 |
205 |
83 |
68.0% |
288 |
ATR |
185 |
187 |
1 |
0.8% |
0 |
Volume |
154,833 |
132,975 |
-21,858 |
-14.1% |
146,298 |
|
Daily Pivots for day following 17-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,840 |
12,711 |
12,286 |
|
R3 |
12,635 |
12,506 |
12,230 |
|
R2 |
12,430 |
12,430 |
12,211 |
|
R1 |
12,301 |
12,301 |
12,192 |
12,263 |
PP |
12,225 |
12,225 |
12,225 |
12,206 |
S1 |
12,096 |
12,096 |
12,154 |
12,058 |
S2 |
12,020 |
12,020 |
12,136 |
|
S3 |
11,815 |
11,891 |
12,117 |
|
S4 |
11,610 |
11,686 |
12,060 |
|
|
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 |
12,353 |
12,084 |
269 |
2.2% |
194 |
1.6% |
33% |
True |
False |
86,086 |
10 |
12,655 |
12,084 |
571 |
4.7% |
216 |
1.8% |
16% |
False |
False |
43,627 |
20 |
12,880 |
12,084 |
796 |
6.5% |
184 |
1.5% |
11% |
False |
False |
21,913 |
40 |
13,140 |
12,084 |
1,056 |
8.7% |
174 |
1.4% |
8% |
False |
False |
11,006 |
60 |
13,140 |
12,084 |
1,056 |
8.7% |
167 |
1.4% |
8% |
False |
False |
7,345 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,224 |
2.618 |
12,890 |
1.618 |
12,685 |
1.000 |
12,558 |
0.618 |
12,480 |
HIGH |
12,353 |
0.618 |
12,275 |
0.500 |
12,251 |
0.382 |
12,226 |
LOW |
12,148 |
0.618 |
12,021 |
1.000 |
11,943 |
1.618 |
11,816 |
2.618 |
11,611 |
4.250 |
11,277 |
|
|
Fisher Pivots for day following 17-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
12,251 |
12,235 |
PP |
12,225 |
12,214 |
S1 |
12,199 |
12,194 |
|