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 |
13,434 |
13,294 |
-140 |
-1.0% |
13,670 |
High |
13,453 |
13,492 |
39 |
0.3% |
13,702 |
Low |
13,282 |
13,279 |
-3 |
0.0% |
13,205 |
Close |
13,302 |
13,485 |
183 |
1.4% |
13,424 |
Range |
171 |
213 |
42 |
24.6% |
497 |
ATR |
131 |
137 |
6 |
4.5% |
0 |
Volume |
39,425 |
33,668 |
-5,757 |
-14.6% |
632,496 |
|
Daily Pivots for day following 13-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,058 |
13,984 |
13,602 |
|
R3 |
13,845 |
13,771 |
13,544 |
|
R2 |
13,632 |
13,632 |
13,524 |
|
R1 |
13,558 |
13,558 |
13,505 |
13,595 |
PP |
13,419 |
13,419 |
13,419 |
13,437 |
S1 |
13,345 |
13,345 |
13,466 |
13,382 |
S2 |
13,206 |
13,206 |
13,446 |
|
S3 |
12,993 |
13,132 |
13,427 |
|
S4 |
12,780 |
12,919 |
13,368 |
|
|
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 |
13,516 |
13,205 |
311 |
2.3% |
198 |
1.5% |
90% |
False |
False |
81,643 |
10 |
13,708 |
13,205 |
503 |
3.7% |
151 |
1.1% |
56% |
False |
False |
105,135 |
20 |
13,708 |
13,205 |
503 |
3.7% |
131 |
1.0% |
56% |
False |
False |
125,582 |
40 |
13,708 |
12,766 |
942 |
7.0% |
117 |
0.9% |
76% |
False |
False |
123,780 |
60 |
13,708 |
12,315 |
1,393 |
10.3% |
114 |
0.8% |
84% |
False |
False |
119,339 |
80 |
13,708 |
12,035 |
1,673 |
12.4% |
126 |
0.9% |
87% |
False |
False |
105,137 |
100 |
13,708 |
12,035 |
1,673 |
12.4% |
112 |
0.8% |
87% |
False |
False |
84,118 |
120 |
13,708 |
12,035 |
1,673 |
12.4% |
101 |
0.8% |
87% |
False |
False |
70,100 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,397 |
2.618 |
14,050 |
1.618 |
13,837 |
1.000 |
13,705 |
0.618 |
13,624 |
HIGH |
13,492 |
0.618 |
13,411 |
0.500 |
13,386 |
0.382 |
13,360 |
LOW |
13,279 |
0.618 |
13,147 |
1.000 |
13,066 |
1.618 |
12,934 |
2.618 |
12,721 |
4.250 |
12,374 |
|
|
Fisher Pivots for day following 13-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
13,452 |
13,452 |
PP |
13,419 |
13,419 |
S1 |
13,386 |
13,386 |
|