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 |
13,294 |
13,485 |
191 |
1.4% |
13,670 |
High |
13,492 |
13,586 |
94 |
0.7% |
13,702 |
Low |
13,279 |
13,476 |
197 |
1.5% |
13,205 |
Close |
13,485 |
13,568 |
83 |
0.6% |
13,424 |
Range |
213 |
110 |
-103 |
-48.4% |
497 |
ATR |
137 |
135 |
-2 |
-1.4% |
0 |
Volume |
33,668 |
22,428 |
-11,240 |
-33.4% |
632,496 |
|
Daily Pivots for day following 14-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,873 |
13,831 |
13,629 |
|
R3 |
13,763 |
13,721 |
13,598 |
|
R2 |
13,653 |
13,653 |
13,588 |
|
R1 |
13,611 |
13,611 |
13,578 |
13,632 |
PP |
13,543 |
13,543 |
13,543 |
13,554 |
S1 |
13,501 |
13,501 |
13,558 |
13,522 |
S2 |
13,433 |
13,433 |
13,548 |
|
S3 |
13,323 |
13,391 |
13,538 |
|
S4 |
13,213 |
13,281 |
13,508 |
|
|
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 |
13,586 |
13,205 |
381 |
2.8% |
166 |
1.2% |
95% |
True |
False |
53,681 |
10 |
13,708 |
13,205 |
503 |
3.7% |
155 |
1.1% |
72% |
False |
False |
90,092 |
20 |
13,708 |
13,205 |
503 |
3.7% |
130 |
1.0% |
72% |
False |
False |
115,013 |
40 |
13,708 |
12,766 |
942 |
6.9% |
118 |
0.9% |
85% |
False |
False |
121,119 |
60 |
13,708 |
12,315 |
1,393 |
10.3% |
112 |
0.8% |
90% |
False |
False |
118,024 |
80 |
13,708 |
12,035 |
1,673 |
12.3% |
126 |
0.9% |
92% |
False |
False |
105,416 |
100 |
13,708 |
12,035 |
1,673 |
12.3% |
113 |
0.8% |
92% |
False |
False |
84,342 |
120 |
13,708 |
12,035 |
1,673 |
12.3% |
102 |
0.8% |
92% |
False |
False |
70,287 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,054 |
2.618 |
13,874 |
1.618 |
13,764 |
1.000 |
13,696 |
0.618 |
13,654 |
HIGH |
13,586 |
0.618 |
13,544 |
0.500 |
13,531 |
0.382 |
13,518 |
LOW |
13,476 |
0.618 |
13,408 |
1.000 |
13,366 |
1.618 |
13,298 |
2.618 |
13,188 |
4.250 |
13,009 |
|
|
Fisher Pivots for day following 14-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
13,556 |
13,523 |
PP |
13,543 |
13,478 |
S1 |
13,531 |
13,433 |
|