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 |
1,892.50 |
1,912.50 |
20.00 |
1.1% |
1,932.50 |
High |
1,914.50 |
1,930.25 |
15.75 |
0.8% |
1,939.75 |
Low |
1,887.75 |
1,911.25 |
23.50 |
1.2% |
1,874.00 |
Close |
1,912.25 |
1,926.25 |
14.00 |
0.7% |
1,909.00 |
Range |
26.75 |
19.00 |
-7.75 |
-29.0% |
65.75 |
ATR |
24.40 |
24.01 |
-0.39 |
-1.6% |
0.00 |
Volume |
86,468 |
78,586 |
-7,882 |
-9.1% |
1,617,934 |
|
Daily Pivots for day following 14-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,979.50 |
1,972.00 |
1,936.75 |
|
R3 |
1,960.50 |
1,953.00 |
1,931.50 |
|
R2 |
1,941.50 |
1,941.50 |
1,929.75 |
|
R1 |
1,934.00 |
1,934.00 |
1,928.00 |
1,937.75 |
PP |
1,922.50 |
1,922.50 |
1,922.50 |
1,924.50 |
S1 |
1,915.00 |
1,915.00 |
1,924.50 |
1,918.75 |
S2 |
1,903.50 |
1,903.50 |
1,922.75 |
|
S3 |
1,884.50 |
1,896.00 |
1,921.00 |
|
S4 |
1,865.50 |
1,877.00 |
1,915.75 |
|
|
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 |
1,930.25 |
1,874.00 |
56.25 |
2.9% |
24.50 |
1.3% |
93% |
True |
False |
146,603 |
10 |
1,945.00 |
1,874.00 |
71.00 |
3.7% |
24.50 |
1.3% |
74% |
False |
False |
235,905 |
20 |
1,945.00 |
1,874.00 |
71.00 |
3.7% |
23.50 |
1.2% |
74% |
False |
False |
289,162 |
40 |
1,945.00 |
1,831.25 |
113.75 |
5.9% |
23.00 |
1.2% |
84% |
False |
False |
289,061 |
60 |
1,945.00 |
1,770.25 |
174.75 |
9.1% |
22.00 |
1.1% |
89% |
False |
False |
271,654 |
80 |
1,945.00 |
1,707.00 |
238.00 |
12.4% |
25.00 |
1.3% |
92% |
False |
False |
243,017 |
100 |
1,945.00 |
1,707.00 |
238.00 |
12.4% |
24.25 |
1.3% |
92% |
False |
False |
194,444 |
120 |
1,945.00 |
1,707.00 |
238.00 |
12.4% |
24.25 |
1.3% |
92% |
False |
False |
162,045 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,011.00 |
2.618 |
1,980.00 |
1.618 |
1,961.00 |
1.000 |
1,949.25 |
0.618 |
1,942.00 |
HIGH |
1,930.25 |
0.618 |
1,923.00 |
0.500 |
1,920.75 |
0.382 |
1,918.50 |
LOW |
1,911.25 |
0.618 |
1,899.50 |
1.000 |
1,892.25 |
1.618 |
1,880.50 |
2.618 |
1,861.50 |
4.250 |
1,830.50 |
|
|
Fisher Pivots for day following 14-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
1,924.50 |
1,920.50 |
PP |
1,922.50 |
1,914.75 |
S1 |
1,920.75 |
1,909.00 |
|