| Trading Metrics calculated at close of trading on 18-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2008 |
18-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
12,260 |
12,176 |
-84 |
-0.7% |
12,206 |
| High |
12,353 |
12,197 |
-156 |
-1.3% |
12,372 |
| Low |
12,148 |
11,993 |
-155 |
-1.3% |
12,084 |
| Close |
12,173 |
12,028 |
-145 |
-1.2% |
12,302 |
| Range |
205 |
204 |
-1 |
-0.5% |
288 |
| ATR |
187 |
188 |
1 |
0.7% |
0 |
| Volume |
132,975 |
165,972 |
32,997 |
24.8% |
146,298 |
|
| Daily Pivots for day following 18-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,685 |
12,560 |
12,140 |
|
| R3 |
12,481 |
12,356 |
12,084 |
|
| R2 |
12,277 |
12,277 |
12,066 |
|
| R1 |
12,152 |
12,152 |
12,047 |
12,113 |
| PP |
12,073 |
12,073 |
12,073 |
12,053 |
| S1 |
11,948 |
11,948 |
12,009 |
11,909 |
| S2 |
11,869 |
11,869 |
11,991 |
|
| S3 |
11,665 |
11,744 |
11,972 |
|
| S4 |
11,461 |
11,540 |
11,916 |
|
|
| Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,117 |
12,997 |
12,461 |
|
| R3 |
12,829 |
12,709 |
12,381 |
|
| R2 |
12,541 |
12,541 |
12,355 |
|
| R1 |
12,421 |
12,421 |
12,329 |
12,481 |
| PP |
12,253 |
12,253 |
12,253 |
12,283 |
| S1 |
12,133 |
12,133 |
12,276 |
12,193 |
| S2 |
11,965 |
11,965 |
12,249 |
|
| S3 |
11,677 |
11,845 |
12,223 |
|
| S4 |
11,389 |
11,557 |
12,144 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,353 |
11,993 |
360 |
3.0% |
186 |
1.5% |
10% |
False |
True |
118,566 |
| 10 |
12,655 |
11,993 |
662 |
5.5% |
221 |
1.8% |
5% |
False |
True |
60,164 |
| 20 |
12,722 |
11,993 |
729 |
6.1% |
179 |
1.5% |
5% |
False |
True |
30,205 |
| 40 |
13,140 |
11,993 |
1,147 |
9.5% |
175 |
1.5% |
3% |
False |
True |
15,154 |
| 60 |
13,140 |
11,993 |
1,147 |
9.5% |
169 |
1.4% |
3% |
False |
True |
10,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,064 |
|
2.618 |
12,731 |
|
1.618 |
12,527 |
|
1.000 |
12,401 |
|
0.618 |
12,323 |
|
HIGH |
12,197 |
|
0.618 |
12,119 |
|
0.500 |
12,095 |
|
0.382 |
12,071 |
|
LOW |
11,993 |
|
0.618 |
11,867 |
|
1.000 |
11,789 |
|
1.618 |
11,663 |
|
2.618 |
11,459 |
|
4.250 |
11,126 |
|
|
| Fisher Pivots for day following 18-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
12,095 |
12,173 |
| PP |
12,073 |
12,125 |
| S1 |
12,050 |
12,076 |
|