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 |
7,690.0 |
7,649.0 |
-41.0 |
-0.5% |
7,975.0 |
High |
7,745.0 |
7,736.0 |
-9.0 |
-0.1% |
8,021.0 |
Low |
7,629.0 |
7,596.0 |
-33.0 |
-0.4% |
7,502.0 |
Close |
7,690.0 |
7,682.0 |
-8.0 |
-0.1% |
7,583.5 |
Range |
116.0 |
140.0 |
24.0 |
20.7% |
519.0 |
ATR |
129.5 |
130.2 |
0.8 |
0.6% |
0.0 |
Volume |
394,635 |
363,924 |
-30,711 |
-7.8% |
1,163,066 |
|
Daily Pivots for day following 13-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,091.3 |
8,026.7 |
7,759.0 |
|
R3 |
7,951.3 |
7,886.7 |
7,720.5 |
|
R2 |
7,811.3 |
7,811.3 |
7,707.7 |
|
R1 |
7,746.7 |
7,746.7 |
7,694.8 |
7,779.0 |
PP |
7,671.3 |
7,671.3 |
7,671.3 |
7,687.5 |
S1 |
7,606.7 |
7,606.7 |
7,669.2 |
7,639.0 |
S2 |
7,531.3 |
7,531.3 |
7,656.3 |
|
S3 |
7,391.3 |
7,466.7 |
7,643.5 |
|
S4 |
7,251.3 |
7,326.7 |
7,605.0 |
|
|
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 |
7,790.5 |
7,502.0 |
288.5 |
3.8% |
158.3 |
2.1% |
62% |
False |
False |
333,605 |
10 |
8,021.0 |
7,502.0 |
519.0 |
6.8% |
144.5 |
1.9% |
35% |
False |
False |
254,919 |
20 |
8,021.0 |
7,483.5 |
537.5 |
7.0% |
119.7 |
1.6% |
37% |
False |
False |
206,997 |
40 |
8,021.0 |
7,196.5 |
824.5 |
10.7% |
106.1 |
1.4% |
59% |
False |
False |
188,677 |
60 |
8,021.0 |
6,688.5 |
1,332.5 |
17.3% |
96.9 |
1.3% |
75% |
False |
False |
184,010 |
80 |
8,021.0 |
6,483.0 |
1,538.0 |
20.0% |
99.6 |
1.3% |
78% |
False |
False |
147,343 |
100 |
8,021.0 |
6,483.0 |
1,538.0 |
20.0% |
91.3 |
1.2% |
78% |
False |
False |
117,994 |
120 |
8,021.0 |
6,483.0 |
1,538.0 |
20.0% |
86.7 |
1.1% |
78% |
False |
False |
98,495 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,331.0 |
2.618 |
8,102.5 |
1.618 |
7,962.5 |
1.000 |
7,876.0 |
0.618 |
7,822.5 |
HIGH |
7,736.0 |
0.618 |
7,682.5 |
0.500 |
7,666.0 |
0.382 |
7,649.5 |
LOW |
7,596.0 |
0.618 |
7,509.5 |
1.000 |
7,456.0 |
1.618 |
7,369.5 |
2.618 |
7,229.5 |
4.250 |
7,001.0 |
|
|
Fisher Pivots for day following 13-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
7,676.7 |
7,680.6 |
PP |
7,671.3 |
7,679.2 |
S1 |
7,666.0 |
7,677.8 |
|