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 |
1,906.75 |
1,892.50 |
-14.25 |
-0.7% |
1,932.50 |
High |
1,913.00 |
1,914.50 |
1.50 |
0.1% |
1,939.75 |
Low |
1,889.00 |
1,887.75 |
-1.25 |
-0.1% |
1,874.00 |
Close |
1,893.25 |
1,912.25 |
19.00 |
1.0% |
1,909.00 |
Range |
24.00 |
26.75 |
2.75 |
11.5% |
65.75 |
ATR |
24.22 |
24.40 |
0.18 |
0.7% |
0.00 |
Volume |
100,698 |
86,468 |
-14,230 |
-14.1% |
1,617,934 |
|
Daily Pivots for day following 13-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,985.00 |
1,975.50 |
1,927.00 |
|
R3 |
1,958.25 |
1,948.75 |
1,919.50 |
|
R2 |
1,931.50 |
1,931.50 |
1,917.25 |
|
R1 |
1,922.00 |
1,922.00 |
1,914.75 |
1,926.75 |
PP |
1,904.75 |
1,904.75 |
1,904.75 |
1,907.25 |
S1 |
1,895.25 |
1,895.25 |
1,909.75 |
1,900.00 |
S2 |
1,878.00 |
1,878.00 |
1,907.25 |
|
S3 |
1,851.25 |
1,868.50 |
1,905.00 |
|
S4 |
1,824.50 |
1,841.75 |
1,897.50 |
|
|
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 |
1,923.75 |
1,874.00 |
49.75 |
2.6% |
29.00 |
1.5% |
77% |
False |
False |
211,511 |
10 |
1,945.00 |
1,874.00 |
71.00 |
3.7% |
24.00 |
1.3% |
54% |
False |
False |
269,764 |
20 |
1,945.00 |
1,873.75 |
71.25 |
3.7% |
24.00 |
1.3% |
54% |
False |
False |
308,151 |
40 |
1,945.00 |
1,831.25 |
113.75 |
5.9% |
23.00 |
1.2% |
71% |
False |
False |
292,889 |
60 |
1,945.00 |
1,770.25 |
174.75 |
9.1% |
22.25 |
1.2% |
81% |
False |
False |
274,105 |
80 |
1,945.00 |
1,707.00 |
238.00 |
12.4% |
25.00 |
1.3% |
86% |
False |
False |
242,036 |
100 |
1,945.00 |
1,707.00 |
238.00 |
12.4% |
24.25 |
1.3% |
86% |
False |
False |
193,659 |
120 |
1,945.00 |
1,707.00 |
238.00 |
12.4% |
24.25 |
1.3% |
86% |
False |
False |
161,391 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,028.25 |
2.618 |
1,984.50 |
1.618 |
1,957.75 |
1.000 |
1,941.25 |
0.618 |
1,931.00 |
HIGH |
1,914.50 |
0.618 |
1,904.25 |
0.500 |
1,901.00 |
0.382 |
1,898.00 |
LOW |
1,887.75 |
0.618 |
1,871.25 |
1.000 |
1,861.00 |
1.618 |
1,844.50 |
2.618 |
1,817.75 |
4.250 |
1,774.00 |
|
|
Fisher Pivots for day following 13-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
1,908.50 |
1,909.25 |
PP |
1,904.75 |
1,906.50 |
S1 |
1,901.00 |
1,903.50 |
|