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 |
1,909.25 |
1,906.75 |
-2.50 |
-0.1% |
1,932.50 |
High |
1,919.25 |
1,913.00 |
-6.25 |
-0.3% |
1,939.75 |
Low |
1,902.25 |
1,889.00 |
-13.25 |
-0.7% |
1,874.00 |
Close |
1,905.50 |
1,893.25 |
-12.25 |
-0.6% |
1,909.00 |
Range |
17.00 |
24.00 |
7.00 |
41.2% |
65.75 |
ATR |
24.23 |
24.22 |
-0.02 |
-0.1% |
0.00 |
Volume |
146,003 |
100,698 |
-45,305 |
-31.0% |
1,617,934 |
|
Daily Pivots for day following 12-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,970.50 |
1,955.75 |
1,906.50 |
|
R3 |
1,946.50 |
1,931.75 |
1,899.75 |
|
R2 |
1,922.50 |
1,922.50 |
1,897.75 |
|
R1 |
1,907.75 |
1,907.75 |
1,895.50 |
1,903.00 |
PP |
1,898.50 |
1,898.50 |
1,898.50 |
1,896.00 |
S1 |
1,883.75 |
1,883.75 |
1,891.00 |
1,879.00 |
S2 |
1,874.50 |
1,874.50 |
1,888.75 |
|
S3 |
1,850.50 |
1,859.75 |
1,886.75 |
|
S4 |
1,826.50 |
1,835.75 |
1,880.00 |
|
|
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% |
29.25 |
1.5% |
30% |
False |
False |
268,200 |
10 |
1,945.00 |
1,874.00 |
71.00 |
3.8% |
25.00 |
1.3% |
27% |
False |
False |
293,001 |
20 |
1,945.00 |
1,873.75 |
71.25 |
3.8% |
24.00 |
1.3% |
27% |
False |
False |
319,258 |
40 |
1,945.00 |
1,831.25 |
113.75 |
6.0% |
22.50 |
1.2% |
55% |
False |
False |
296,577 |
60 |
1,945.00 |
1,770.25 |
174.75 |
9.2% |
22.25 |
1.2% |
70% |
False |
False |
276,882 |
80 |
1,945.00 |
1,707.00 |
238.00 |
12.6% |
25.00 |
1.3% |
78% |
False |
False |
240,959 |
100 |
1,945.00 |
1,707.00 |
238.00 |
12.6% |
24.25 |
1.3% |
78% |
False |
False |
192,795 |
120 |
1,945.00 |
1,707.00 |
238.00 |
12.6% |
24.25 |
1.3% |
78% |
False |
False |
160,670 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,015.00 |
2.618 |
1,975.75 |
1.618 |
1,951.75 |
1.000 |
1,937.00 |
0.618 |
1,927.75 |
HIGH |
1,913.00 |
0.618 |
1,903.75 |
0.500 |
1,901.00 |
0.382 |
1,898.25 |
LOW |
1,889.00 |
0.618 |
1,874.25 |
1.000 |
1,865.00 |
1.618 |
1,850.25 |
2.618 |
1,826.25 |
4.250 |
1,787.00 |
|
|
Fisher Pivots for day following 12-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
1,901.00 |
1,896.50 |
PP |
1,898.50 |
1,895.50 |
S1 |
1,895.75 |
1,894.50 |
|