Trading Metrics calculated at close of trading on 18-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2007 |
18-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
13,688 |
13,751 |
63 |
0.5% |
13,542 |
High |
13,813 |
13,800 |
-13 |
-0.1% |
13,813 |
Low |
13,682 |
13,712 |
30 |
0.2% |
13,395 |
Close |
13,753 |
13,730 |
-23 |
-0.2% |
13,753 |
Range |
131 |
88 |
-43 |
-32.8% |
418 |
ATR |
128 |
126 |
-3 |
-2.3% |
0 |
Volume |
142,971 |
112,021 |
-30,950 |
-21.6% |
805,695 |
|
Daily Pivots for day following 18-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,011 |
13,959 |
13,779 |
|
R3 |
13,923 |
13,871 |
13,754 |
|
R2 |
13,835 |
13,835 |
13,746 |
|
R1 |
13,783 |
13,783 |
13,738 |
13,765 |
PP |
13,747 |
13,747 |
13,747 |
13,739 |
S1 |
13,695 |
13,695 |
13,722 |
13,677 |
S2 |
13,659 |
13,659 |
13,714 |
|
S3 |
13,571 |
13,607 |
13,706 |
|
S4 |
13,483 |
13,519 |
13,682 |
|
|
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% |
146 |
1.1% |
80% |
False |
False |
150,336 |
10 |
13,813 |
13,315 |
498 |
3.6% |
166 |
1.2% |
83% |
False |
False |
108,948 |
20 |
13,826 |
13,315 |
511 |
3.7% |
130 |
0.9% |
81% |
False |
False |
54,872 |
40 |
13,826 |
13,070 |
756 |
5.5% |
104 |
0.8% |
87% |
False |
False |
27,488 |
60 |
13,826 |
12,411 |
1,415 |
10.3% |
86 |
0.6% |
93% |
False |
False |
18,329 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,174 |
2.618 |
14,031 |
1.618 |
13,943 |
1.000 |
13,888 |
0.618 |
13,855 |
HIGH |
13,800 |
0.618 |
13,767 |
0.500 |
13,756 |
0.382 |
13,746 |
LOW |
13,712 |
0.618 |
13,658 |
1.000 |
13,624 |
1.618 |
13,570 |
2.618 |
13,482 |
4.250 |
13,338 |
|
|
Fisher Pivots for day following 18-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
13,756 |
13,721 |
PP |
13,747 |
13,713 |
S1 |
13,739 |
13,704 |
|