Trading Metrics calculated at close of trading on 22-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2007 |
22-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
1,527.25 |
1,535.50 |
8.25 |
0.5% |
1,547.00 |
High |
1,537.00 |
1,536.00 |
-1.00 |
-0.1% |
1,554.25 |
Low |
1,518.00 |
1,513.50 |
-4.50 |
-0.3% |
1,513.50 |
Close |
1,535.75 |
1,520.50 |
-15.25 |
-1.0% |
1,520.50 |
Range |
19.00 |
22.50 |
3.50 |
18.4% |
40.75 |
ATR |
16.54 |
16.97 |
0.43 |
2.6% |
0.00 |
Volume |
1,830,597 |
1,919,075 |
88,478 |
4.8% |
7,039,555 |
|
Daily Pivots for day following 22-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,590.75 |
1,578.25 |
1,533.00 |
|
R3 |
1,568.25 |
1,555.75 |
1,526.75 |
|
R2 |
1,545.75 |
1,545.75 |
1,524.50 |
|
R1 |
1,533.25 |
1,533.25 |
1,522.50 |
1,528.25 |
PP |
1,523.25 |
1,523.25 |
1,523.25 |
1,521.00 |
S1 |
1,510.75 |
1,510.75 |
1,518.50 |
1,505.75 |
S2 |
1,500.75 |
1,500.75 |
1,516.50 |
|
S3 |
1,478.25 |
1,488.25 |
1,514.25 |
|
S4 |
1,455.75 |
1,465.75 |
1,508.00 |
|
|
Weekly Pivots for week ending 22-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,651.75 |
1,626.75 |
1,543.00 |
|
R3 |
1,611.00 |
1,586.00 |
1,531.75 |
|
R2 |
1,570.25 |
1,570.25 |
1,528.00 |
|
R1 |
1,545.25 |
1,545.25 |
1,524.25 |
1,537.50 |
PP |
1,529.50 |
1,529.50 |
1,529.50 |
1,525.50 |
S1 |
1,504.50 |
1,504.50 |
1,516.75 |
1,496.50 |
S2 |
1,488.75 |
1,488.75 |
1,513.00 |
|
S3 |
1,448.00 |
1,463.75 |
1,509.25 |
|
S4 |
1,407.25 |
1,423.00 |
1,498.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,554.25 |
1,513.50 |
40.75 |
2.7% |
18.00 |
1.2% |
17% |
False |
True |
1,407,911 |
10 |
1,554.25 |
1,503.75 |
50.50 |
3.3% |
18.00 |
1.2% |
33% |
False |
False |
1,684,456 |
20 |
1,557.75 |
1,494.25 |
63.50 |
4.2% |
17.50 |
1.1% |
41% |
False |
False |
959,192 |
40 |
1,557.75 |
1,494.25 |
63.50 |
4.2% |
14.75 |
1.0% |
41% |
False |
False |
480,527 |
60 |
1,557.75 |
1,431.75 |
126.00 |
8.3% |
13.50 |
0.9% |
70% |
False |
False |
320,628 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,631.50 |
2.618 |
1,595.00 |
1.618 |
1,572.50 |
1.000 |
1,558.50 |
0.618 |
1,550.00 |
HIGH |
1,536.00 |
0.618 |
1,527.50 |
0.500 |
1,524.75 |
0.382 |
1,522.00 |
LOW |
1,513.50 |
0.618 |
1,499.50 |
1.000 |
1,491.00 |
1.618 |
1,477.00 |
2.618 |
1,454.50 |
4.250 |
1,418.00 |
|
|
Fisher Pivots for day following 22-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
1,524.75 |
1,534.00 |
PP |
1,523.25 |
1,529.50 |
S1 |
1,522.00 |
1,525.00 |
|