Trading Metrics calculated at close of trading on 15-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2007 |
15-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
13,600 |
13,688 |
88 |
0.6% |
13,542 |
High |
13,707 |
13,813 |
106 |
0.8% |
13,813 |
Low |
13,595 |
13,682 |
87 |
0.6% |
13,395 |
Close |
13,688 |
13,753 |
65 |
0.5% |
13,753 |
Range |
112 |
131 |
19 |
17.0% |
418 |
ATR |
128 |
128 |
0 |
0.2% |
0 |
Volume |
165,606 |
142,971 |
-22,635 |
-13.7% |
805,695 |
|
Daily Pivots for day following 15-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,142 |
14,079 |
13,825 |
|
R3 |
14,011 |
13,948 |
13,789 |
|
R2 |
13,880 |
13,880 |
13,777 |
|
R1 |
13,817 |
13,817 |
13,765 |
13,849 |
PP |
13,749 |
13,749 |
13,749 |
13,765 |
S1 |
13,686 |
13,686 |
13,741 |
13,718 |
S2 |
13,618 |
13,618 |
13,729 |
|
S3 |
13,487 |
13,555 |
13,717 |
|
S4 |
13,356 |
13,424 |
13,681 |
|
|
Weekly Pivots for week ending 15-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,908 |
14,748 |
13,983 |
|
R3 |
14,490 |
14,330 |
13,868 |
|
R2 |
14,072 |
14,072 |
13,830 |
|
R1 |
13,912 |
13,912 |
13,791 |
13,992 |
PP |
13,654 |
13,654 |
13,654 |
13,694 |
S1 |
13,494 |
13,494 |
13,715 |
13,574 |
S2 |
13,236 |
13,236 |
13,676 |
|
S3 |
12,818 |
13,076 |
13,638 |
|
S4 |
12,400 |
12,658 |
13,523 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,813 |
13,395 |
418 |
3.0% |
149 |
1.1% |
86% |
True |
False |
161,139 |
10 |
13,825 |
13,315 |
510 |
3.7% |
164 |
1.2% |
86% |
False |
False |
97,798 |
20 |
13,826 |
13,315 |
511 |
3.7% |
130 |
0.9% |
86% |
False |
False |
49,278 |
40 |
13,826 |
12,978 |
848 |
6.2% |
105 |
0.8% |
91% |
False |
False |
24,688 |
60 |
13,826 |
12,411 |
1,415 |
10.3% |
85 |
0.6% |
95% |
False |
False |
16,462 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,370 |
2.618 |
14,156 |
1.618 |
14,025 |
1.000 |
13,944 |
0.618 |
13,894 |
HIGH |
13,813 |
0.618 |
13,763 |
0.500 |
13,748 |
0.382 |
13,732 |
LOW |
13,682 |
0.618 |
13,601 |
1.000 |
13,551 |
1.618 |
13,470 |
2.618 |
13,339 |
4.250 |
13,125 |
|
|
Fisher Pivots for day following 15-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
13,751 |
13,703 |
PP |
13,749 |
13,654 |
S1 |
13,748 |
13,604 |
|