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 |
12,022.54 |
12,062.19 |
39.65 |
0.3% |
12,306.86 |
High |
12,114.79 |
12,062.19 |
-52.60 |
-0.4% |
12,322.82 |
Low |
11,978.33 |
11,818.83 |
-159.50 |
-1.3% |
11,818.83 |
Close |
12,063.09 |
11,842.69 |
-220.40 |
-1.8% |
11,842.69 |
Range |
136.46 |
243.36 |
106.90 |
78.3% |
503.99 |
ATR |
173.17 |
178.25 |
5.08 |
2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,637.98 |
12,483.70 |
11,976.54 |
|
R3 |
12,394.62 |
12,240.34 |
11,909.61 |
|
R2 |
12,151.26 |
12,151.26 |
11,887.31 |
|
R1 |
11,996.98 |
11,996.98 |
11,865.00 |
11,952.44 |
PP |
11,907.90 |
11,907.90 |
11,907.90 |
11,885.64 |
S1 |
11,753.62 |
11,753.62 |
11,820.38 |
11,709.08 |
S2 |
11,664.54 |
11,664.54 |
11,798.07 |
|
S3 |
11,421.18 |
11,510.26 |
11,775.77 |
|
S4 |
11,177.82 |
11,266.90 |
11,708.84 |
|
|
Weekly Pivots for week ending 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,506.75 |
13,178.71 |
12,119.88 |
|
R3 |
13,002.76 |
12,674.72 |
11,981.29 |
|
R2 |
12,498.77 |
12,498.77 |
11,935.09 |
|
R1 |
12,170.73 |
12,170.73 |
11,888.89 |
12,082.76 |
PP |
11,994.78 |
11,994.78 |
11,994.78 |
11,950.79 |
S1 |
11,666.74 |
11,666.74 |
11,796.49 |
11,578.77 |
S2 |
11,490.79 |
11,490.79 |
11,750.29 |
|
S3 |
10,986.80 |
11,162.75 |
11,704.09 |
|
S4 |
10,482.81 |
10,658.76 |
11,565.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,322.82 |
11,818.83 |
503.99 |
4.3% |
164.97 |
1.4% |
5% |
False |
True |
|
10 |
12,369.23 |
11,818.83 |
550.40 |
4.6% |
168.92 |
1.4% |
4% |
False |
True |
|
20 |
12,726.66 |
11,818.83 |
907.83 |
7.7% |
177.24 |
1.5% |
3% |
False |
True |
|
40 |
13,136.69 |
11,818.83 |
1,317.86 |
11.1% |
168.70 |
1.4% |
2% |
False |
True |
|
60 |
13,136.69 |
11,818.83 |
1,317.86 |
11.1% |
169.98 |
1.4% |
2% |
False |
True |
|
80 |
13,136.69 |
11,731.60 |
1,405.09 |
11.9% |
192.49 |
1.6% |
8% |
False |
False |
|
100 |
13,136.69 |
11,731.60 |
1,405.09 |
11.9% |
198.50 |
1.7% |
8% |
False |
False |
|
120 |
13,364.73 |
11,634.82 |
1,729.91 |
14.6% |
211.21 |
1.8% |
12% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,096.47 |
2.618 |
12,699.31 |
1.618 |
12,455.95 |
1.000 |
12,305.55 |
0.618 |
12,212.59 |
HIGH |
12,062.19 |
0.618 |
11,969.23 |
0.500 |
11,940.51 |
0.382 |
11,911.79 |
LOW |
11,818.83 |
0.618 |
11,668.43 |
1.000 |
11,575.47 |
1.618 |
11,425.07 |
2.618 |
11,181.71 |
4.250 |
10,784.55 |
|
|
Fisher Pivots for day following 20-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
11,940.51 |
11,988.76 |
PP |
11,907.90 |
11,940.07 |
S1 |
11,875.30 |
11,891.38 |
|