Trading Metrics calculated at close of trading on 12-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2007 |
12-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
13,542 |
13,549 |
7 |
0.1% |
13,789 |
High |
13,604 |
13,573 |
-31 |
-0.2% |
13,825 |
Low |
13,503 |
13,395 |
-108 |
-0.8% |
13,315 |
Close |
13,556 |
13,421 |
-135 |
-1.0% |
13,545 |
Range |
101 |
178 |
77 |
76.2% |
510 |
ATR |
118 |
123 |
4 |
3.6% |
0 |
Volume |
166,033 |
133,008 |
-33,025 |
-19.9% |
172,291 |
|
Daily Pivots for day following 12-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,997 |
13,887 |
13,519 |
|
R3 |
13,819 |
13,709 |
13,470 |
|
R2 |
13,641 |
13,641 |
13,454 |
|
R1 |
13,531 |
13,531 |
13,437 |
13,497 |
PP |
13,463 |
13,463 |
13,463 |
13,446 |
S1 |
13,353 |
13,353 |
13,405 |
13,319 |
S2 |
13,285 |
13,285 |
13,388 |
|
S3 |
13,107 |
13,175 |
13,372 |
|
S4 |
12,929 |
12,997 |
13,323 |
|
|
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 |
13,752 |
13,315 |
437 |
3.3% |
197 |
1.5% |
24% |
False |
False |
94,021 |
10 |
13,826 |
13,315 |
511 |
3.8% |
148 |
1.1% |
21% |
False |
False |
47,328 |
20 |
13,826 |
13,315 |
511 |
3.8% |
122 |
0.9% |
21% |
False |
False |
23,990 |
40 |
13,826 |
12,870 |
956 |
7.1% |
100 |
0.7% |
58% |
False |
False |
12,024 |
60 |
13,826 |
12,411 |
1,415 |
10.5% |
80 |
0.6% |
71% |
False |
False |
8,019 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,330 |
2.618 |
14,039 |
1.618 |
13,861 |
1.000 |
13,751 |
0.618 |
13,683 |
HIGH |
13,573 |
0.618 |
13,505 |
0.500 |
13,484 |
0.382 |
13,463 |
LOW |
13,395 |
0.618 |
13,285 |
1.000 |
13,217 |
1.618 |
13,107 |
2.618 |
12,929 |
4.250 |
12,639 |
|
|
Fisher Pivots for day following 12-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
13,484 |
13,460 |
PP |
13,463 |
13,447 |
S1 |
13,442 |
13,434 |
|