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 |
6,247.0 |
6,192.0 |
-55.0 |
-0.9% |
6,407.0 |
High |
6,307.0 |
6,209.0 |
-98.0 |
-1.6% |
6,428.0 |
Low |
6,238.0 |
6,173.0 |
-65.0 |
-1.0% |
6,198.0 |
Close |
6,250.0 |
6,187.0 |
-63.0 |
-1.0% |
6,223.0 |
Range |
69.0 |
36.0 |
-33.0 |
-47.8% |
230.0 |
ATR |
74.9 |
75.0 |
0.2 |
0.2% |
0.0 |
Volume |
28,457 |
25,515 |
-2,942 |
-10.3% |
116,191 |
|
Daily Pivots for day following 13-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,297.7 |
6,278.3 |
6,206.8 |
|
R3 |
6,261.7 |
6,242.3 |
6,196.9 |
|
R2 |
6,225.7 |
6,225.7 |
6,193.6 |
|
R1 |
6,206.3 |
6,206.3 |
6,190.3 |
6,198.0 |
PP |
6,189.7 |
6,189.7 |
6,189.7 |
6,185.5 |
S1 |
6,170.3 |
6,170.3 |
6,183.7 |
6,162.0 |
S2 |
6,153.7 |
6,153.7 |
6,180.4 |
|
S3 |
6,117.7 |
6,134.3 |
6,177.1 |
|
S4 |
6,081.7 |
6,098.3 |
6,167.2 |
|
|
Weekly Pivots for week ending 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,973.0 |
6,828.0 |
6,349.5 |
|
R3 |
6,743.0 |
6,598.0 |
6,286.3 |
|
R2 |
6,513.0 |
6,513.0 |
6,265.2 |
|
R1 |
6,368.0 |
6,368.0 |
6,244.1 |
6,325.5 |
PP |
6,283.0 |
6,283.0 |
6,283.0 |
6,261.8 |
S1 |
6,138.0 |
6,138.0 |
6,201.9 |
6,095.5 |
S2 |
6,053.0 |
6,053.0 |
6,180.8 |
|
S3 |
5,823.0 |
5,908.0 |
6,159.8 |
|
S4 |
5,593.0 |
5,678.0 |
6,096.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,388.0 |
6,173.0 |
215.0 |
3.5% |
58.8 |
1.0% |
7% |
False |
True |
25,795 |
10 |
6,428.0 |
6,173.0 |
255.0 |
4.1% |
53.2 |
0.9% |
5% |
False |
True |
23,868 |
20 |
6,428.0 |
6,173.0 |
255.0 |
4.1% |
57.5 |
0.9% |
5% |
False |
True |
20,771 |
40 |
6,428.0 |
6,152.0 |
276.0 |
4.5% |
57.8 |
0.9% |
13% |
False |
False |
19,425 |
60 |
6,428.0 |
5,851.0 |
577.0 |
9.3% |
57.9 |
0.9% |
58% |
False |
False |
18,561 |
80 |
6,428.0 |
5,665.0 |
763.0 |
12.3% |
57.4 |
0.9% |
68% |
False |
False |
16,960 |
100 |
6,428.0 |
5,665.0 |
763.0 |
12.3% |
50.7 |
0.8% |
68% |
False |
False |
13,612 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,362.0 |
2.618 |
6,303.2 |
1.618 |
6,267.2 |
1.000 |
6,245.0 |
0.618 |
6,231.2 |
HIGH |
6,209.0 |
0.618 |
6,195.2 |
0.500 |
6,191.0 |
0.382 |
6,186.8 |
LOW |
6,173.0 |
0.618 |
6,150.8 |
1.000 |
6,137.0 |
1.618 |
6,114.8 |
2.618 |
6,078.8 |
4.250 |
6,020.0 |
|
|
Fisher Pivots for day following 13-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
6,191.0 |
6,240.0 |
PP |
6,189.7 |
6,222.3 |
S1 |
6,188.3 |
6,204.7 |
|