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 |
7,649.0 |
7,754.0 |
105.0 |
1.4% |
7,975.0 |
High |
7,736.0 |
7,867.0 |
131.0 |
1.7% |
8,021.0 |
Low |
7,596.0 |
7,751.5 |
155.5 |
2.0% |
7,502.0 |
Close |
7,682.0 |
7,837.0 |
155.0 |
2.0% |
7,583.5 |
Range |
140.0 |
115.5 |
-24.5 |
-17.5% |
519.0 |
ATR |
130.2 |
134.2 |
3.9 |
3.0% |
0.0 |
Volume |
363,924 |
324,184 |
-39,740 |
-10.9% |
1,163,066 |
|
Daily Pivots for day following 14-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,165.0 |
8,116.5 |
7,900.5 |
|
R3 |
8,049.5 |
8,001.0 |
7,868.8 |
|
R2 |
7,934.0 |
7,934.0 |
7,858.2 |
|
R1 |
7,885.5 |
7,885.5 |
7,847.6 |
7,909.8 |
PP |
7,818.5 |
7,818.5 |
7,818.5 |
7,830.6 |
S1 |
7,770.0 |
7,770.0 |
7,826.4 |
7,794.3 |
S2 |
7,703.0 |
7,703.0 |
7,815.8 |
|
S3 |
7,587.5 |
7,654.5 |
7,805.2 |
|
S4 |
7,472.0 |
7,539.0 |
7,773.5 |
|
|
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 |
7,867.0 |
7,502.0 |
365.0 |
4.7% |
134.4 |
1.7% |
92% |
True |
False |
331,579 |
10 |
8,021.0 |
7,502.0 |
519.0 |
6.6% |
149.5 |
1.9% |
65% |
False |
False |
268,401 |
20 |
8,021.0 |
7,502.0 |
519.0 |
6.6% |
122.3 |
1.6% |
65% |
False |
False |
214,670 |
40 |
8,021.0 |
7,196.5 |
824.5 |
10.5% |
106.6 |
1.4% |
78% |
False |
False |
190,802 |
60 |
8,021.0 |
6,692.5 |
1,328.5 |
17.0% |
98.0 |
1.2% |
86% |
False |
False |
186,761 |
80 |
8,021.0 |
6,483.0 |
1,538.0 |
19.6% |
100.8 |
1.3% |
88% |
False |
False |
151,353 |
100 |
8,021.0 |
6,483.0 |
1,538.0 |
19.6% |
91.5 |
1.2% |
88% |
False |
False |
121,228 |
120 |
8,021.0 |
6,483.0 |
1,538.0 |
19.6% |
87.3 |
1.1% |
88% |
False |
False |
101,185 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,357.9 |
2.618 |
8,169.4 |
1.618 |
8,053.9 |
1.000 |
7,982.5 |
0.618 |
7,938.4 |
HIGH |
7,867.0 |
0.618 |
7,822.9 |
0.500 |
7,809.3 |
0.382 |
7,795.6 |
LOW |
7,751.5 |
0.618 |
7,680.1 |
1.000 |
7,636.0 |
1.618 |
7,564.6 |
2.618 |
7,449.1 |
4.250 |
7,260.6 |
|
|
Fisher Pivots for day following 14-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
7,827.8 |
7,801.8 |
PP |
7,818.5 |
7,766.7 |
S1 |
7,809.3 |
7,731.5 |
|