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 |
1,912.50 |
1,926.50 |
14.00 |
0.7% |
1,909.25 |
High |
1,930.25 |
1,946.93 |
16.68 |
0.9% |
1,946.93 |
Low |
1,911.25 |
1,924.50 |
13.25 |
0.7% |
1,887.75 |
Close |
1,926.25 |
1,946.93 |
20.68 |
1.1% |
1,946.93 |
Range |
19.00 |
22.43 |
3.43 |
18.1% |
59.18 |
ATR |
24.01 |
23.90 |
-0.11 |
-0.5% |
0.00 |
Volume |
78,586 |
60,256 |
-18,330 |
-23.3% |
472,011 |
|
Daily Pivots for day following 15-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,006.75 |
1,999.25 |
1,959.25 |
|
R3 |
1,984.25 |
1,976.75 |
1,953.00 |
|
R2 |
1,962.00 |
1,962.00 |
1,951.00 |
|
R1 |
1,954.50 |
1,954.50 |
1,949.00 |
1,958.25 |
PP |
1,939.50 |
1,939.50 |
1,939.50 |
1,941.25 |
S1 |
1,932.00 |
1,932.00 |
1,944.75 |
1,935.75 |
S2 |
1,917.00 |
1,917.00 |
1,942.75 |
|
S3 |
1,894.50 |
1,909.50 |
1,940.75 |
|
S4 |
1,872.25 |
1,887.00 |
1,934.50 |
|
|
Weekly Pivots for week ending 15-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,104.75 |
2,085.00 |
1,979.50 |
|
R3 |
2,045.50 |
2,025.75 |
1,963.25 |
|
R2 |
1,986.50 |
1,986.50 |
1,957.75 |
|
R1 |
1,966.75 |
1,966.75 |
1,952.25 |
1,976.50 |
PP |
1,927.25 |
1,927.25 |
1,927.25 |
1,932.25 |
S1 |
1,907.50 |
1,907.50 |
1,941.50 |
1,917.25 |
S2 |
1,868.00 |
1,868.00 |
1,936.00 |
|
S3 |
1,808.75 |
1,848.25 |
1,930.75 |
|
S4 |
1,749.75 |
1,789.00 |
1,914.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,946.93 |
1,887.75 |
59.18 |
3.0% |
21.75 |
1.1% |
100% |
True |
False |
94,402 |
10 |
1,946.93 |
1,874.00 |
72.93 |
3.7% |
25.00 |
1.3% |
100% |
True |
False |
208,994 |
20 |
1,946.93 |
1,874.00 |
72.93 |
3.7% |
24.00 |
1.2% |
100% |
True |
False |
273,815 |
40 |
1,946.93 |
1,846.75 |
100.18 |
5.1% |
23.00 |
1.2% |
100% |
True |
False |
283,968 |
60 |
1,946.93 |
1,770.25 |
176.68 |
9.1% |
22.00 |
1.1% |
100% |
True |
False |
265,878 |
80 |
1,946.93 |
1,707.00 |
239.93 |
12.3% |
25.00 |
1.3% |
100% |
True |
False |
243,769 |
100 |
1,946.93 |
1,707.00 |
239.93 |
12.3% |
24.00 |
1.2% |
100% |
True |
False |
195,045 |
120 |
1,946.93 |
1,707.00 |
239.93 |
12.3% |
24.25 |
1.2% |
100% |
True |
False |
162,548 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,042.25 |
2.618 |
2,005.75 |
1.618 |
1,983.25 |
1.000 |
1,969.25 |
0.618 |
1,960.75 |
HIGH |
1,947.00 |
0.618 |
1,938.25 |
0.500 |
1,935.75 |
0.382 |
1,933.00 |
LOW |
1,924.50 |
0.618 |
1,910.75 |
1.000 |
1,902.00 |
1.618 |
1,888.25 |
2.618 |
1,865.75 |
4.250 |
1,829.25 |
|
|
Fisher Pivots for day following 15-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
1,943.25 |
1,937.00 |
PP |
1,939.50 |
1,927.25 |
S1 |
1,935.75 |
1,917.25 |
|