Trading Metrics calculated at close of trading on 12-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2007 |
12-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
1,507.00 |
1,510.50 |
3.50 |
0.2% |
1,539.25 |
High |
1,516.75 |
1,512.25 |
-4.50 |
-0.3% |
1,542.75 |
Low |
1,504.00 |
1,492.25 |
-11.75 |
-0.8% |
1,480.50 |
Close |
1,510.50 |
1,493.00 |
-17.50 |
-1.2% |
1,508.00 |
Range |
12.75 |
20.00 |
7.25 |
56.9% |
62.25 |
ATR |
15.57 |
15.89 |
0.32 |
2.0% |
0.00 |
Volume |
676,791 |
470,015 |
-206,776 |
-30.6% |
7,273,477 |
|
Daily Pivots for day following 12-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,559.25 |
1,546.00 |
1,504.00 |
|
R3 |
1,539.25 |
1,526.00 |
1,498.50 |
|
R2 |
1,519.25 |
1,519.25 |
1,496.75 |
|
R1 |
1,506.00 |
1,506.00 |
1,494.75 |
1,502.50 |
PP |
1,499.25 |
1,499.25 |
1,499.25 |
1,497.50 |
S1 |
1,486.00 |
1,486.00 |
1,491.25 |
1,482.50 |
S2 |
1,479.25 |
1,479.25 |
1,489.25 |
|
S3 |
1,459.25 |
1,466.00 |
1,487.50 |
|
S4 |
1,439.25 |
1,446.00 |
1,482.00 |
|
|
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 |
1,536.00 |
1,480.50 |
55.50 |
3.7% |
23.75 |
1.6% |
23% |
False |
False |
1,224,051 |
10 |
1,543.00 |
1,480.50 |
62.50 |
4.2% |
18.25 |
1.2% |
20% |
False |
False |
1,232,908 |
20 |
1,543.00 |
1,480.50 |
62.50 |
4.2% |
15.50 |
1.0% |
20% |
False |
False |
1,243,599 |
40 |
1,543.00 |
1,468.25 |
74.75 |
5.0% |
13.75 |
0.9% |
33% |
False |
False |
1,187,018 |
60 |
1,543.00 |
1,412.50 |
130.50 |
8.7% |
13.25 |
0.9% |
62% |
False |
False |
1,120,281 |
80 |
1,543.00 |
1,375.25 |
167.75 |
11.2% |
15.25 |
1.0% |
70% |
False |
False |
998,595 |
100 |
1,543.00 |
1,375.25 |
167.75 |
11.2% |
14.00 |
0.9% |
70% |
False |
False |
799,278 |
120 |
1,543.00 |
1,375.25 |
167.75 |
11.2% |
13.50 |
0.9% |
70% |
False |
False |
666,232 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,597.25 |
2.618 |
1,564.50 |
1.618 |
1,544.50 |
1.000 |
1,532.25 |
0.618 |
1,524.50 |
HIGH |
1,512.25 |
0.618 |
1,504.50 |
0.500 |
1,502.25 |
0.382 |
1,500.00 |
LOW |
1,492.25 |
0.618 |
1,480.00 |
1.000 |
1,472.25 |
1.618 |
1,460.00 |
2.618 |
1,440.00 |
4.250 |
1,407.25 |
|
|
Fisher Pivots for day following 12-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
1,502.25 |
1,498.50 |
PP |
1,499.25 |
1,496.75 |
S1 |
1,496.00 |
1,495.00 |
|