Trading Metrics calculated at close of trading on 12-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2007 |
12-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
7,752.5 |
7,776.5 |
24.0 |
0.3% |
8,065.5 |
High |
7,845.0 |
7,830.0 |
-15.0 |
-0.2% |
8,109.0 |
Low |
7,717.5 |
7,714.5 |
-3.0 |
0.0% |
7,585.0 |
Close |
7,780.5 |
7,775.0 |
-5.5 |
-0.1% |
7,667.5 |
Range |
127.5 |
115.5 |
-12.0 |
-9.4% |
524.0 |
ATR |
126.1 |
125.4 |
-0.8 |
-0.6% |
0.0 |
Volume |
46,958 |
149,993 |
103,035 |
219.4% |
38,248 |
|
Daily Pivots for day following 12-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,119.7 |
8,062.8 |
7,838.5 |
|
R3 |
8,004.2 |
7,947.3 |
7,806.8 |
|
R2 |
7,888.7 |
7,888.7 |
7,796.2 |
|
R1 |
7,831.8 |
7,831.8 |
7,785.6 |
7,802.5 |
PP |
7,773.2 |
7,773.2 |
7,773.2 |
7,758.5 |
S1 |
7,716.3 |
7,716.3 |
7,764.4 |
7,687.0 |
S2 |
7,657.7 |
7,657.7 |
7,753.8 |
|
S3 |
7,542.2 |
7,600.8 |
7,743.2 |
|
S4 |
7,426.7 |
7,485.3 |
7,711.5 |
|
|
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 |
8,025.0 |
7,585.0 |
440.0 |
5.7% |
179.0 |
2.3% |
43% |
False |
False |
44,379 |
10 |
8,109.0 |
7,585.0 |
524.0 |
6.7% |
144.3 |
1.9% |
36% |
False |
False |
25,991 |
20 |
8,109.0 |
7,524.0 |
585.0 |
7.5% |
112.2 |
1.4% |
43% |
False |
False |
13,273 |
40 |
8,109.0 |
7,284.0 |
825.0 |
10.6% |
99.6 |
1.3% |
60% |
False |
False |
6,934 |
60 |
8,109.0 |
6,638.5 |
1,470.5 |
18.9% |
90.8 |
1.2% |
77% |
False |
False |
5,217 |
80 |
8,109.0 |
6,554.0 |
1,555.0 |
20.0% |
92.5 |
1.2% |
79% |
False |
False |
4,453 |
100 |
8,109.0 |
6,554.0 |
1,555.0 |
20.0% |
85.4 |
1.1% |
79% |
False |
False |
3,605 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,320.9 |
2.618 |
8,132.4 |
1.618 |
8,016.9 |
1.000 |
7,945.5 |
0.618 |
7,901.4 |
HIGH |
7,830.0 |
0.618 |
7,785.9 |
0.500 |
7,772.3 |
0.382 |
7,758.6 |
LOW |
7,714.5 |
0.618 |
7,643.1 |
1.000 |
7,599.0 |
1.618 |
7,527.6 |
2.618 |
7,412.1 |
4.250 |
7,223.6 |
|
|
Fisher Pivots for day following 12-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
7,774.1 |
7,755.0 |
PP |
7,773.2 |
7,735.0 |
S1 |
7,772.3 |
7,715.0 |
|