Trading Metrics calculated at close of trading on 19-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2007 |
19-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
1,969.00 |
1,968.00 |
-1.00 |
-0.1% |
1,933.75 |
High |
1,974.75 |
1,972.00 |
-2.75 |
-0.1% |
1,973.00 |
Low |
1,964.25 |
1,957.00 |
-7.25 |
-0.4% |
1,912.50 |
Close |
1,967.50 |
1,967.00 |
-0.50 |
0.0% |
1,969.75 |
Range |
10.50 |
15.00 |
4.50 |
42.9% |
60.50 |
ATR |
22.86 |
22.29 |
-0.56 |
-2.5% |
0.00 |
Volume |
334,211 |
212,123 |
-122,088 |
-36.5% |
2,001,808 |
|
Daily Pivots for day following 19-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,010.25 |
2,003.75 |
1,975.25 |
|
R3 |
1,995.25 |
1,988.75 |
1,971.00 |
|
R2 |
1,980.25 |
1,980.25 |
1,969.75 |
|
R1 |
1,973.75 |
1,973.75 |
1,968.50 |
1,969.50 |
PP |
1,965.25 |
1,965.25 |
1,965.25 |
1,963.25 |
S1 |
1,958.75 |
1,958.75 |
1,965.50 |
1,954.50 |
S2 |
1,950.25 |
1,950.25 |
1,964.25 |
|
S3 |
1,935.25 |
1,943.75 |
1,963.00 |
|
S4 |
1,920.25 |
1,928.75 |
1,958.75 |
|
|
Weekly Pivots for week ending 15-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,133.25 |
2,112.00 |
2,003.00 |
|
R3 |
2,072.75 |
2,051.50 |
1,986.50 |
|
R2 |
2,012.25 |
2,012.25 |
1,980.75 |
|
R1 |
1,991.00 |
1,991.00 |
1,975.25 |
2,001.50 |
PP |
1,951.75 |
1,951.75 |
1,951.75 |
1,957.00 |
S1 |
1,930.50 |
1,930.50 |
1,964.25 |
1,941.00 |
S2 |
1,891.25 |
1,891.25 |
1,958.75 |
|
S3 |
1,830.75 |
1,870.00 |
1,953.00 |
|
S4 |
1,770.25 |
1,809.50 |
1,936.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,974.75 |
1,912.50 |
62.25 |
3.2% |
19.25 |
1.0% |
88% |
False |
False |
355,488 |
10 |
1,974.75 |
1,898.00 |
76.75 |
3.9% |
24.50 |
1.2% |
90% |
False |
False |
310,896 |
20 |
1,974.75 |
1,898.00 |
76.75 |
3.9% |
23.25 |
1.2% |
90% |
False |
False |
155,735 |
40 |
1,974.75 |
1,880.00 |
94.75 |
4.8% |
22.50 |
1.1% |
92% |
False |
False |
77,907 |
60 |
1,974.75 |
1,794.00 |
180.75 |
9.2% |
20.75 |
1.1% |
96% |
False |
False |
51,950 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,035.75 |
2.618 |
2,011.25 |
1.618 |
1,996.25 |
1.000 |
1,987.00 |
0.618 |
1,981.25 |
HIGH |
1,972.00 |
0.618 |
1,966.25 |
0.500 |
1,964.50 |
0.382 |
1,962.75 |
LOW |
1,957.00 |
0.618 |
1,947.75 |
1.000 |
1,942.00 |
1.618 |
1,932.75 |
2.618 |
1,917.75 |
4.250 |
1,893.25 |
|
|
Fisher Pivots for day following 19-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
1,966.25 |
1,965.50 |
PP |
1,965.25 |
1,963.75 |
S1 |
1,964.50 |
1,962.25 |
|