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 |
7,667.5 |
7,690.0 |
22.5 |
0.3% |
7,975.0 |
High |
7,759.5 |
7,745.0 |
-14.5 |
-0.2% |
8,021.0 |
Low |
7,632.0 |
7,629.0 |
-3.0 |
0.0% |
7,502.0 |
Close |
7,695.5 |
7,690.0 |
-5.5 |
-0.1% |
7,583.5 |
Range |
127.5 |
116.0 |
-11.5 |
-9.0% |
519.0 |
ATR |
130.5 |
129.5 |
-1.0 |
-0.8% |
0.0 |
Volume |
227,820 |
394,635 |
166,815 |
73.2% |
1,163,066 |
|
Daily Pivots for day following 12-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,036.0 |
7,979.0 |
7,753.8 |
|
R3 |
7,920.0 |
7,863.0 |
7,721.9 |
|
R2 |
7,804.0 |
7,804.0 |
7,711.3 |
|
R1 |
7,747.0 |
7,747.0 |
7,700.6 |
7,748.0 |
PP |
7,688.0 |
7,688.0 |
7,688.0 |
7,688.5 |
S1 |
7,631.0 |
7,631.0 |
7,679.4 |
7,632.0 |
S2 |
7,572.0 |
7,572.0 |
7,668.7 |
|
S3 |
7,456.0 |
7,515.0 |
7,658.1 |
|
S4 |
7,340.0 |
7,399.0 |
7,626.2 |
|
|
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 |
7,938.0 |
7,502.0 |
436.0 |
5.7% |
179.5 |
2.3% |
43% |
False |
False |
260,820 |
10 |
8,021.0 |
7,502.0 |
519.0 |
6.7% |
145.3 |
1.9% |
36% |
False |
False |
240,455 |
20 |
8,021.0 |
7,442.0 |
579.0 |
7.5% |
118.0 |
1.5% |
43% |
False |
False |
200,578 |
40 |
8,021.0 |
7,196.5 |
824.5 |
10.7% |
104.5 |
1.4% |
60% |
False |
False |
184,694 |
60 |
8,021.0 |
6,585.5 |
1,435.5 |
18.7% |
96.0 |
1.2% |
77% |
False |
False |
181,887 |
80 |
8,021.0 |
6,483.0 |
1,538.0 |
20.0% |
98.3 |
1.3% |
78% |
False |
False |
142,801 |
100 |
8,021.0 |
6,483.0 |
1,538.0 |
20.0% |
90.9 |
1.2% |
78% |
False |
False |
114,363 |
120 |
8,021.0 |
6,483.0 |
1,538.0 |
20.0% |
86.0 |
1.1% |
78% |
False |
False |
95,491 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,238.0 |
2.618 |
8,048.7 |
1.618 |
7,932.7 |
1.000 |
7,861.0 |
0.618 |
7,816.7 |
HIGH |
7,745.0 |
0.618 |
7,700.7 |
0.500 |
7,687.0 |
0.382 |
7,673.3 |
LOW |
7,629.0 |
0.618 |
7,557.3 |
1.000 |
7,513.0 |
1.618 |
7,441.3 |
2.618 |
7,325.3 |
4.250 |
7,136.0 |
|
|
Fisher Pivots for day following 12-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
7,689.0 |
7,670.3 |
PP |
7,688.0 |
7,650.5 |
S1 |
7,687.0 |
7,630.8 |
|