Trading Metrics calculated at close of trading on 11-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2007 |
11-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
13,377 |
13,542 |
165 |
1.2% |
13,789 |
High |
13,563 |
13,604 |
41 |
0.3% |
13,825 |
Low |
13,315 |
13,503 |
188 |
1.4% |
13,315 |
Close |
13,545 |
13,556 |
11 |
0.1% |
13,545 |
Range |
248 |
101 |
-147 |
-59.3% |
510 |
ATR |
120 |
118 |
-1 |
-1.1% |
0 |
Volume |
159,595 |
166,033 |
6,438 |
4.0% |
172,291 |
|
Daily Pivots for day following 11-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,857 |
13,808 |
13,612 |
|
R3 |
13,756 |
13,707 |
13,584 |
|
R2 |
13,655 |
13,655 |
13,575 |
|
R1 |
13,606 |
13,606 |
13,565 |
13,631 |
PP |
13,554 |
13,554 |
13,554 |
13,567 |
S1 |
13,505 |
13,505 |
13,547 |
13,530 |
S2 |
13,453 |
13,453 |
13,538 |
|
S3 |
13,352 |
13,404 |
13,528 |
|
S4 |
13,251 |
13,303 |
13,501 |
|
|
Weekly Pivots for week ending 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,092 |
14,828 |
13,826 |
|
R3 |
14,582 |
14,318 |
13,685 |
|
R2 |
14,072 |
14,072 |
13,639 |
|
R1 |
13,808 |
13,808 |
13,592 |
13,685 |
PP |
13,562 |
13,562 |
13,562 |
13,500 |
S1 |
13,298 |
13,298 |
13,498 |
13,175 |
S2 |
13,052 |
13,052 |
13,452 |
|
S3 |
12,542 |
12,788 |
13,405 |
|
S4 |
12,032 |
12,278 |
13,265 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,811 |
13,315 |
496 |
3.7% |
186 |
1.4% |
49% |
False |
False |
67,561 |
10 |
13,826 |
13,315 |
511 |
3.8% |
141 |
1.0% |
47% |
False |
False |
34,469 |
20 |
13,826 |
13,315 |
511 |
3.8% |
117 |
0.9% |
47% |
False |
False |
17,345 |
40 |
13,826 |
12,782 |
1,044 |
7.7% |
97 |
0.7% |
74% |
False |
False |
8,699 |
60 |
13,826 |
12,320 |
1,506 |
11.1% |
78 |
0.6% |
82% |
False |
False |
5,802 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,033 |
2.618 |
13,869 |
1.618 |
13,768 |
1.000 |
13,705 |
0.618 |
13,667 |
HIGH |
13,604 |
0.618 |
13,566 |
0.500 |
13,554 |
0.382 |
13,542 |
LOW |
13,503 |
0.618 |
13,441 |
1.000 |
13,402 |
1.618 |
13,340 |
2.618 |
13,239 |
4.250 |
13,074 |
|
|
Fisher Pivots for day following 11-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
13,555 |
13,530 |
PP |
13,554 |
13,503 |
S1 |
13,554 |
13,477 |
|