Trading Metrics calculated at close of trading on 26-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2008 |
26-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
11,806 |
11,802 |
-4 |
0.0% |
12,300 |
High |
11,919 |
11,802 |
-117 |
-1.0% |
12,353 |
Low |
11,782 |
11,445 |
-337 |
-2.9% |
11,816 |
Close |
11,807 |
11,462 |
-345 |
-2.9% |
11,844 |
Range |
137 |
357 |
220 |
160.6% |
537 |
ATR |
179 |
192 |
13 |
7.3% |
0 |
Volume |
185,083 |
191,287 |
6,204 |
3.4% |
856,690 |
|
Daily Pivots for day following 26-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,641 |
12,408 |
11,658 |
|
R3 |
12,284 |
12,051 |
11,560 |
|
R2 |
11,927 |
11,927 |
11,528 |
|
R1 |
11,694 |
11,694 |
11,495 |
11,632 |
PP |
11,570 |
11,570 |
11,570 |
11,539 |
S1 |
11,337 |
11,337 |
11,429 |
11,275 |
S2 |
11,213 |
11,213 |
11,397 |
|
S3 |
10,856 |
10,980 |
11,364 |
|
S4 |
10,499 |
10,623 |
11,266 |
|
|
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 |
12,054 |
11,445 |
609 |
5.3% |
204 |
1.8% |
3% |
False |
True |
180,611 |
10 |
12,353 |
11,445 |
908 |
7.9% |
190 |
1.7% |
2% |
False |
True |
169,510 |
20 |
12,685 |
11,445 |
1,240 |
10.8% |
202 |
1.8% |
1% |
False |
True |
85,699 |
40 |
13,140 |
11,445 |
1,695 |
14.8% |
179 |
1.6% |
1% |
False |
True |
42,913 |
60 |
13,140 |
11,445 |
1,695 |
14.8% |
173 |
1.5% |
1% |
False |
True |
28,622 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,319 |
2.618 |
12,737 |
1.618 |
12,380 |
1.000 |
12,159 |
0.618 |
12,023 |
HIGH |
11,802 |
0.618 |
11,666 |
0.500 |
11,624 |
0.382 |
11,581 |
LOW |
11,445 |
0.618 |
11,224 |
1.000 |
11,088 |
1.618 |
10,867 |
2.618 |
10,510 |
4.250 |
9,928 |
|
|
Fisher Pivots for day following 26-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
11,624 |
11,682 |
PP |
11,570 |
11,609 |
S1 |
11,516 |
11,535 |
|