Trading Metrics calculated at close of trading on 23-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2008 |
23-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
12,044 |
11,851 |
-193 |
-1.6% |
12,300 |
High |
12,054 |
11,912 |
-142 |
-1.2% |
12,353 |
Low |
11,816 |
11,809 |
-7 |
-0.1% |
11,816 |
Close |
11,844 |
11,831 |
-13 |
-0.1% |
11,844 |
Range |
238 |
103 |
-135 |
-56.7% |
537 |
ATR |
188 |
182 |
-6 |
-3.2% |
0 |
Volume |
195,257 |
199,160 |
3,903 |
2.0% |
856,690 |
|
Daily Pivots for day following 23-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,160 |
12,098 |
11,888 |
|
R3 |
12,057 |
11,995 |
11,859 |
|
R2 |
11,954 |
11,954 |
11,850 |
|
R1 |
11,892 |
11,892 |
11,841 |
11,872 |
PP |
11,851 |
11,851 |
11,851 |
11,840 |
S1 |
11,789 |
11,789 |
11,822 |
11,769 |
S2 |
11,748 |
11,748 |
11,812 |
|
S3 |
11,645 |
11,686 |
11,803 |
|
S4 |
11,542 |
11,583 |
11,774 |
|
|
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 |
11,809 |
544 |
4.6% |
178 |
1.5% |
4% |
False |
True |
180,203 |
10 |
12,372 |
11,809 |
563 |
4.8% |
185 |
1.6% |
4% |
False |
True |
120,057 |
20 |
12,722 |
11,809 |
913 |
7.7% |
189 |
1.6% |
2% |
False |
True |
60,291 |
40 |
13,140 |
11,809 |
1,331 |
11.3% |
175 |
1.5% |
2% |
False |
True |
30,200 |
60 |
13,140 |
11,809 |
1,331 |
11.3% |
169 |
1.4% |
2% |
False |
True |
20,145 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,350 |
2.618 |
12,182 |
1.618 |
12,079 |
1.000 |
12,015 |
0.618 |
11,976 |
HIGH |
11,912 |
0.618 |
11,873 |
0.500 |
11,861 |
0.382 |
11,848 |
LOW |
11,809 |
0.618 |
11,745 |
1.000 |
11,706 |
1.618 |
11,642 |
2.618 |
11,539 |
4.250 |
11,371 |
|
|
Fisher Pivots for day following 23-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
11,861 |
11,962 |
PP |
11,851 |
11,918 |
S1 |
11,841 |
11,875 |
|