Trading Metrics calculated at close of trading on 13-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2007 |
13-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
1,931.00 |
1,918.25 |
-12.75 |
-0.7% |
1,966.75 |
High |
1,938.25 |
1,939.75 |
1.50 |
0.1% |
1,966.75 |
Low |
1,913.75 |
1,912.50 |
-1.25 |
-0.1% |
1,898.00 |
Close |
1,918.00 |
1,937.25 |
19.25 |
1.0% |
1,934.00 |
Range |
24.50 |
27.25 |
2.75 |
11.2% |
68.75 |
ATR |
23.93 |
24.16 |
0.24 |
1.0% |
0.00 |
Volume |
334,199 |
450,910 |
116,711 |
34.9% |
562,962 |
|
Daily Pivots for day following 13-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,011.50 |
2,001.75 |
1,952.25 |
|
R3 |
1,984.25 |
1,974.50 |
1,944.75 |
|
R2 |
1,957.00 |
1,957.00 |
1,942.25 |
|
R1 |
1,947.25 |
1,947.25 |
1,939.75 |
1,952.00 |
PP |
1,929.75 |
1,929.75 |
1,929.75 |
1,932.25 |
S1 |
1,920.00 |
1,920.00 |
1,934.75 |
1,925.00 |
S2 |
1,902.50 |
1,902.50 |
1,932.25 |
|
S3 |
1,875.25 |
1,892.75 |
1,929.75 |
|
S4 |
1,848.00 |
1,865.50 |
1,922.25 |
|
|
Weekly Pivots for week ending 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,139.25 |
2,105.25 |
1,971.75 |
|
R3 |
2,070.50 |
2,036.50 |
1,953.00 |
|
R2 |
2,001.75 |
2,001.75 |
1,946.50 |
|
R1 |
1,967.75 |
1,967.75 |
1,940.25 |
1,950.50 |
PP |
1,933.00 |
1,933.00 |
1,933.00 |
1,924.25 |
S1 |
1,899.00 |
1,899.00 |
1,927.75 |
1,881.50 |
S2 |
1,864.25 |
1,864.25 |
1,921.50 |
|
S3 |
1,795.50 |
1,830.25 |
1,915.00 |
|
S4 |
1,726.75 |
1,761.50 |
1,896.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,948.25 |
1,898.00 |
50.25 |
2.6% |
29.75 |
1.5% |
78% |
False |
False |
355,657 |
10 |
1,970.25 |
1,898.00 |
72.25 |
3.7% |
24.25 |
1.3% |
54% |
False |
False |
178,534 |
20 |
1,970.25 |
1,898.00 |
72.25 |
3.7% |
23.75 |
1.2% |
54% |
False |
False |
89,434 |
40 |
1,970.25 |
1,855.50 |
114.75 |
5.9% |
22.50 |
1.2% |
71% |
False |
False |
44,747 |
60 |
1,970.25 |
1,794.00 |
176.25 |
9.1% |
21.25 |
1.1% |
81% |
False |
False |
29,842 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,055.50 |
2.618 |
2,011.00 |
1.618 |
1,983.75 |
1.000 |
1,967.00 |
0.618 |
1,956.50 |
HIGH |
1,939.75 |
0.618 |
1,929.25 |
0.500 |
1,926.00 |
0.382 |
1,923.00 |
LOW |
1,912.50 |
0.618 |
1,895.75 |
1.000 |
1,885.25 |
1.618 |
1,868.50 |
2.618 |
1,841.25 |
4.250 |
1,796.75 |
|
|
Fisher Pivots for day following 13-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
1,933.50 |
1,934.50 |
PP |
1,929.75 |
1,931.50 |
S1 |
1,926.00 |
1,928.50 |
|