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 |
13,424 |
13,434 |
10 |
0.1% |
13,670 |
High |
13,484 |
13,453 |
-31 |
-0.2% |
13,702 |
Low |
13,382 |
13,282 |
-100 |
-0.7% |
13,205 |
Close |
13,435 |
13,302 |
-133 |
-1.0% |
13,424 |
Range |
102 |
171 |
69 |
67.6% |
497 |
ATR |
128 |
131 |
3 |
2.4% |
0 |
Volume |
58,507 |
39,425 |
-19,082 |
-32.6% |
632,496 |
|
Daily Pivots for day following 12-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,859 |
13,751 |
13,396 |
|
R3 |
13,688 |
13,580 |
13,349 |
|
R2 |
13,517 |
13,517 |
13,333 |
|
R1 |
13,409 |
13,409 |
13,318 |
13,378 |
PP |
13,346 |
13,346 |
13,346 |
13,330 |
S1 |
13,238 |
13,238 |
13,286 |
13,207 |
S2 |
13,175 |
13,175 |
13,271 |
|
S3 |
13,004 |
13,067 |
13,255 |
|
S4 |
12,833 |
12,896 |
13,208 |
|
|
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 |
13,630 |
13,205 |
425 |
3.2% |
193 |
1.4% |
23% |
False |
False |
105,900 |
10 |
13,708 |
13,205 |
503 |
3.8% |
149 |
1.1% |
19% |
False |
False |
114,730 |
20 |
13,708 |
13,205 |
503 |
3.8% |
129 |
1.0% |
19% |
False |
False |
130,294 |
40 |
13,708 |
12,736 |
972 |
7.3% |
115 |
0.9% |
58% |
False |
False |
125,309 |
60 |
13,708 |
12,303 |
1,405 |
10.6% |
111 |
0.8% |
71% |
False |
False |
120,619 |
80 |
13,708 |
12,035 |
1,673 |
12.6% |
124 |
0.9% |
76% |
False |
False |
104,717 |
100 |
13,708 |
12,035 |
1,673 |
12.6% |
111 |
0.8% |
76% |
False |
False |
83,782 |
120 |
13,708 |
12,035 |
1,673 |
12.6% |
100 |
0.8% |
76% |
False |
False |
69,820 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,180 |
2.618 |
13,901 |
1.618 |
13,730 |
1.000 |
13,624 |
0.618 |
13,559 |
HIGH |
13,453 |
0.618 |
13,388 |
0.500 |
13,368 |
0.382 |
13,347 |
LOW |
13,282 |
0.618 |
13,176 |
1.000 |
13,111 |
1.618 |
13,005 |
2.618 |
12,834 |
4.250 |
12,555 |
|
|
Fisher Pivots for day following 12-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
13,368 |
13,345 |
PP |
13,346 |
13,330 |
S1 |
13,324 |
13,316 |
|