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 |
7,776.5 |
7,735.0 |
-41.5 |
-0.5% |
8,065.5 |
High |
7,830.0 |
7,818.0 |
-12.0 |
-0.2% |
8,109.0 |
Low |
7,714.5 |
7,680.5 |
-34.0 |
-0.4% |
7,585.0 |
Close |
7,775.0 |
7,765.0 |
-10.0 |
-0.1% |
7,667.5 |
Range |
115.5 |
137.5 |
22.0 |
19.0% |
524.0 |
ATR |
125.4 |
126.2 |
0.9 |
0.7% |
0.0 |
Volume |
149,993 |
162,317 |
12,324 |
8.2% |
38,248 |
|
Daily Pivots for day following 13-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,167.0 |
8,103.5 |
7,840.6 |
|
R3 |
8,029.5 |
7,966.0 |
7,802.8 |
|
R2 |
7,892.0 |
7,892.0 |
7,790.2 |
|
R1 |
7,828.5 |
7,828.5 |
7,777.6 |
7,860.3 |
PP |
7,754.5 |
7,754.5 |
7,754.5 |
7,770.4 |
S1 |
7,691.0 |
7,691.0 |
7,752.4 |
7,722.8 |
S2 |
7,617.0 |
7,617.0 |
7,739.8 |
|
S3 |
7,479.5 |
7,553.5 |
7,727.2 |
|
S4 |
7,342.0 |
7,416.0 |
7,689.4 |
|
|
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 |
7,874.5 |
7,585.0 |
289.5 |
3.7% |
157.5 |
2.0% |
62% |
False |
False |
76,843 |
10 |
8,109.0 |
7,585.0 |
524.0 |
6.7% |
143.5 |
1.8% |
34% |
False |
False |
42,078 |
20 |
8,109.0 |
7,570.0 |
539.0 |
6.9% |
113.8 |
1.5% |
36% |
False |
False |
21,371 |
40 |
8,109.0 |
7,284.0 |
825.0 |
10.6% |
100.3 |
1.3% |
58% |
False |
False |
10,976 |
60 |
8,109.0 |
6,662.0 |
1,447.0 |
18.6% |
91.6 |
1.2% |
76% |
False |
False |
7,597 |
80 |
8,109.0 |
6,554.0 |
1,555.0 |
20.0% |
94.0 |
1.2% |
78% |
False |
False |
6,481 |
100 |
8,109.0 |
6,554.0 |
1,555.0 |
20.0% |
86.0 |
1.1% |
78% |
False |
False |
5,222 |
120 |
8,109.0 |
6,554.0 |
1,555.0 |
20.0% |
81.3 |
1.0% |
78% |
False |
False |
4,463 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,402.4 |
2.618 |
8,178.0 |
1.618 |
8,040.5 |
1.000 |
7,955.5 |
0.618 |
7,903.0 |
HIGH |
7,818.0 |
0.618 |
7,765.5 |
0.500 |
7,749.3 |
0.382 |
7,733.0 |
LOW |
7,680.5 |
0.618 |
7,595.5 |
1.000 |
7,543.0 |
1.618 |
7,458.0 |
2.618 |
7,320.5 |
4.250 |
7,096.1 |
|
|
Fisher Pivots for day following 13-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
7,759.8 |
7,764.3 |
PP |
7,754.5 |
7,763.5 |
S1 |
7,749.3 |
7,762.8 |
|