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 |
6,192.0 |
6,247.0 |
55.0 |
0.9% |
6,407.0 |
High |
6,209.0 |
6,268.0 |
59.0 |
1.0% |
6,428.0 |
Low |
6,173.0 |
6,229.0 |
56.0 |
0.9% |
6,198.0 |
Close |
6,187.0 |
6,268.0 |
81.0 |
1.3% |
6,223.0 |
Range |
36.0 |
39.0 |
3.0 |
8.3% |
230.0 |
ATR |
75.0 |
75.5 |
0.4 |
0.6% |
0.0 |
Volume |
25,515 |
28,686 |
3,171 |
12.4% |
116,191 |
|
Daily Pivots for day following 14-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,372.0 |
6,359.0 |
6,289.5 |
|
R3 |
6,333.0 |
6,320.0 |
6,278.7 |
|
R2 |
6,294.0 |
6,294.0 |
6,275.2 |
|
R1 |
6,281.0 |
6,281.0 |
6,271.6 |
6,287.5 |
PP |
6,255.0 |
6,255.0 |
6,255.0 |
6,258.3 |
S1 |
6,242.0 |
6,242.0 |
6,264.4 |
6,248.5 |
S2 |
6,216.0 |
6,216.0 |
6,260.9 |
|
S3 |
6,177.0 |
6,203.0 |
6,257.3 |
|
S4 |
6,138.0 |
6,164.0 |
6,246.6 |
|
|
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 |
6,328.0 |
6,173.0 |
155.0 |
2.5% |
53.2 |
0.8% |
61% |
False |
False |
26,779 |
10 |
6,428.0 |
6,173.0 |
255.0 |
4.1% |
48.1 |
0.8% |
37% |
False |
False |
24,130 |
20 |
6,428.0 |
6,173.0 |
255.0 |
4.1% |
56.5 |
0.9% |
37% |
False |
False |
21,366 |
40 |
6,428.0 |
6,152.0 |
276.0 |
4.4% |
56.9 |
0.9% |
42% |
False |
False |
19,712 |
60 |
6,428.0 |
5,853.0 |
575.0 |
9.2% |
57.4 |
0.9% |
72% |
False |
False |
18,746 |
80 |
6,428.0 |
5,665.0 |
763.0 |
12.2% |
57.4 |
0.9% |
79% |
False |
False |
17,318 |
100 |
6,428.0 |
5,665.0 |
763.0 |
12.2% |
50.9 |
0.8% |
79% |
False |
False |
13,898 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,433.8 |
2.618 |
6,370.1 |
1.618 |
6,331.1 |
1.000 |
6,307.0 |
0.618 |
6,292.1 |
HIGH |
6,268.0 |
0.618 |
6,253.1 |
0.500 |
6,248.5 |
0.382 |
6,243.9 |
LOW |
6,229.0 |
0.618 |
6,204.9 |
1.000 |
6,190.0 |
1.618 |
6,165.9 |
2.618 |
6,126.9 |
4.250 |
6,063.3 |
|
|
Fisher Pivots for day following 14-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
6,261.5 |
6,258.7 |
PP |
6,255.0 |
6,249.3 |
S1 |
6,248.5 |
6,240.0 |
|