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 |
7,578.0 |
7,667.5 |
89.5 |
1.2% |
7,975.0 |
High |
7,675.0 |
7,759.5 |
84.5 |
1.1% |
8,021.0 |
Low |
7,502.0 |
7,632.0 |
130.0 |
1.7% |
7,502.0 |
Close |
7,583.5 |
7,695.5 |
112.0 |
1.5% |
7,583.5 |
Range |
173.0 |
127.5 |
-45.5 |
-26.3% |
519.0 |
ATR |
127.0 |
130.5 |
3.5 |
2.8% |
0.0 |
Volume |
347,332 |
227,820 |
-119,512 |
-34.4% |
1,163,066 |
|
Daily Pivots for day following 11-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,078.2 |
8,014.3 |
7,765.6 |
|
R3 |
7,950.7 |
7,886.8 |
7,730.6 |
|
R2 |
7,823.2 |
7,823.2 |
7,718.9 |
|
R1 |
7,759.3 |
7,759.3 |
7,707.2 |
7,791.3 |
PP |
7,695.7 |
7,695.7 |
7,695.7 |
7,711.6 |
S1 |
7,631.8 |
7,631.8 |
7,683.8 |
7,663.8 |
S2 |
7,568.2 |
7,568.2 |
7,672.1 |
|
S3 |
7,440.7 |
7,504.3 |
7,660.4 |
|
S4 |
7,313.2 |
7,376.8 |
7,625.4 |
|
|
Weekly Pivots for week ending 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,259.2 |
8,940.3 |
7,869.0 |
|
R3 |
8,740.2 |
8,421.3 |
7,726.2 |
|
R2 |
8,221.2 |
8,221.2 |
7,678.7 |
|
R1 |
7,902.3 |
7,902.3 |
7,631.1 |
7,802.3 |
PP |
7,702.2 |
7,702.2 |
7,702.2 |
7,652.1 |
S1 |
7,383.3 |
7,383.3 |
7,535.9 |
7,283.3 |
S2 |
7,183.2 |
7,183.2 |
7,488.4 |
|
S3 |
6,664.2 |
6,864.3 |
7,440.8 |
|
S4 |
6,145.2 |
6,345.3 |
7,298.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,013.0 |
7,502.0 |
511.0 |
6.6% |
186.3 |
2.4% |
38% |
False |
False |
242,213 |
10 |
8,021.0 |
7,502.0 |
519.0 |
6.7% |
144.0 |
1.9% |
37% |
False |
False |
200,992 |
20 |
8,021.0 |
7,442.0 |
579.0 |
7.5% |
117.9 |
1.5% |
44% |
False |
False |
188,887 |
40 |
8,021.0 |
7,196.5 |
824.5 |
10.7% |
104.6 |
1.4% |
61% |
False |
False |
179,176 |
60 |
8,021.0 |
6,567.0 |
1,454.0 |
18.9% |
95.6 |
1.2% |
78% |
False |
False |
177,265 |
80 |
8,021.0 |
6,483.0 |
1,538.0 |
20.0% |
97.1 |
1.3% |
79% |
False |
False |
137,872 |
100 |
8,021.0 |
6,483.0 |
1,538.0 |
20.0% |
90.5 |
1.2% |
79% |
False |
False |
110,430 |
120 |
8,021.0 |
6,483.0 |
1,538.0 |
20.0% |
85.4 |
1.1% |
79% |
False |
False |
92,242 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,301.4 |
2.618 |
8,093.3 |
1.618 |
7,965.8 |
1.000 |
7,887.0 |
0.618 |
7,838.3 |
HIGH |
7,759.5 |
0.618 |
7,710.8 |
0.500 |
7,695.8 |
0.382 |
7,680.7 |
LOW |
7,632.0 |
0.618 |
7,553.2 |
1.000 |
7,504.5 |
1.618 |
7,425.7 |
2.618 |
7,298.2 |
4.250 |
7,090.1 |
|
|
Fisher Pivots for day following 11-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
7,695.8 |
7,679.1 |
PP |
7,695.7 |
7,662.7 |
S1 |
7,695.6 |
7,646.3 |
|