Trading Metrics calculated at close of trading on 18-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2007 |
18-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
6,303.0 |
6,330.0 |
27.0 |
0.4% |
6,247.0 |
High |
6,306.0 |
6,364.0 |
58.0 |
0.9% |
6,307.0 |
Low |
6,264.0 |
6,329.0 |
65.0 |
1.0% |
6,173.0 |
Close |
6,287.0 |
6,347.0 |
60.0 |
1.0% |
6,287.0 |
Range |
42.0 |
35.0 |
-7.0 |
-16.7% |
134.0 |
ATR |
73.1 |
73.4 |
0.3 |
0.4% |
0.0 |
Volume |
32,064 |
61,514 |
29,450 |
91.8% |
114,722 |
|
Daily Pivots for day following 18-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,451.7 |
6,434.3 |
6,366.3 |
|
R3 |
6,416.7 |
6,399.3 |
6,356.6 |
|
R2 |
6,381.7 |
6,381.7 |
6,353.4 |
|
R1 |
6,364.3 |
6,364.3 |
6,350.2 |
6,373.0 |
PP |
6,346.7 |
6,346.7 |
6,346.7 |
6,351.0 |
S1 |
6,329.3 |
6,329.3 |
6,343.8 |
6,338.0 |
S2 |
6,311.7 |
6,311.7 |
6,340.6 |
|
S3 |
6,276.7 |
6,294.3 |
6,337.4 |
|
S4 |
6,241.7 |
6,259.3 |
6,327.8 |
|
|
Weekly Pivots for week ending 15-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,657.7 |
6,606.3 |
6,360.7 |
|
R3 |
6,523.7 |
6,472.3 |
6,323.9 |
|
R2 |
6,389.7 |
6,389.7 |
6,311.6 |
|
R1 |
6,338.3 |
6,338.3 |
6,299.3 |
6,364.0 |
PP |
6,255.7 |
6,255.7 |
6,255.7 |
6,268.5 |
S1 |
6,204.3 |
6,204.3 |
6,274.7 |
6,230.0 |
S2 |
6,121.7 |
6,121.7 |
6,262.4 |
|
S3 |
5,987.7 |
6,070.3 |
6,250.2 |
|
S4 |
5,853.7 |
5,936.3 |
6,213.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,364.0 |
6,173.0 |
191.0 |
3.0% |
44.2 |
0.7% |
91% |
True |
False |
35,247 |
10 |
6,428.0 |
6,173.0 |
255.0 |
4.0% |
48.1 |
0.8% |
68% |
False |
False |
29,242 |
20 |
6,428.0 |
6,173.0 |
255.0 |
4.0% |
54.0 |
0.9% |
68% |
False |
False |
24,402 |
40 |
6,428.0 |
6,152.0 |
276.0 |
4.3% |
55.3 |
0.9% |
71% |
False |
False |
21,055 |
60 |
6,428.0 |
5,895.0 |
533.0 |
8.4% |
56.5 |
0.9% |
85% |
False |
False |
19,738 |
80 |
6,428.0 |
5,665.0 |
763.0 |
12.0% |
57.8 |
0.9% |
89% |
False |
False |
18,483 |
100 |
6,428.0 |
5,665.0 |
763.0 |
12.0% |
51.4 |
0.8% |
89% |
False |
False |
14,830 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,512.8 |
2.618 |
6,455.6 |
1.618 |
6,420.6 |
1.000 |
6,399.0 |
0.618 |
6,385.6 |
HIGH |
6,364.0 |
0.618 |
6,350.6 |
0.500 |
6,346.5 |
0.382 |
6,342.4 |
LOW |
6,329.0 |
0.618 |
6,307.4 |
1.000 |
6,294.0 |
1.618 |
6,272.4 |
2.618 |
6,237.4 |
4.250 |
6,180.3 |
|
|
Fisher Pivots for day following 18-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
6,346.8 |
6,330.2 |
PP |
6,346.7 |
6,313.3 |
S1 |
6,346.5 |
6,296.5 |
|