Trading Metrics calculated at close of trading on 20-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2008 |
20-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
12,023 |
12,044 |
21 |
0.2% |
12,300 |
High |
12,115 |
12,054 |
-61 |
-0.5% |
12,353 |
Low |
11,977 |
11,816 |
-161 |
-1.3% |
11,816 |
Close |
12,044 |
11,844 |
-200 |
-1.7% |
11,844 |
Range |
138 |
238 |
100 |
72.5% |
537 |
ATR |
184 |
188 |
4 |
2.1% |
0 |
Volume |
207,653 |
195,257 |
-12,396 |
-6.0% |
856,690 |
|
Daily Pivots for day following 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,619 |
12,469 |
11,975 |
|
R3 |
12,381 |
12,231 |
11,910 |
|
R2 |
12,143 |
12,143 |
11,888 |
|
R1 |
11,993 |
11,993 |
11,866 |
11,949 |
PP |
11,905 |
11,905 |
11,905 |
11,883 |
S1 |
11,755 |
11,755 |
11,822 |
11,711 |
S2 |
11,667 |
11,667 |
11,800 |
|
S3 |
11,429 |
11,517 |
11,779 |
|
S4 |
11,191 |
11,279 |
11,713 |
|
|
Weekly Pivots for week ending 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,615 |
13,267 |
12,139 |
|
R3 |
13,078 |
12,730 |
11,992 |
|
R2 |
12,541 |
12,541 |
11,943 |
|
R1 |
12,193 |
12,193 |
11,893 |
12,099 |
PP |
12,004 |
12,004 |
12,004 |
11,957 |
S1 |
11,656 |
11,656 |
11,795 |
11,562 |
S2 |
11,467 |
11,467 |
11,746 |
|
S3 |
10,930 |
11,119 |
11,696 |
|
S4 |
10,393 |
10,582 |
11,549 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,353 |
11,816 |
537 |
4.5% |
182 |
1.5% |
5% |
False |
True |
171,338 |
10 |
12,372 |
11,816 |
556 |
4.7% |
189 |
1.6% |
5% |
False |
True |
100,298 |
20 |
12,722 |
11,816 |
906 |
7.6% |
186 |
1.6% |
3% |
False |
True |
50,339 |
40 |
13,140 |
11,816 |
1,324 |
11.2% |
174 |
1.5% |
2% |
False |
True |
25,221 |
60 |
13,140 |
11,816 |
1,324 |
11.2% |
170 |
1.4% |
2% |
False |
True |
16,826 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,066 |
2.618 |
12,677 |
1.618 |
12,439 |
1.000 |
12,292 |
0.618 |
12,201 |
HIGH |
12,054 |
0.618 |
11,963 |
0.500 |
11,935 |
0.382 |
11,907 |
LOW |
11,816 |
0.618 |
11,669 |
1.000 |
11,578 |
1.618 |
11,431 |
2.618 |
11,193 |
4.250 |
10,805 |
|
|
Fisher Pivots for day following 20-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
11,935 |
12,007 |
PP |
11,905 |
11,952 |
S1 |
11,874 |
11,898 |
|