Trading Metrics calculated at close of trading on 26-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2007 |
26-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
1,519.25 |
1,513.75 |
-5.50 |
-0.4% |
1,547.00 |
High |
1,528.00 |
1,519.50 |
-8.50 |
-0.6% |
1,554.25 |
Low |
1,505.00 |
1,497.25 |
-7.75 |
-0.5% |
1,513.50 |
Close |
1,513.50 |
1,497.75 |
-15.75 |
-1.0% |
1,520.50 |
Range |
23.00 |
22.25 |
-0.75 |
-3.3% |
40.75 |
ATR |
17.40 |
17.74 |
0.35 |
2.0% |
0.00 |
Volume |
1,680,674 |
1,905,275 |
224,601 |
13.4% |
7,039,555 |
|
Daily Pivots for day following 26-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,571.50 |
1,557.00 |
1,510.00 |
|
R3 |
1,549.25 |
1,534.75 |
1,503.75 |
|
R2 |
1,527.00 |
1,527.00 |
1,501.75 |
|
R1 |
1,512.50 |
1,512.50 |
1,499.75 |
1,508.50 |
PP |
1,504.75 |
1,504.75 |
1,504.75 |
1,503.00 |
S1 |
1,490.25 |
1,490.25 |
1,495.75 |
1,486.50 |
S2 |
1,482.50 |
1,482.50 |
1,493.75 |
|
S3 |
1,460.25 |
1,468.00 |
1,491.75 |
|
S4 |
1,438.00 |
1,445.75 |
1,485.50 |
|
|
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 |
1,497.25 |
57.00 |
3.8% |
23.25 |
1.5% |
1% |
False |
True |
1,681,265 |
10 |
1,554.25 |
1,497.25 |
57.00 |
3.8% |
19.25 |
1.3% |
1% |
False |
True |
1,689,236 |
20 |
1,557.75 |
1,494.25 |
63.50 |
4.2% |
18.75 |
1.2% |
6% |
False |
False |
1,138,021 |
40 |
1,557.75 |
1,494.25 |
63.50 |
4.2% |
15.25 |
1.0% |
6% |
False |
False |
570,143 |
60 |
1,557.75 |
1,447.25 |
110.50 |
7.4% |
13.75 |
0.9% |
46% |
False |
False |
380,364 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,614.00 |
2.618 |
1,577.75 |
1.618 |
1,555.50 |
1.000 |
1,541.75 |
0.618 |
1,533.25 |
HIGH |
1,519.50 |
0.618 |
1,511.00 |
0.500 |
1,508.50 |
0.382 |
1,505.75 |
LOW |
1,497.25 |
0.618 |
1,483.50 |
1.000 |
1,475.00 |
1.618 |
1,461.25 |
2.618 |
1,439.00 |
4.250 |
1,402.75 |
|
|
Fisher Pivots for day following 26-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
1,508.50 |
1,516.50 |
PP |
1,504.75 |
1,510.25 |
S1 |
1,501.25 |
1,504.00 |
|