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 |
7,940.5 |
8,112.5 |
172.0 |
2.2% |
7,752.5 |
High |
8,121.0 |
8,180.0 |
59.0 |
0.7% |
8,121.0 |
Low |
7,938.0 |
8,097.0 |
159.0 |
2.0% |
7,680.5 |
Close |
8,108.0 |
8,124.0 |
16.0 |
0.2% |
8,108.0 |
Range |
183.0 |
83.0 |
-100.0 |
-54.6% |
440.5 |
ATR |
135.5 |
131.8 |
-3.8 |
-2.8% |
0.0 |
Volume |
233,923 |
166,525 |
-67,398 |
-28.8% |
746,085 |
|
Daily Pivots for day following 18-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,382.7 |
8,336.3 |
8,169.7 |
|
R3 |
8,299.7 |
8,253.3 |
8,146.8 |
|
R2 |
8,216.7 |
8,216.7 |
8,139.2 |
|
R1 |
8,170.3 |
8,170.3 |
8,131.6 |
8,193.5 |
PP |
8,133.7 |
8,133.7 |
8,133.7 |
8,145.3 |
S1 |
8,087.3 |
8,087.3 |
8,116.4 |
8,110.5 |
S2 |
8,050.7 |
8,050.7 |
8,108.8 |
|
S3 |
7,967.7 |
8,004.3 |
8,101.2 |
|
S4 |
7,884.7 |
7,921.3 |
8,078.4 |
|
|
Weekly Pivots for week ending 15-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,291.3 |
9,140.2 |
8,350.3 |
|
R3 |
8,850.8 |
8,699.7 |
8,229.1 |
|
R2 |
8,410.3 |
8,410.3 |
8,188.8 |
|
R1 |
8,259.2 |
8,259.2 |
8,148.4 |
8,334.8 |
PP |
7,969.8 |
7,969.8 |
7,969.8 |
8,007.6 |
S1 |
7,818.7 |
7,818.7 |
8,067.6 |
7,894.3 |
S2 |
7,529.3 |
7,529.3 |
8,027.2 |
|
S3 |
7,088.8 |
7,378.2 |
7,986.9 |
|
S4 |
6,648.3 |
6,937.7 |
7,865.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,180.0 |
7,680.5 |
499.5 |
6.1% |
128.0 |
1.6% |
89% |
True |
False |
173,130 |
10 |
8,180.0 |
7,585.0 |
595.0 |
7.3% |
157.1 |
1.9% |
91% |
True |
False |
94,480 |
20 |
8,180.0 |
7,585.0 |
595.0 |
7.3% |
121.4 |
1.5% |
91% |
True |
False |
48,959 |
40 |
8,180.0 |
7,350.0 |
830.0 |
10.2% |
103.3 |
1.3% |
93% |
True |
False |
24,737 |
60 |
8,180.0 |
6,818.0 |
1,362.0 |
16.8% |
94.9 |
1.2% |
96% |
True |
False |
16,677 |
80 |
8,180.0 |
6,554.0 |
1,626.0 |
20.0% |
97.7 |
1.2% |
97% |
True |
False |
13,394 |
100 |
8,180.0 |
6,554.0 |
1,626.0 |
20.0% |
87.2 |
1.1% |
97% |
True |
False |
10,745 |
120 |
8,180.0 |
6,554.0 |
1,626.0 |
20.0% |
83.4 |
1.0% |
97% |
True |
False |
9,031 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,532.8 |
2.618 |
8,397.3 |
1.618 |
8,314.3 |
1.000 |
8,263.0 |
0.618 |
8,231.3 |
HIGH |
8,180.0 |
0.618 |
8,148.3 |
0.500 |
8,138.5 |
0.382 |
8,128.7 |
LOW |
8,097.0 |
0.618 |
8,045.7 |
1.000 |
8,014.0 |
1.618 |
7,962.7 |
2.618 |
7,879.7 |
4.250 |
7,744.3 |
|
|
Fisher Pivots for day following 18-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
8,138.5 |
8,084.3 |
PP |
8,133.7 |
8,044.7 |
S1 |
8,128.8 |
8,005.0 |
|