Trading Metrics calculated at close of trading on 24-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2008 |
24-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
11,851 |
11,829 |
-22 |
-0.2% |
12,300 |
High |
11,912 |
11,902 |
-10 |
-0.1% |
12,353 |
Low |
11,809 |
11,720 |
-89 |
-0.8% |
11,816 |
Close |
11,831 |
11,813 |
-18 |
-0.2% |
11,844 |
Range |
103 |
182 |
79 |
76.7% |
537 |
ATR |
182 |
182 |
0 |
0.0% |
0 |
Volume |
199,160 |
132,271 |
-66,889 |
-33.6% |
856,690 |
|
Daily Pivots for day following 24-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,358 |
12,267 |
11,913 |
|
R3 |
12,176 |
12,085 |
11,863 |
|
R2 |
11,994 |
11,994 |
11,846 |
|
R1 |
11,903 |
11,903 |
11,830 |
11,858 |
PP |
11,812 |
11,812 |
11,812 |
11,789 |
S1 |
11,721 |
11,721 |
11,796 |
11,676 |
S2 |
11,630 |
11,630 |
11,780 |
|
S3 |
11,448 |
11,539 |
11,763 |
|
S4 |
11,266 |
11,357 |
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 |
12,197 |
11,720 |
477 |
4.0% |
173 |
1.5% |
19% |
False |
True |
180,062 |
10 |
12,353 |
11,720 |
633 |
5.4% |
184 |
1.6% |
15% |
False |
True |
133,074 |
20 |
12,722 |
11,720 |
1,002 |
8.5% |
192 |
1.6% |
9% |
False |
True |
66,899 |
40 |
13,140 |
11,720 |
1,420 |
12.0% |
177 |
1.5% |
7% |
False |
True |
33,506 |
60 |
13,140 |
11,720 |
1,420 |
12.0% |
169 |
1.4% |
7% |
False |
True |
22,350 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,676 |
2.618 |
12,379 |
1.618 |
12,197 |
1.000 |
12,084 |
0.618 |
12,015 |
HIGH |
11,902 |
0.618 |
11,833 |
0.500 |
11,811 |
0.382 |
11,790 |
LOW |
11,720 |
0.618 |
11,608 |
1.000 |
11,538 |
1.618 |
11,426 |
2.618 |
11,244 |
4.250 |
10,947 |
|
|
Fisher Pivots for day following 24-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
11,812 |
11,887 |
PP |
11,812 |
11,862 |
S1 |
11,811 |
11,838 |
|