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 |
12,023 |
-153 |
-1.3% |
12,206 |
High |
12,197 |
12,115 |
-82 |
-0.7% |
12,372 |
Low |
11,993 |
11,977 |
-16 |
-0.1% |
12,084 |
Close |
12,028 |
12,044 |
16 |
0.1% |
12,302 |
Range |
204 |
138 |
-66 |
-32.4% |
288 |
ATR |
188 |
184 |
-4 |
-1.9% |
0 |
Volume |
165,972 |
207,653 |
41,681 |
25.1% |
146,298 |
|
Daily Pivots for day following 19-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,459 |
12,390 |
12,120 |
|
R3 |
12,321 |
12,252 |
12,082 |
|
R2 |
12,183 |
12,183 |
12,069 |
|
R1 |
12,114 |
12,114 |
12,057 |
12,149 |
PP |
12,045 |
12,045 |
12,045 |
12,063 |
S1 |
11,976 |
11,976 |
12,031 |
12,011 |
S2 |
11,907 |
11,907 |
12,019 |
|
S3 |
11,769 |
11,838 |
12,006 |
|
S4 |
11,631 |
11,700 |
11,968 |
|
|
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 |
11,977 |
376 |
3.1% |
176 |
1.5% |
18% |
False |
True |
158,410 |
10 |
12,655 |
11,977 |
678 |
5.6% |
212 |
1.8% |
10% |
False |
True |
80,866 |
20 |
12,722 |
11,977 |
745 |
6.2% |
182 |
1.5% |
9% |
False |
True |
40,583 |
40 |
13,140 |
11,977 |
1,163 |
9.7% |
173 |
1.4% |
6% |
False |
True |
20,341 |
60 |
13,140 |
11,977 |
1,163 |
9.7% |
169 |
1.4% |
6% |
False |
True |
13,572 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,702 |
2.618 |
12,476 |
1.618 |
12,338 |
1.000 |
12,253 |
0.618 |
12,200 |
HIGH |
12,115 |
0.618 |
12,062 |
0.500 |
12,046 |
0.382 |
12,030 |
LOW |
11,977 |
0.618 |
11,892 |
1.000 |
11,839 |
1.618 |
11,754 |
2.618 |
11,616 |
4.250 |
11,391 |
|
|
Fisher Pivots for day following 19-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
12,046 |
12,165 |
PP |
12,045 |
12,125 |
S1 |
12,045 |
12,084 |
|