Trading Metrics calculated at close of trading on 28-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2007 |
28-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
7,880.0 |
7,969.5 |
89.5 |
1.1% |
8,112.5 |
High |
7,945.5 |
8,044.0 |
98.5 |
1.2% |
8,217.0 |
Low |
7,825.5 |
7,941.0 |
115.5 |
1.5% |
7,949.5 |
Close |
7,879.0 |
7,986.0 |
107.0 |
1.4% |
8,024.5 |
Range |
120.0 |
103.0 |
-17.0 |
-14.2% |
267.5 |
ATR |
133.3 |
135.6 |
2.3 |
1.7% |
0.0 |
Volume |
215,514 |
166,479 |
-49,035 |
-22.8% |
989,212 |
|
Daily Pivots for day following 28-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,299.3 |
8,245.7 |
8,042.7 |
|
R3 |
8,196.3 |
8,142.7 |
8,014.3 |
|
R2 |
8,093.3 |
8,093.3 |
8,004.9 |
|
R1 |
8,039.7 |
8,039.7 |
7,995.4 |
8,066.5 |
PP |
7,990.3 |
7,990.3 |
7,990.3 |
8,003.8 |
S1 |
7,936.7 |
7,936.7 |
7,976.6 |
7,963.5 |
S2 |
7,887.3 |
7,887.3 |
7,967.1 |
|
S3 |
7,784.3 |
7,833.7 |
7,957.7 |
|
S4 |
7,681.3 |
7,730.7 |
7,929.4 |
|
|
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 |
8,095.0 |
7,825.5 |
269.5 |
3.4% |
119.7 |
1.5% |
60% |
False |
False |
205,400 |
10 |
8,217.0 |
7,825.5 |
391.5 |
4.9% |
124.1 |
1.6% |
41% |
False |
False |
207,442 |
20 |
8,217.0 |
7,585.0 |
632.0 |
7.9% |
136.6 |
1.7% |
63% |
False |
False |
131,974 |
40 |
8,217.0 |
7,426.0 |
791.0 |
9.9% |
112.8 |
1.4% |
71% |
False |
False |
66,496 |
60 |
8,217.0 |
7,020.0 |
1,197.0 |
15.0% |
100.7 |
1.3% |
81% |
False |
False |
44,523 |
80 |
8,217.0 |
6,554.0 |
1,663.0 |
20.8% |
97.1 |
1.2% |
86% |
False |
False |
34,253 |
100 |
8,217.0 |
6,554.0 |
1,663.0 |
20.8% |
92.4 |
1.2% |
86% |
False |
False |
27,468 |
120 |
8,217.0 |
6,554.0 |
1,663.0 |
20.8% |
87.6 |
1.1% |
86% |
False |
False |
22,943 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,481.8 |
2.618 |
8,313.7 |
1.618 |
8,210.7 |
1.000 |
8,147.0 |
0.618 |
8,107.7 |
HIGH |
8,044.0 |
0.618 |
8,004.7 |
0.500 |
7,992.5 |
0.382 |
7,980.3 |
LOW |
7,941.0 |
0.618 |
7,877.3 |
1.000 |
7,838.0 |
1.618 |
7,774.3 |
2.618 |
7,671.3 |
4.250 |
7,503.3 |
|
|
Fisher Pivots for day following 28-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
7,992.5 |
7,968.9 |
PP |
7,990.3 |
7,951.8 |
S1 |
7,988.2 |
7,934.8 |
|