Trading Metrics calculated at close of trading on 19-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2007 |
19-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
13,751 |
13,724 |
-27 |
-0.2% |
13,542 |
High |
13,800 |
13,772 |
-28 |
-0.2% |
13,813 |
Low |
13,712 |
13,693 |
-19 |
-0.1% |
13,395 |
Close |
13,730 |
13,755 |
25 |
0.2% |
13,753 |
Range |
88 |
79 |
-9 |
-10.2% |
418 |
ATR |
126 |
122 |
-3 |
-2.6% |
0 |
Volume |
112,021 |
90,041 |
-21,980 |
-19.6% |
805,695 |
|
Daily Pivots for day following 19-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,977 |
13,945 |
13,799 |
|
R3 |
13,898 |
13,866 |
13,777 |
|
R2 |
13,819 |
13,819 |
13,770 |
|
R1 |
13,787 |
13,787 |
13,762 |
13,803 |
PP |
13,740 |
13,740 |
13,740 |
13,748 |
S1 |
13,708 |
13,708 |
13,748 |
13,724 |
S2 |
13,661 |
13,661 |
13,741 |
|
S3 |
13,582 |
13,629 |
13,733 |
|
S4 |
13,503 |
13,550 |
13,712 |
|
|
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% |
126 |
0.9% |
86% |
False |
False |
141,743 |
10 |
13,813 |
13,315 |
498 |
3.6% |
161 |
1.2% |
88% |
False |
False |
117,882 |
20 |
13,826 |
13,315 |
511 |
3.7% |
131 |
1.0% |
86% |
False |
False |
59,365 |
40 |
13,826 |
13,070 |
756 |
5.5% |
105 |
0.8% |
91% |
False |
False |
29,737 |
60 |
13,826 |
12,411 |
1,415 |
10.3% |
86 |
0.6% |
95% |
False |
False |
19,830 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,108 |
2.618 |
13,979 |
1.618 |
13,900 |
1.000 |
13,851 |
0.618 |
13,821 |
HIGH |
13,772 |
0.618 |
13,742 |
0.500 |
13,733 |
0.382 |
13,723 |
LOW |
13,693 |
0.618 |
13,644 |
1.000 |
13,614 |
1.618 |
13,565 |
2.618 |
13,486 |
4.250 |
13,357 |
|
|
Fisher Pivots for day following 19-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
13,748 |
13,753 |
PP |
13,740 |
13,750 |
S1 |
13,733 |
13,748 |
|