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 |
6,506.5 |
6,600.0 |
93.5 |
1.4% |
6,654.0 |
High |
6,570.5 |
6,658.5 |
88.0 |
1.3% |
6,684.0 |
Low |
6,485.5 |
6,591.5 |
106.0 |
1.6% |
6,455.0 |
Close |
6,559.0 |
6,645.5 |
86.5 |
1.3% |
6,500.5 |
Range |
85.0 |
67.0 |
-18.0 |
-21.2% |
229.0 |
ATR |
72.5 |
74.4 |
1.9 |
2.7% |
0.0 |
Volume |
280,697 |
281,758 |
1,061 |
0.4% |
571,321 |
|
Daily Pivots for day following 14-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,833.0 |
6,806.0 |
6,682.5 |
|
R3 |
6,766.0 |
6,739.0 |
6,664.0 |
|
R2 |
6,699.0 |
6,699.0 |
6,658.0 |
|
R1 |
6,672.0 |
6,672.0 |
6,651.5 |
6,685.5 |
PP |
6,632.0 |
6,632.0 |
6,632.0 |
6,638.5 |
S1 |
6,605.0 |
6,605.0 |
6,639.5 |
6,618.5 |
S2 |
6,565.0 |
6,565.0 |
6,633.0 |
|
S3 |
6,498.0 |
6,538.0 |
6,627.0 |
|
S4 |
6,431.0 |
6,471.0 |
6,608.5 |
|
|
Weekly Pivots for week ending 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,233.5 |
7,096.0 |
6,626.5 |
|
R3 |
7,004.5 |
6,867.0 |
6,563.5 |
|
R2 |
6,775.5 |
6,775.5 |
6,542.5 |
|
R1 |
6,638.0 |
6,638.0 |
6,521.5 |
6,592.0 |
PP |
6,546.5 |
6,546.5 |
6,546.5 |
6,523.5 |
S1 |
6,409.0 |
6,409.0 |
6,479.5 |
6,363.0 |
S2 |
6,317.5 |
6,317.5 |
6,458.5 |
|
S3 |
6,088.5 |
6,180.0 |
6,437.5 |
|
S4 |
5,859.5 |
5,951.0 |
6,374.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,658.5 |
6,455.0 |
203.5 |
3.1% |
74.5 |
1.1% |
94% |
True |
False |
223,151 |
10 |
6,684.0 |
6,455.0 |
229.0 |
3.4% |
78.5 |
1.2% |
83% |
False |
False |
162,649 |
20 |
6,684.0 |
6,455.0 |
229.0 |
3.4% |
67.0 |
1.0% |
83% |
False |
False |
121,544 |
40 |
6,684.0 |
6,397.5 |
286.5 |
4.3% |
66.0 |
1.0% |
87% |
False |
False |
102,150 |
60 |
6,684.0 |
6,172.0 |
512.0 |
7.7% |
63.0 |
0.9% |
92% |
False |
False |
95,015 |
80 |
6,684.0 |
5,981.5 |
702.5 |
10.6% |
66.5 |
1.0% |
95% |
False |
False |
82,583 |
100 |
6,684.0 |
5,981.5 |
702.5 |
10.6% |
61.0 |
0.9% |
95% |
False |
False |
66,100 |
120 |
6,684.0 |
5,981.5 |
702.5 |
10.6% |
57.0 |
0.9% |
95% |
False |
False |
55,224 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,943.0 |
2.618 |
6,834.0 |
1.618 |
6,767.0 |
1.000 |
6,725.5 |
0.618 |
6,700.0 |
HIGH |
6,658.5 |
0.618 |
6,633.0 |
0.500 |
6,625.0 |
0.382 |
6,617.0 |
LOW |
6,591.5 |
0.618 |
6,550.0 |
1.000 |
6,524.5 |
1.618 |
6,483.0 |
2.618 |
6,416.0 |
4.250 |
6,307.0 |
|
|
Fisher Pivots for day following 14-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
6,638.5 |
6,621.0 |
PP |
6,632.0 |
6,596.5 |
S1 |
6,625.0 |
6,572.0 |
|