Trading Metrics calculated at close of trading on 14-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2007 |
14-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
13,402 |
13,600 |
198 |
1.5% |
13,789 |
High |
13,615 |
13,707 |
92 |
0.7% |
13,825 |
Low |
13,395 |
13,595 |
200 |
1.5% |
13,315 |
Close |
13,605 |
13,688 |
83 |
0.6% |
13,545 |
Range |
220 |
112 |
-108 |
-49.1% |
510 |
ATR |
130 |
128 |
-1 |
-1.0% |
0 |
Volume |
198,077 |
165,606 |
-32,471 |
-16.4% |
172,291 |
|
Daily Pivots for day following 14-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,999 |
13,956 |
13,750 |
|
R3 |
13,887 |
13,844 |
13,719 |
|
R2 |
13,775 |
13,775 |
13,709 |
|
R1 |
13,732 |
13,732 |
13,698 |
13,754 |
PP |
13,663 |
13,663 |
13,663 |
13,674 |
S1 |
13,620 |
13,620 |
13,678 |
13,642 |
S2 |
13,551 |
13,551 |
13,668 |
|
S3 |
13,439 |
13,508 |
13,657 |
|
S4 |
13,327 |
13,396 |
13,627 |
|
|
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 |
13,707 |
13,315 |
392 |
2.9% |
172 |
1.3% |
95% |
True |
False |
164,463 |
10 |
13,826 |
13,315 |
511 |
3.7% |
157 |
1.1% |
73% |
False |
False |
83,547 |
20 |
13,826 |
13,315 |
511 |
3.7% |
126 |
0.9% |
73% |
False |
False |
42,143 |
40 |
13,826 |
12,870 |
956 |
7.0% |
105 |
0.8% |
86% |
False |
False |
21,115 |
60 |
13,826 |
12,411 |
1,415 |
10.3% |
83 |
0.6% |
90% |
False |
False |
14,080 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,183 |
2.618 |
14,000 |
1.618 |
13,888 |
1.000 |
13,819 |
0.618 |
13,776 |
HIGH |
13,707 |
0.618 |
13,664 |
0.500 |
13,651 |
0.382 |
13,638 |
LOW |
13,595 |
0.618 |
13,526 |
1.000 |
13,483 |
1.618 |
13,414 |
2.618 |
13,302 |
4.250 |
13,119 |
|
|
Fisher Pivots for day following 14-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
13,676 |
13,642 |
PP |
13,663 |
13,597 |
S1 |
13,651 |
13,551 |
|