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 |
7,735.0 |
7,830.0 |
95.0 |
1.2% |
8,065.5 |
High |
7,818.0 |
7,951.0 |
133.0 |
1.7% |
8,109.0 |
Low |
7,680.5 |
7,830.0 |
149.5 |
1.9% |
7,585.0 |
Close |
7,765.0 |
7,920.0 |
155.0 |
2.0% |
7,667.5 |
Range |
137.5 |
121.0 |
-16.5 |
-12.0% |
524.0 |
ATR |
126.2 |
130.5 |
4.3 |
3.4% |
0.0 |
Volume |
162,317 |
152,894 |
-9,423 |
-5.8% |
38,248 |
|
Daily Pivots for day following 14-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,263.3 |
8,212.7 |
7,986.6 |
|
R3 |
8,142.3 |
8,091.7 |
7,953.3 |
|
R2 |
8,021.3 |
8,021.3 |
7,942.2 |
|
R1 |
7,970.7 |
7,970.7 |
7,931.1 |
7,996.0 |
PP |
7,900.3 |
7,900.3 |
7,900.3 |
7,913.0 |
S1 |
7,849.7 |
7,849.7 |
7,908.9 |
7,875.0 |
S2 |
7,779.3 |
7,779.3 |
7,897.8 |
|
S3 |
7,658.3 |
7,728.7 |
7,886.7 |
|
S4 |
7,537.3 |
7,607.7 |
7,853.5 |
|
|
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 |
7,951.0 |
7,585.0 |
366.0 |
4.6% |
134.8 |
1.7% |
92% |
True |
False |
105,840 |
10 |
8,109.0 |
7,585.0 |
524.0 |
6.6% |
149.0 |
1.9% |
64% |
False |
False |
56,506 |
20 |
8,109.0 |
7,585.0 |
524.0 |
6.6% |
116.8 |
1.5% |
64% |
False |
False |
28,997 |
40 |
8,109.0 |
7,284.0 |
825.0 |
10.4% |
101.7 |
1.3% |
77% |
False |
False |
14,737 |
60 |
8,109.0 |
6,762.5 |
1,346.5 |
17.0% |
92.3 |
1.2% |
86% |
False |
False |
10,021 |
80 |
8,109.0 |
6,554.0 |
1,555.0 |
19.6% |
95.2 |
1.2% |
88% |
False |
False |
8,392 |
100 |
8,109.0 |
6,554.0 |
1,555.0 |
19.6% |
86.2 |
1.1% |
88% |
False |
False |
6,746 |
120 |
8,109.0 |
6,554.0 |
1,555.0 |
19.6% |
81.9 |
1.0% |
88% |
False |
False |
5,714 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,465.3 |
2.618 |
8,267.8 |
1.618 |
8,146.8 |
1.000 |
8,072.0 |
0.618 |
8,025.8 |
HIGH |
7,951.0 |
0.618 |
7,904.8 |
0.500 |
7,890.5 |
0.382 |
7,876.2 |
LOW |
7,830.0 |
0.618 |
7,755.2 |
1.000 |
7,709.0 |
1.618 |
7,634.2 |
2.618 |
7,513.2 |
4.250 |
7,315.8 |
|
|
Fisher Pivots for day following 14-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
7,910.2 |
7,885.3 |
PP |
7,900.3 |
7,850.5 |
S1 |
7,890.5 |
7,815.8 |
|