Trading Metrics calculated at close of trading on 25-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2007 |
25-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
8,087.0 |
7,993.0 |
-94.0 |
-1.2% |
8,112.5 |
High |
8,095.0 |
8,049.0 |
-46.0 |
-0.6% |
8,217.0 |
Low |
7,949.5 |
7,906.5 |
-43.0 |
-0.5% |
7,949.5 |
Close |
8,024.5 |
8,017.0 |
-7.5 |
-0.1% |
8,024.5 |
Range |
145.5 |
142.5 |
-3.0 |
-2.1% |
267.5 |
ATR |
134.6 |
135.2 |
0.6 |
0.4% |
0.0 |
Volume |
175,717 |
228,108 |
52,391 |
29.8% |
989,212 |
|
Daily Pivots for day following 25-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,418.3 |
8,360.2 |
8,095.4 |
|
R3 |
8,275.8 |
8,217.7 |
8,056.2 |
|
R2 |
8,133.3 |
8,133.3 |
8,043.1 |
|
R1 |
8,075.2 |
8,075.2 |
8,030.1 |
8,104.3 |
PP |
7,990.8 |
7,990.8 |
7,990.8 |
8,005.4 |
S1 |
7,932.7 |
7,932.7 |
8,003.9 |
7,961.8 |
S2 |
7,848.3 |
7,848.3 |
7,990.9 |
|
S3 |
7,705.8 |
7,790.2 |
7,977.8 |
|
S4 |
7,563.3 |
7,647.7 |
7,938.6 |
|
|
Weekly Pivots for week ending 22-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,866.2 |
8,712.8 |
8,171.6 |
|
R3 |
8,598.7 |
8,445.3 |
8,098.1 |
|
R2 |
8,331.2 |
8,331.2 |
8,073.5 |
|
R1 |
8,177.8 |
8,177.8 |
8,049.0 |
8,120.8 |
PP |
8,063.7 |
8,063.7 |
8,063.7 |
8,035.1 |
S1 |
7,910.3 |
7,910.3 |
8,000.0 |
7,853.3 |
S2 |
7,796.2 |
7,796.2 |
7,975.5 |
|
S3 |
7,528.7 |
7,642.8 |
7,950.9 |
|
S4 |
7,261.2 |
7,375.3 |
7,877.4 |
|
|
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 |
7,906.5 |
310.5 |
3.9% |
132.9 |
1.7% |
36% |
False |
True |
210,159 |
10 |
8,217.0 |
7,680.5 |
536.5 |
6.7% |
130.5 |
1.6% |
63% |
False |
False |
191,644 |
20 |
8,217.0 |
7,585.0 |
632.0 |
7.9% |
133.9 |
1.7% |
68% |
False |
False |
101,337 |
40 |
8,217.0 |
7,426.0 |
791.0 |
9.9% |
110.0 |
1.4% |
75% |
False |
False |
50,941 |
60 |
8,217.0 |
6,920.0 |
1,297.0 |
16.2% |
98.9 |
1.2% |
85% |
False |
False |
34,154 |
80 |
8,217.0 |
6,554.0 |
1,663.0 |
20.7% |
98.9 |
1.2% |
88% |
False |
False |
26,487 |
100 |
8,217.0 |
6,554.0 |
1,663.0 |
20.7% |
90.8 |
1.1% |
88% |
False |
False |
21,244 |
120 |
8,217.0 |
6,554.0 |
1,663.0 |
20.7% |
86.6 |
1.1% |
88% |
False |
False |
17,759 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,654.6 |
2.618 |
8,422.1 |
1.618 |
8,279.6 |
1.000 |
8,191.5 |
0.618 |
8,137.1 |
HIGH |
8,049.0 |
0.618 |
7,994.6 |
0.500 |
7,977.8 |
0.382 |
7,960.9 |
LOW |
7,906.5 |
0.618 |
7,818.4 |
1.000 |
7,764.0 |
1.618 |
7,675.9 |
2.618 |
7,533.4 |
4.250 |
7,300.9 |
|
|
Fisher Pivots for day following 25-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
8,003.9 |
8,024.0 |
PP |
7,990.8 |
8,021.7 |
S1 |
7,977.8 |
8,019.3 |
|