Trading Metrics calculated at close of trading on 14-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2007 |
14-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
1,493.25 |
1,514.75 |
21.50 |
1.4% |
1,539.25 |
High |
1,517.00 |
1,527.00 |
10.00 |
0.7% |
1,542.75 |
Low |
1,489.25 |
1,514.00 |
24.75 |
1.7% |
1,480.50 |
Close |
1,515.50 |
1,524.75 |
9.25 |
0.6% |
1,508.00 |
Range |
27.75 |
13.00 |
-14.75 |
-53.2% |
62.25 |
ATR |
16.74 |
16.47 |
-0.27 |
-1.6% |
0.00 |
Volume |
572,103 |
414,869 |
-157,234 |
-27.5% |
7,273,477 |
|
Daily Pivots for day following 14-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,561.00 |
1,555.75 |
1,532.00 |
|
R3 |
1,548.00 |
1,542.75 |
1,528.25 |
|
R2 |
1,535.00 |
1,535.00 |
1,527.25 |
|
R1 |
1,529.75 |
1,529.75 |
1,526.00 |
1,532.50 |
PP |
1,522.00 |
1,522.00 |
1,522.00 |
1,523.25 |
S1 |
1,516.75 |
1,516.75 |
1,523.50 |
1,519.50 |
S2 |
1,509.00 |
1,509.00 |
1,522.25 |
|
S3 |
1,496.00 |
1,503.75 |
1,521.25 |
|
S4 |
1,483.00 |
1,490.75 |
1,517.50 |
|
|
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 |
1,527.00 |
1,480.50 |
46.50 |
3.0% |
20.50 |
1.3% |
95% |
True |
False |
727,523 |
10 |
1,543.00 |
1,480.50 |
62.50 |
4.1% |
19.25 |
1.3% |
71% |
False |
False |
1,060,789 |
20 |
1,543.00 |
1,480.50 |
62.50 |
4.1% |
16.00 |
1.0% |
71% |
False |
False |
1,150,988 |
40 |
1,543.00 |
1,468.25 |
74.75 |
4.9% |
14.00 |
0.9% |
76% |
False |
False |
1,149,073 |
60 |
1,543.00 |
1,418.00 |
125.00 |
8.2% |
13.25 |
0.9% |
85% |
False |
False |
1,101,019 |
80 |
1,543.00 |
1,375.25 |
167.75 |
11.0% |
15.50 |
1.0% |
89% |
False |
False |
1,010,901 |
100 |
1,543.00 |
1,375.25 |
167.75 |
11.0% |
14.25 |
0.9% |
89% |
False |
False |
809,131 |
120 |
1,543.00 |
1,375.25 |
167.75 |
11.0% |
13.75 |
0.9% |
89% |
False |
False |
674,432 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,582.25 |
2.618 |
1,561.00 |
1.618 |
1,548.00 |
1.000 |
1,540.00 |
0.618 |
1,535.00 |
HIGH |
1,527.00 |
0.618 |
1,522.00 |
0.500 |
1,520.50 |
0.382 |
1,519.00 |
LOW |
1,514.00 |
0.618 |
1,506.00 |
1.000 |
1,501.00 |
1.618 |
1,493.00 |
2.618 |
1,480.00 |
4.250 |
1,458.75 |
|
|
Fisher Pivots for day following 14-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
1,523.25 |
1,519.25 |
PP |
1,522.00 |
1,513.75 |
S1 |
1,520.50 |
1,508.00 |
|