Trading Metrics calculated at close of trading on 14-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2007 |
14-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
1,507.50 |
1,529.50 |
22.00 |
1.5% |
1,554.25 |
High |
1,531.75 |
1,542.00 |
10.25 |
0.7% |
1,557.50 |
Low |
1,503.75 |
1,528.50 |
24.75 |
1.6% |
1,494.25 |
Close |
1,530.25 |
1,539.50 |
9.25 |
0.6% |
1,522.50 |
Range |
28.00 |
13.50 |
-14.50 |
-51.8% |
63.25 |
ATR |
16.53 |
16.32 |
-0.22 |
-1.3% |
0.00 |
Volume |
2,432,564 |
2,122,247 |
-310,317 |
-12.8% |
2,278,165 |
|
Daily Pivots for day following 14-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,577.25 |
1,571.75 |
1,547.00 |
|
R3 |
1,563.75 |
1,558.25 |
1,543.25 |
|
R2 |
1,550.25 |
1,550.25 |
1,542.00 |
|
R1 |
1,544.75 |
1,544.75 |
1,540.75 |
1,547.50 |
PP |
1,536.75 |
1,536.75 |
1,536.75 |
1,538.00 |
S1 |
1,531.25 |
1,531.25 |
1,538.25 |
1,534.00 |
S2 |
1,523.25 |
1,523.25 |
1,537.00 |
|
S3 |
1,509.75 |
1,517.75 |
1,535.75 |
|
S4 |
1,496.25 |
1,504.25 |
1,532.00 |
|
|
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 |
1,542.00 |
1,494.25 |
47.75 |
3.1% |
21.00 |
1.4% |
95% |
True |
False |
1,990,488 |
10 |
1,557.75 |
1,494.25 |
63.50 |
4.1% |
19.50 |
1.3% |
71% |
False |
False |
1,039,427 |
20 |
1,557.75 |
1,494.25 |
63.50 |
4.1% |
15.75 |
1.0% |
71% |
False |
False |
522,341 |
40 |
1,557.75 |
1,482.75 |
75.00 |
4.9% |
13.75 |
0.9% |
76% |
False |
False |
261,888 |
60 |
1,557.75 |
1,431.75 |
126.00 |
8.2% |
12.75 |
0.8% |
86% |
False |
False |
174,886 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,599.50 |
2.618 |
1,577.25 |
1.618 |
1,563.75 |
1.000 |
1,555.50 |
0.618 |
1,550.25 |
HIGH |
1,542.00 |
0.618 |
1,536.75 |
0.500 |
1,535.25 |
0.382 |
1,533.75 |
LOW |
1,528.50 |
0.618 |
1,520.25 |
1.000 |
1,515.00 |
1.618 |
1,506.75 |
2.618 |
1,493.25 |
4.250 |
1,471.00 |
|
|
Fisher Pivots for day following 14-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
1,538.00 |
1,534.00 |
PP |
1,536.75 |
1,528.50 |
S1 |
1,535.25 |
1,523.00 |
|