Trading Metrics calculated at close of trading on 13-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2007 |
13-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
1,510.50 |
1,493.25 |
-17.25 |
-1.1% |
1,539.25 |
High |
1,512.25 |
1,517.00 |
4.75 |
0.3% |
1,542.75 |
Low |
1,492.25 |
1,489.25 |
-3.00 |
-0.2% |
1,480.50 |
Close |
1,493.00 |
1,515.50 |
22.50 |
1.5% |
1,508.00 |
Range |
20.00 |
27.75 |
7.75 |
38.8% |
62.25 |
ATR |
15.89 |
16.74 |
0.85 |
5.3% |
0.00 |
Volume |
470,015 |
572,103 |
102,088 |
21.7% |
7,273,477 |
|
Daily Pivots for day following 13-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,590.50 |
1,580.75 |
1,530.75 |
|
R3 |
1,562.75 |
1,553.00 |
1,523.25 |
|
R2 |
1,535.00 |
1,535.00 |
1,520.50 |
|
R1 |
1,525.25 |
1,525.25 |
1,518.00 |
1,530.00 |
PP |
1,507.25 |
1,507.25 |
1,507.25 |
1,509.75 |
S1 |
1,497.50 |
1,497.50 |
1,513.00 |
1,502.50 |
S2 |
1,479.50 |
1,479.50 |
1,510.50 |
|
S3 |
1,451.75 |
1,469.75 |
1,507.75 |
|
S4 |
1,424.00 |
1,442.00 |
1,500.25 |
|
|
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 |
1,523.75 |
1,480.50 |
43.25 |
2.9% |
25.00 |
1.7% |
81% |
False |
False |
1,011,411 |
10 |
1,543.00 |
1,480.50 |
62.50 |
4.1% |
18.75 |
1.2% |
56% |
False |
False |
1,176,851 |
20 |
1,543.00 |
1,480.50 |
62.50 |
4.1% |
16.00 |
1.1% |
56% |
False |
False |
1,216,144 |
40 |
1,543.00 |
1,468.25 |
74.75 |
4.9% |
14.00 |
0.9% |
63% |
False |
False |
1,171,209 |
60 |
1,543.00 |
1,418.00 |
125.00 |
8.2% |
13.50 |
0.9% |
78% |
False |
False |
1,111,848 |
80 |
1,543.00 |
1,375.25 |
167.75 |
11.1% |
15.50 |
1.0% |
84% |
False |
False |
1,005,734 |
100 |
1,543.00 |
1,375.25 |
167.75 |
11.1% |
14.25 |
0.9% |
84% |
False |
False |
804,987 |
120 |
1,543.00 |
1,375.25 |
167.75 |
11.1% |
13.75 |
0.9% |
84% |
False |
False |
670,979 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,635.00 |
2.618 |
1,589.75 |
1.618 |
1,562.00 |
1.000 |
1,544.75 |
0.618 |
1,534.25 |
HIGH |
1,517.00 |
0.618 |
1,506.50 |
0.500 |
1,503.00 |
0.382 |
1,499.75 |
LOW |
1,489.25 |
0.618 |
1,472.00 |
1.000 |
1,461.50 |
1.618 |
1,444.25 |
2.618 |
1,416.50 |
4.250 |
1,371.25 |
|
|
Fisher Pivots for day following 13-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
1,511.50 |
1,511.50 |
PP |
1,507.25 |
1,507.25 |
S1 |
1,503.00 |
1,503.00 |
|