Trading Metrics calculated at close of trading on 11-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2007 |
11-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
1,490.25 |
1,507.00 |
16.75 |
1.1% |
1,539.25 |
High |
1,509.25 |
1,516.75 |
7.50 |
0.5% |
1,542.75 |
Low |
1,480.50 |
1,504.00 |
23.50 |
1.6% |
1,480.50 |
Close |
1,508.00 |
1,510.50 |
2.50 |
0.2% |
1,508.00 |
Range |
28.75 |
12.75 |
-16.00 |
-55.7% |
62.25 |
ATR |
15.79 |
15.57 |
-0.22 |
-1.4% |
0.00 |
Volume |
1,503,840 |
676,791 |
-827,049 |
-55.0% |
7,273,477 |
|
Daily Pivots for day following 11-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,548.75 |
1,542.25 |
1,517.50 |
|
R3 |
1,536.00 |
1,529.50 |
1,514.00 |
|
R2 |
1,523.25 |
1,523.25 |
1,512.75 |
|
R1 |
1,516.75 |
1,516.75 |
1,511.75 |
1,520.00 |
PP |
1,510.50 |
1,510.50 |
1,510.50 |
1,512.00 |
S1 |
1,504.00 |
1,504.00 |
1,509.25 |
1,507.25 |
S2 |
1,497.75 |
1,497.75 |
1,508.25 |
|
S3 |
1,485.00 |
1,491.25 |
1,507.00 |
|
S4 |
1,472.25 |
1,478.50 |
1,503.50 |
|
|
Weekly Pivots for week ending 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,697.25 |
1,664.75 |
1,542.25 |
|
R3 |
1,635.00 |
1,602.50 |
1,525.00 |
|
R2 |
1,572.75 |
1,572.75 |
1,519.50 |
|
R1 |
1,540.25 |
1,540.25 |
1,513.75 |
1,525.50 |
PP |
1,510.50 |
1,510.50 |
1,510.50 |
1,503.00 |
S1 |
1,478.00 |
1,478.00 |
1,502.25 |
1,463.00 |
S2 |
1,448.25 |
1,448.25 |
1,496.50 |
|
S3 |
1,386.00 |
1,415.75 |
1,491.00 |
|
S4 |
1,323.75 |
1,353.50 |
1,473.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,541.25 |
1,480.50 |
60.75 |
4.0% |
22.50 |
1.5% |
49% |
False |
False |
1,332,929 |
10 |
1,543.00 |
1,480.50 |
62.50 |
4.1% |
17.25 |
1.1% |
48% |
False |
False |
1,274,739 |
20 |
1,543.00 |
1,480.50 |
62.50 |
4.1% |
15.00 |
1.0% |
48% |
False |
False |
1,281,023 |
40 |
1,543.00 |
1,461.00 |
82.00 |
5.4% |
13.50 |
0.9% |
60% |
False |
False |
1,199,653 |
60 |
1,543.00 |
1,394.75 |
148.25 |
9.8% |
13.25 |
0.9% |
78% |
False |
False |
1,133,314 |
80 |
1,543.00 |
1,375.25 |
167.75 |
11.1% |
15.00 |
1.0% |
81% |
False |
False |
992,730 |
100 |
1,543.00 |
1,375.25 |
167.75 |
11.1% |
14.00 |
0.9% |
81% |
False |
False |
794,592 |
120 |
1,543.00 |
1,375.25 |
167.75 |
11.1% |
13.50 |
0.9% |
81% |
False |
False |
662,393 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,571.00 |
2.618 |
1,550.25 |
1.618 |
1,537.50 |
1.000 |
1,529.50 |
0.618 |
1,524.75 |
HIGH |
1,516.75 |
0.618 |
1,512.00 |
0.500 |
1,510.50 |
0.382 |
1,508.75 |
LOW |
1,504.00 |
0.618 |
1,496.00 |
1.000 |
1,491.25 |
1.618 |
1,483.25 |
2.618 |
1,470.50 |
4.250 |
1,449.75 |
|
|
Fisher Pivots for day following 11-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
1,510.50 |
1,507.75 |
PP |
1,510.50 |
1,505.00 |
S1 |
1,510.50 |
1,502.00 |
|