Trading Metrics calculated at close of trading on 12-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2007 |
12-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
1,521.75 |
1,525.00 |
3.25 |
0.2% |
1,554.25 |
High |
1,531.25 |
1,527.00 |
-4.25 |
-0.3% |
1,557.50 |
Low |
1,518.50 |
1,506.50 |
-12.00 |
-0.8% |
1,494.25 |
Close |
1,525.25 |
1,507.50 |
-17.75 |
-1.2% |
1,522.50 |
Range |
12.75 |
20.50 |
7.75 |
60.8% |
63.25 |
ATR |
15.28 |
15.65 |
0.37 |
2.4% |
0.00 |
Volume |
2,013,560 |
1,524,589 |
-488,971 |
-24.3% |
2,278,165 |
|
Daily Pivots for day following 12-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,575.25 |
1,561.75 |
1,518.75 |
|
R3 |
1,554.75 |
1,541.25 |
1,513.25 |
|
R2 |
1,534.25 |
1,534.25 |
1,511.25 |
|
R1 |
1,520.75 |
1,520.75 |
1,509.50 |
1,517.25 |
PP |
1,513.75 |
1,513.75 |
1,513.75 |
1,512.00 |
S1 |
1,500.25 |
1,500.25 |
1,505.50 |
1,496.75 |
S2 |
1,493.25 |
1,493.25 |
1,503.75 |
|
S3 |
1,472.75 |
1,479.75 |
1,501.75 |
|
S4 |
1,452.25 |
1,459.25 |
1,496.25 |
|
|
Weekly Pivots for week ending 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,714.50 |
1,681.75 |
1,557.25 |
|
R3 |
1,651.25 |
1,618.50 |
1,540.00 |
|
R2 |
1,588.00 |
1,588.00 |
1,534.00 |
|
R1 |
1,555.25 |
1,555.25 |
1,528.25 |
1,540.00 |
PP |
1,524.75 |
1,524.75 |
1,524.75 |
1,517.00 |
S1 |
1,492.00 |
1,492.00 |
1,516.75 |
1,476.75 |
S2 |
1,461.50 |
1,461.50 |
1,511.00 |
|
S3 |
1,398.25 |
1,428.75 |
1,505.00 |
|
S4 |
1,335.00 |
1,365.50 |
1,487.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,550.50 |
1,494.25 |
56.25 |
3.7% |
23.75 |
1.6% |
24% |
False |
False |
1,146,089 |
10 |
1,557.75 |
1,494.25 |
63.50 |
4.2% |
18.25 |
1.2% |
21% |
False |
False |
586,806 |
20 |
1,557.75 |
1,494.25 |
63.50 |
4.2% |
15.25 |
1.0% |
21% |
False |
False |
295,035 |
40 |
1,557.75 |
1,482.75 |
75.00 |
5.0% |
13.25 |
0.9% |
33% |
False |
False |
148,038 |
60 |
1,557.75 |
1,426.25 |
131.50 |
8.7% |
12.75 |
0.8% |
62% |
False |
False |
99,039 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,614.00 |
2.618 |
1,580.75 |
1.618 |
1,560.25 |
1.000 |
1,547.50 |
0.618 |
1,539.75 |
HIGH |
1,527.00 |
0.618 |
1,519.25 |
0.500 |
1,516.75 |
0.382 |
1,514.25 |
LOW |
1,506.50 |
0.618 |
1,493.75 |
1.000 |
1,486.00 |
1.618 |
1,473.25 |
2.618 |
1,452.75 |
4.250 |
1,419.50 |
|
|
Fisher Pivots for day following 12-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
1,516.75 |
1,512.75 |
PP |
1,513.75 |
1,511.00 |
S1 |
1,510.50 |
1,509.25 |
|