Trading Metrics calculated at close of trading on 21-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2007 |
21-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
8,152.5 |
8,114.5 |
-38.0 |
-0.5% |
7,752.5 |
High |
8,217.0 |
8,141.5 |
-75.5 |
-0.9% |
8,121.0 |
Low |
8,062.0 |
7,985.0 |
-77.0 |
-1.0% |
7,680.5 |
Close |
8,180.5 |
8,059.0 |
-121.5 |
-1.5% |
8,108.0 |
Range |
155.0 |
156.5 |
1.5 |
1.0% |
440.5 |
ATR |
129.0 |
133.8 |
4.7 |
3.7% |
0.0 |
Volume |
202,445 |
290,381 |
87,936 |
43.4% |
746,085 |
|
Daily Pivots for day following 21-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,531.3 |
8,451.7 |
8,145.1 |
|
R3 |
8,374.8 |
8,295.2 |
8,102.0 |
|
R2 |
8,218.3 |
8,218.3 |
8,087.7 |
|
R1 |
8,138.7 |
8,138.7 |
8,073.3 |
8,100.3 |
PP |
8,061.8 |
8,061.8 |
8,061.8 |
8,042.6 |
S1 |
7,982.2 |
7,982.2 |
8,044.7 |
7,943.8 |
S2 |
7,905.3 |
7,905.3 |
8,030.3 |
|
S3 |
7,748.8 |
7,825.7 |
8,016.0 |
|
S4 |
7,592.3 |
7,669.2 |
7,972.9 |
|
|
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 |
8,217.0 |
7,938.0 |
279.0 |
3.5% |
128.5 |
1.6% |
43% |
False |
False |
209,483 |
10 |
8,217.0 |
7,585.0 |
632.0 |
7.8% |
131.7 |
1.6% |
75% |
False |
False |
157,662 |
20 |
8,217.0 |
7,585.0 |
632.0 |
7.8% |
130.1 |
1.6% |
75% |
False |
False |
81,204 |
40 |
8,217.0 |
7,415.5 |
801.5 |
9.9% |
106.1 |
1.3% |
80% |
False |
False |
40,881 |
60 |
8,217.0 |
6,920.0 |
1,297.0 |
16.1% |
96.5 |
1.2% |
88% |
False |
False |
27,434 |
80 |
8,217.0 |
6,554.0 |
1,663.0 |
20.6% |
100.5 |
1.2% |
90% |
False |
False |
21,466 |
100 |
8,217.0 |
6,554.0 |
1,663.0 |
20.6% |
88.9 |
1.1% |
90% |
False |
False |
17,208 |
120 |
8,217.0 |
6,554.0 |
1,663.0 |
20.6% |
85.0 |
1.1% |
90% |
False |
False |
14,410 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,806.6 |
2.618 |
8,551.2 |
1.618 |
8,394.7 |
1.000 |
8,298.0 |
0.618 |
8,238.2 |
HIGH |
8,141.5 |
0.618 |
8,081.7 |
0.500 |
8,063.3 |
0.382 |
8,044.8 |
LOW |
7,985.0 |
0.618 |
7,888.3 |
1.000 |
7,828.5 |
1.618 |
7,731.8 |
2.618 |
7,575.3 |
4.250 |
7,319.9 |
|
|
Fisher Pivots for day following 21-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
8,063.3 |
8,101.0 |
PP |
8,061.8 |
8,087.0 |
S1 |
8,060.4 |
8,073.0 |
|