Trading Metrics calculated at close of trading on 28-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2007 |
28-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
1,498.50 |
1,518.50 |
20.00 |
1.3% |
1,547.00 |
High |
1,520.00 |
1,528.00 |
8.00 |
0.5% |
1,554.25 |
Low |
1,492.00 |
1,515.50 |
23.50 |
1.6% |
1,513.50 |
Close |
1,519.00 |
1,517.25 |
-1.75 |
-0.1% |
1,520.50 |
Range |
28.00 |
12.50 |
-15.50 |
-55.4% |
40.75 |
ATR |
18.48 |
18.05 |
-0.43 |
-2.3% |
0.00 |
Volume |
1,922,024 |
1,788,626 |
-133,398 |
-6.9% |
7,039,555 |
|
Daily Pivots for day following 28-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,557.75 |
1,550.00 |
1,524.00 |
|
R3 |
1,545.25 |
1,537.50 |
1,520.75 |
|
R2 |
1,532.75 |
1,532.75 |
1,519.50 |
|
R1 |
1,525.00 |
1,525.00 |
1,518.50 |
1,522.50 |
PP |
1,520.25 |
1,520.25 |
1,520.25 |
1,519.00 |
S1 |
1,512.50 |
1,512.50 |
1,516.00 |
1,510.00 |
S2 |
1,507.75 |
1,507.75 |
1,515.00 |
|
S3 |
1,495.25 |
1,500.00 |
1,513.75 |
|
S4 |
1,482.75 |
1,487.50 |
1,510.50 |
|
|
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 |
1,536.00 |
1,492.00 |
44.00 |
2.9% |
21.75 |
1.4% |
57% |
False |
False |
1,843,134 |
10 |
1,554.25 |
1,492.00 |
62.25 |
4.1% |
19.25 |
1.3% |
41% |
False |
False |
1,604,820 |
20 |
1,557.75 |
1,492.00 |
65.75 |
4.3% |
19.25 |
1.3% |
38% |
False |
False |
1,322,123 |
40 |
1,557.75 |
1,492.00 |
65.75 |
4.3% |
15.75 |
1.0% |
38% |
False |
False |
662,861 |
60 |
1,557.75 |
1,456.00 |
101.75 |
6.7% |
14.00 |
0.9% |
60% |
False |
False |
442,186 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,581.00 |
2.618 |
1,560.75 |
1.618 |
1,548.25 |
1.000 |
1,540.50 |
0.618 |
1,535.75 |
HIGH |
1,528.00 |
0.618 |
1,523.25 |
0.500 |
1,521.75 |
0.382 |
1,520.25 |
LOW |
1,515.50 |
0.618 |
1,507.75 |
1.000 |
1,503.00 |
1.618 |
1,495.25 |
2.618 |
1,482.75 |
4.250 |
1,462.50 |
|
|
Fisher Pivots for day following 28-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
1,521.75 |
1,514.75 |
PP |
1,520.25 |
1,512.50 |
S1 |
1,518.75 |
1,510.00 |
|