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 |
13,262 |
13,424 |
162 |
1.2% |
13,670 |
High |
13,440 |
13,484 |
44 |
0.3% |
13,702 |
Low |
13,205 |
13,382 |
177 |
1.3% |
13,205 |
Close |
13,424 |
13,435 |
11 |
0.1% |
13,424 |
Range |
235 |
102 |
-133 |
-56.6% |
497 |
ATR |
130 |
128 |
-2 |
-1.5% |
0 |
Volume |
114,378 |
58,507 |
-55,871 |
-48.8% |
632,496 |
|
Daily Pivots for day following 11-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,740 |
13,689 |
13,491 |
|
R3 |
13,638 |
13,587 |
13,463 |
|
R2 |
13,536 |
13,536 |
13,454 |
|
R1 |
13,485 |
13,485 |
13,444 |
13,511 |
PP |
13,434 |
13,434 |
13,434 |
13,446 |
S1 |
13,383 |
13,383 |
13,426 |
13,409 |
S2 |
13,332 |
13,332 |
13,416 |
|
S3 |
13,230 |
13,281 |
13,407 |
|
S4 |
13,128 |
13,179 |
13,379 |
|
|
Weekly Pivots for week ending 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,935 |
14,676 |
13,697 |
|
R3 |
14,438 |
14,179 |
13,561 |
|
R2 |
13,941 |
13,941 |
13,515 |
|
R1 |
13,682 |
13,682 |
13,470 |
13,563 |
PP |
13,444 |
13,444 |
13,444 |
13,384 |
S1 |
13,185 |
13,185 |
13,379 |
13,066 |
S2 |
12,947 |
12,947 |
13,333 |
|
S3 |
12,450 |
12,688 |
13,287 |
|
S4 |
11,953 |
12,191 |
13,151 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,689 |
13,205 |
484 |
3.6% |
184 |
1.4% |
48% |
False |
False |
115,820 |
10 |
13,708 |
13,205 |
503 |
3.7% |
142 |
1.1% |
46% |
False |
False |
120,870 |
20 |
13,708 |
13,205 |
503 |
3.7% |
125 |
0.9% |
46% |
False |
False |
134,515 |
40 |
13,708 |
12,676 |
1,032 |
7.7% |
113 |
0.8% |
74% |
False |
False |
127,066 |
60 |
13,708 |
12,190 |
1,518 |
11.3% |
111 |
0.8% |
82% |
False |
False |
122,020 |
80 |
13,708 |
12,035 |
1,673 |
12.5% |
122 |
0.9% |
84% |
False |
False |
104,225 |
100 |
13,708 |
12,035 |
1,673 |
12.5% |
110 |
0.8% |
84% |
False |
False |
83,388 |
120 |
13,708 |
12,035 |
1,673 |
12.5% |
99 |
0.7% |
84% |
False |
False |
69,491 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,918 |
2.618 |
13,751 |
1.618 |
13,649 |
1.000 |
13,586 |
0.618 |
13,547 |
HIGH |
13,484 |
0.618 |
13,445 |
0.500 |
13,433 |
0.382 |
13,421 |
LOW |
13,382 |
0.618 |
13,319 |
1.000 |
13,280 |
1.618 |
13,217 |
2.618 |
13,115 |
4.250 |
12,949 |
|
|
Fisher Pivots for day following 11-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
13,434 |
13,410 |
PP |
13,434 |
13,385 |
S1 |
13,433 |
13,361 |
|