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 |
13,549 |
13,402 |
-147 |
-1.1% |
13,789 |
High |
13,573 |
13,615 |
42 |
0.3% |
13,825 |
Low |
13,395 |
13,395 |
0 |
0.0% |
13,315 |
Close |
13,421 |
13,605 |
184 |
1.4% |
13,545 |
Range |
178 |
220 |
42 |
23.6% |
510 |
ATR |
123 |
130 |
7 |
5.7% |
0 |
Volume |
133,008 |
198,077 |
65,069 |
48.9% |
172,291 |
|
Daily Pivots for day following 13-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,198 |
14,122 |
13,726 |
|
R3 |
13,978 |
13,902 |
13,666 |
|
R2 |
13,758 |
13,758 |
13,645 |
|
R1 |
13,682 |
13,682 |
13,625 |
13,720 |
PP |
13,538 |
13,538 |
13,538 |
13,558 |
S1 |
13,462 |
13,462 |
13,585 |
13,500 |
S2 |
13,318 |
13,318 |
13,565 |
|
S3 |
13,098 |
13,242 |
13,545 |
|
S4 |
12,878 |
13,022 |
13,484 |
|
|
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 |
13,638 |
13,315 |
323 |
2.4% |
204 |
1.5% |
90% |
False |
False |
133,163 |
10 |
13,826 |
13,315 |
511 |
3.8% |
151 |
1.1% |
57% |
False |
False |
67,080 |
20 |
13,826 |
13,315 |
511 |
3.8% |
126 |
0.9% |
57% |
False |
False |
33,887 |
40 |
13,826 |
12,870 |
956 |
7.0% |
104 |
0.8% |
77% |
False |
False |
16,975 |
60 |
13,826 |
12,411 |
1,415 |
10.4% |
83 |
0.6% |
84% |
False |
False |
11,320 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,550 |
2.618 |
14,191 |
1.618 |
13,971 |
1.000 |
13,835 |
0.618 |
13,751 |
HIGH |
13,615 |
0.618 |
13,531 |
0.500 |
13,505 |
0.382 |
13,479 |
LOW |
13,395 |
0.618 |
13,259 |
1.000 |
13,175 |
1.618 |
13,039 |
2.618 |
12,819 |
4.250 |
12,460 |
|
|
Fisher Pivots for day following 13-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
13,572 |
13,572 |
PP |
13,538 |
13,538 |
S1 |
13,505 |
13,505 |
|