Trading Metrics calculated at close of trading on 11-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2007 |
11-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
7,662.0 |
7,752.5 |
90.5 |
1.2% |
8,065.5 |
High |
7,757.5 |
7,845.0 |
87.5 |
1.1% |
8,109.0 |
Low |
7,585.0 |
7,717.5 |
132.5 |
1.7% |
7,585.0 |
Close |
7,667.5 |
7,780.5 |
113.0 |
1.5% |
7,667.5 |
Range |
172.5 |
127.5 |
-45.0 |
-26.1% |
524.0 |
ATR |
122.2 |
126.1 |
4.0 |
3.2% |
0.0 |
Volume |
17,042 |
46,958 |
29,916 |
175.5% |
38,248 |
|
Daily Pivots for day following 11-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,163.5 |
8,099.5 |
7,850.6 |
|
R3 |
8,036.0 |
7,972.0 |
7,815.6 |
|
R2 |
7,908.5 |
7,908.5 |
7,803.9 |
|
R1 |
7,844.5 |
7,844.5 |
7,792.2 |
7,876.5 |
PP |
7,781.0 |
7,781.0 |
7,781.0 |
7,797.0 |
S1 |
7,717.0 |
7,717.0 |
7,768.8 |
7,749.0 |
S2 |
7,653.5 |
7,653.5 |
7,757.1 |
|
S3 |
7,526.0 |
7,589.5 |
7,745.4 |
|
S4 |
7,398.5 |
7,462.0 |
7,710.4 |
|
|
Weekly Pivots for week ending 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,359.2 |
9,037.3 |
7,955.7 |
|
R3 |
8,835.2 |
8,513.3 |
7,811.6 |
|
R2 |
8,311.2 |
8,311.2 |
7,763.6 |
|
R1 |
7,989.3 |
7,989.3 |
7,715.5 |
7,888.3 |
PP |
7,787.2 |
7,787.2 |
7,787.2 |
7,736.6 |
S1 |
7,465.3 |
7,465.3 |
7,619.5 |
7,364.3 |
S2 |
7,263.2 |
7,263.2 |
7,571.4 |
|
S3 |
6,739.2 |
6,941.3 |
7,523.4 |
|
S4 |
6,215.2 |
6,417.3 |
7,379.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,101.0 |
7,585.0 |
516.0 |
6.6% |
186.1 |
2.4% |
38% |
False |
False |
15,829 |
10 |
8,109.0 |
7,585.0 |
524.0 |
6.7% |
137.3 |
1.8% |
37% |
False |
False |
11,030 |
20 |
8,109.0 |
7,524.0 |
585.0 |
7.5% |
111.6 |
1.4% |
44% |
False |
False |
5,794 |
40 |
8,109.0 |
7,281.0 |
828.0 |
10.6% |
98.3 |
1.3% |
60% |
False |
False |
3,195 |
60 |
8,109.0 |
6,554.0 |
1,555.0 |
20.0% |
91.2 |
1.2% |
79% |
False |
False |
2,955 |
80 |
8,109.0 |
6,554.0 |
1,555.0 |
20.0% |
91.7 |
1.2% |
79% |
False |
False |
2,579 |
100 |
8,109.0 |
6,554.0 |
1,555.0 |
20.0% |
84.8 |
1.1% |
79% |
False |
False |
2,110 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,386.9 |
2.618 |
8,178.8 |
1.618 |
8,051.3 |
1.000 |
7,972.5 |
0.618 |
7,923.8 |
HIGH |
7,845.0 |
0.618 |
7,796.3 |
0.500 |
7,781.3 |
0.382 |
7,766.2 |
LOW |
7,717.5 |
0.618 |
7,638.7 |
1.000 |
7,590.0 |
1.618 |
7,511.2 |
2.618 |
7,383.7 |
4.250 |
7,175.6 |
|
|
Fisher Pivots for day following 11-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
7,781.3 |
7,763.6 |
PP |
7,781.0 |
7,746.7 |
S1 |
7,780.8 |
7,729.8 |
|