Trading Metrics calculated at close of trading on 27-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2007 |
27-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
1,513.75 |
1,498.50 |
-15.25 |
-1.0% |
1,547.00 |
High |
1,519.50 |
1,520.00 |
0.50 |
0.0% |
1,554.25 |
Low |
1,497.25 |
1,492.00 |
-5.25 |
-0.4% |
1,513.50 |
Close |
1,497.75 |
1,519.00 |
21.25 |
1.4% |
1,520.50 |
Range |
22.25 |
28.00 |
5.75 |
25.8% |
40.75 |
ATR |
17.74 |
18.48 |
0.73 |
4.1% |
0.00 |
Volume |
1,905,275 |
1,922,024 |
16,749 |
0.9% |
7,039,555 |
|
Daily Pivots for day following 27-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,594.25 |
1,584.75 |
1,534.50 |
|
R3 |
1,566.25 |
1,556.75 |
1,526.75 |
|
R2 |
1,538.25 |
1,538.25 |
1,524.25 |
|
R1 |
1,528.75 |
1,528.75 |
1,521.50 |
1,533.50 |
PP |
1,510.25 |
1,510.25 |
1,510.25 |
1,512.75 |
S1 |
1,500.75 |
1,500.75 |
1,516.50 |
1,505.50 |
S2 |
1,482.25 |
1,482.25 |
1,513.75 |
|
S3 |
1,454.25 |
1,472.75 |
1,511.25 |
|
S4 |
1,426.25 |
1,444.75 |
1,503.50 |
|
|
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 |
1,537.00 |
1,492.00 |
45.00 |
3.0% |
23.00 |
1.5% |
60% |
False |
True |
1,851,529 |
10 |
1,554.25 |
1,492.00 |
62.25 |
4.1% |
19.25 |
1.3% |
43% |
False |
True |
1,638,182 |
20 |
1,557.75 |
1,492.00 |
65.75 |
4.3% |
19.00 |
1.3% |
41% |
False |
True |
1,233,317 |
40 |
1,557.75 |
1,492.00 |
65.75 |
4.3% |
15.75 |
1.0% |
41% |
False |
True |
618,169 |
60 |
1,557.75 |
1,456.00 |
101.75 |
6.7% |
14.00 |
0.9% |
62% |
False |
False |
412,392 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,639.00 |
2.618 |
1,593.25 |
1.618 |
1,565.25 |
1.000 |
1,548.00 |
0.618 |
1,537.25 |
HIGH |
1,520.00 |
0.618 |
1,509.25 |
0.500 |
1,506.00 |
0.382 |
1,502.75 |
LOW |
1,492.00 |
0.618 |
1,474.75 |
1.000 |
1,464.00 |
1.618 |
1,446.75 |
2.618 |
1,418.75 |
4.250 |
1,373.00 |
|
|
Fisher Pivots for day following 27-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
1,514.75 |
1,516.00 |
PP |
1,510.25 |
1,513.00 |
S1 |
1,506.00 |
1,510.00 |
|