Trading Metrics calculated at close of trading on 15-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2007 |
15-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
1,514.75 |
1,525.00 |
10.25 |
0.7% |
1,507.00 |
High |
1,527.00 |
1,535.50 |
8.50 |
0.6% |
1,535.50 |
Low |
1,514.00 |
1,524.00 |
10.00 |
0.7% |
1,489.25 |
Close |
1,524.75 |
1,534.09 |
9.34 |
0.6% |
1,534.09 |
Range |
13.00 |
11.50 |
-1.50 |
-11.5% |
46.25 |
ATR |
16.47 |
16.11 |
-0.35 |
-2.2% |
0.00 |
Volume |
414,869 |
340,027 |
-74,842 |
-18.0% |
2,473,805 |
|
Daily Pivots for day following 15-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,565.75 |
1,561.50 |
1,540.50 |
|
R3 |
1,554.25 |
1,550.00 |
1,537.25 |
|
R2 |
1,542.75 |
1,542.75 |
1,536.25 |
|
R1 |
1,538.50 |
1,538.50 |
1,535.25 |
1,540.50 |
PP |
1,531.25 |
1,531.25 |
1,531.25 |
1,532.25 |
S1 |
1,527.00 |
1,527.00 |
1,533.00 |
1,529.00 |
S2 |
1,519.75 |
1,519.75 |
1,532.00 |
|
S3 |
1,508.25 |
1,515.50 |
1,531.00 |
|
S4 |
1,496.75 |
1,504.00 |
1,527.75 |
|
|
Weekly Pivots for week ending 15-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,658.25 |
1,642.50 |
1,559.50 |
|
R3 |
1,612.00 |
1,596.25 |
1,546.75 |
|
R2 |
1,565.75 |
1,565.75 |
1,542.50 |
|
R1 |
1,550.00 |
1,550.00 |
1,538.25 |
1,558.00 |
PP |
1,519.50 |
1,519.50 |
1,519.50 |
1,523.50 |
S1 |
1,503.75 |
1,503.75 |
1,529.75 |
1,511.75 |
S2 |
1,473.25 |
1,473.25 |
1,525.50 |
|
S3 |
1,427.00 |
1,457.50 |
1,521.25 |
|
S4 |
1,380.75 |
1,411.25 |
1,508.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,535.50 |
1,489.25 |
46.25 |
3.0% |
17.00 |
1.1% |
97% |
True |
False |
494,761 |
10 |
1,542.75 |
1,480.50 |
62.25 |
4.1% |
19.50 |
1.3% |
86% |
False |
False |
974,728 |
20 |
1,543.00 |
1,480.50 |
62.50 |
4.1% |
16.00 |
1.1% |
86% |
False |
False |
1,104,920 |
40 |
1,543.00 |
1,478.75 |
64.25 |
4.2% |
14.00 |
0.9% |
86% |
False |
False |
1,130,140 |
60 |
1,543.00 |
1,418.00 |
125.00 |
8.1% |
13.25 |
0.9% |
93% |
False |
False |
1,079,865 |
80 |
1,543.00 |
1,375.25 |
167.75 |
10.9% |
15.50 |
1.0% |
95% |
False |
False |
1,015,096 |
100 |
1,543.00 |
1,375.25 |
167.75 |
10.9% |
14.25 |
0.9% |
95% |
False |
False |
812,497 |
120 |
1,543.00 |
1,375.25 |
167.75 |
10.9% |
13.75 |
0.9% |
95% |
False |
False |
677,260 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,584.50 |
2.618 |
1,565.50 |
1.618 |
1,554.00 |
1.000 |
1,547.00 |
0.618 |
1,542.50 |
HIGH |
1,535.50 |
0.618 |
1,531.00 |
0.500 |
1,529.75 |
0.382 |
1,528.50 |
LOW |
1,524.00 |
0.618 |
1,517.00 |
1.000 |
1,512.50 |
1.618 |
1,505.50 |
2.618 |
1,494.00 |
4.250 |
1,475.00 |
|
|
Fisher Pivots for day following 15-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
1,532.75 |
1,526.75 |
PP |
1,531.25 |
1,519.50 |
S1 |
1,529.75 |
1,512.50 |
|