Trading Metrics calculated at close of trading on 19-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2007 |
19-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
8,112.5 |
8,124.0 |
11.5 |
0.1% |
7,752.5 |
High |
8,180.0 |
8,161.5 |
-18.5 |
-0.2% |
8,121.0 |
Low |
8,097.0 |
8,096.5 |
-0.5 |
0.0% |
7,680.5 |
Close |
8,124.0 |
8,126.0 |
2.0 |
0.0% |
8,108.0 |
Range |
83.0 |
65.0 |
-18.0 |
-21.7% |
440.5 |
ATR |
131.8 |
127.0 |
-4.8 |
-3.6% |
0.0 |
Volume |
166,525 |
154,144 |
-12,381 |
-7.4% |
746,085 |
|
Daily Pivots for day following 19-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,323.0 |
8,289.5 |
8,161.8 |
|
R3 |
8,258.0 |
8,224.5 |
8,143.9 |
|
R2 |
8,193.0 |
8,193.0 |
8,137.9 |
|
R1 |
8,159.5 |
8,159.5 |
8,132.0 |
8,176.3 |
PP |
8,128.0 |
8,128.0 |
8,128.0 |
8,136.4 |
S1 |
8,094.5 |
8,094.5 |
8,120.0 |
8,111.3 |
S2 |
8,063.0 |
8,063.0 |
8,114.1 |
|
S3 |
7,998.0 |
8,029.5 |
8,108.1 |
|
S4 |
7,933.0 |
7,964.5 |
8,090.3 |
|
|
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% |
117.9 |
1.5% |
89% |
False |
False |
173,960 |
10 |
8,180.0 |
7,585.0 |
595.0 |
7.3% |
148.5 |
1.8% |
91% |
False |
False |
109,170 |
20 |
8,180.0 |
7,585.0 |
595.0 |
7.3% |
122.7 |
1.5% |
91% |
False |
False |
56,655 |
40 |
8,180.0 |
7,350.0 |
830.0 |
10.2% |
102.4 |
1.3% |
93% |
False |
False |
28,575 |
60 |
8,180.0 |
6,920.0 |
1,260.0 |
15.5% |
93.6 |
1.2% |
96% |
False |
False |
19,238 |
80 |
8,180.0 |
6,554.0 |
1,626.0 |
20.0% |
97.5 |
1.2% |
97% |
False |
False |
15,317 |
100 |
8,180.0 |
6,554.0 |
1,626.0 |
20.0% |
87.1 |
1.1% |
97% |
False |
False |
12,285 |
120 |
8,180.0 |
6,554.0 |
1,626.0 |
20.0% |
83.2 |
1.0% |
97% |
False |
False |
10,314 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,437.8 |
2.618 |
8,331.7 |
1.618 |
8,266.7 |
1.000 |
8,226.5 |
0.618 |
8,201.7 |
HIGH |
8,161.5 |
0.618 |
8,136.7 |
0.500 |
8,129.0 |
0.382 |
8,121.3 |
LOW |
8,096.5 |
0.618 |
8,056.3 |
1.000 |
8,031.5 |
1.618 |
7,991.3 |
2.618 |
7,926.3 |
4.250 |
7,820.3 |
|
|
Fisher Pivots for day following 19-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
8,129.0 |
8,103.7 |
PP |
8,128.0 |
8,081.3 |
S1 |
8,127.0 |
8,059.0 |
|