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 |
1,884.00 |
1,909.25 |
25.25 |
1.3% |
1,932.50 |
High |
1,909.50 |
1,919.25 |
9.75 |
0.5% |
1,939.75 |
Low |
1,874.00 |
1,902.25 |
28.25 |
1.5% |
1,874.00 |
Close |
1,909.00 |
1,905.50 |
-3.50 |
-0.2% |
1,909.00 |
Range |
35.50 |
17.00 |
-18.50 |
-52.1% |
65.75 |
ATR |
24.79 |
24.23 |
-0.56 |
-2.2% |
0.00 |
Volume |
321,262 |
146,003 |
-175,259 |
-54.6% |
1,617,934 |
|
Daily Pivots for day following 11-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,960.00 |
1,949.75 |
1,914.75 |
|
R3 |
1,943.00 |
1,932.75 |
1,910.25 |
|
R2 |
1,926.00 |
1,926.00 |
1,908.50 |
|
R1 |
1,915.75 |
1,915.75 |
1,907.00 |
1,912.50 |
PP |
1,909.00 |
1,909.00 |
1,909.00 |
1,907.25 |
S1 |
1,898.75 |
1,898.75 |
1,904.00 |
1,895.50 |
S2 |
1,892.00 |
1,892.00 |
1,902.50 |
|
S3 |
1,875.00 |
1,881.75 |
1,900.75 |
|
S4 |
1,858.00 |
1,864.75 |
1,896.25 |
|
|
Weekly Pivots for week ending 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,104.75 |
2,072.75 |
1,945.25 |
|
R3 |
2,039.00 |
2,007.00 |
1,927.00 |
|
R2 |
1,973.25 |
1,973.25 |
1,921.00 |
|
R1 |
1,941.25 |
1,941.25 |
1,915.00 |
1,924.50 |
PP |
1,907.50 |
1,907.50 |
1,907.50 |
1,899.25 |
S1 |
1,875.50 |
1,875.50 |
1,903.00 |
1,858.50 |
S2 |
1,841.75 |
1,841.75 |
1,897.00 |
|
S3 |
1,776.00 |
1,809.75 |
1,891.00 |
|
S4 |
1,710.25 |
1,744.00 |
1,872.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,938.50 |
1,874.00 |
64.50 |
3.4% |
28.25 |
1.5% |
49% |
False |
False |
293,135 |
10 |
1,945.00 |
1,874.00 |
71.00 |
3.7% |
24.50 |
1.3% |
44% |
False |
False |
306,626 |
20 |
1,945.00 |
1,873.75 |
71.25 |
3.7% |
25.00 |
1.3% |
45% |
False |
False |
330,088 |
40 |
1,945.00 |
1,829.50 |
115.50 |
6.1% |
22.50 |
1.2% |
66% |
False |
False |
299,869 |
60 |
1,945.00 |
1,757.50 |
187.50 |
9.8% |
22.25 |
1.2% |
79% |
False |
False |
279,892 |
80 |
1,945.00 |
1,707.00 |
238.00 |
12.5% |
24.75 |
1.3% |
83% |
False |
False |
239,704 |
100 |
1,945.00 |
1,707.00 |
238.00 |
12.5% |
24.25 |
1.3% |
83% |
False |
False |
191,789 |
120 |
1,945.00 |
1,707.00 |
238.00 |
12.5% |
24.25 |
1.3% |
83% |
False |
False |
159,831 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,991.50 |
2.618 |
1,963.75 |
1.618 |
1,946.75 |
1.000 |
1,936.25 |
0.618 |
1,929.75 |
HIGH |
1,919.25 |
0.618 |
1,912.75 |
0.500 |
1,910.75 |
0.382 |
1,908.75 |
LOW |
1,902.25 |
0.618 |
1,891.75 |
1.000 |
1,885.25 |
1.618 |
1,874.75 |
2.618 |
1,857.75 |
4.250 |
1,830.00 |
|
|
Fisher Pivots for day following 11-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
1,910.75 |
1,903.25 |
PP |
1,909.00 |
1,901.00 |
S1 |
1,907.25 |
1,899.00 |
|