Trading Metrics calculated at close of trading on 21-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2007 |
21-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
13,749 |
13,612 |
-137 |
-1.0% |
13,542 |
High |
13,812 |
13,678 |
-134 |
-1.0% |
13,813 |
Low |
13,592 |
13,507 |
-85 |
-0.6% |
13,395 |
Close |
13,608 |
13,660 |
52 |
0.4% |
13,753 |
Range |
220 |
171 |
-49 |
-22.3% |
418 |
ATR |
129 |
132 |
3 |
2.3% |
0 |
Volume |
111,650 |
183,492 |
71,842 |
64.3% |
805,695 |
|
Daily Pivots for day following 21-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,128 |
14,065 |
13,754 |
|
R3 |
13,957 |
13,894 |
13,707 |
|
R2 |
13,786 |
13,786 |
13,691 |
|
R1 |
13,723 |
13,723 |
13,676 |
13,755 |
PP |
13,615 |
13,615 |
13,615 |
13,631 |
S1 |
13,552 |
13,552 |
13,644 |
13,584 |
S2 |
13,444 |
13,444 |
13,629 |
|
S3 |
13,273 |
13,381 |
13,613 |
|
S4 |
13,102 |
13,210 |
13,566 |
|
|
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 |
13,507 |
306 |
2.2% |
138 |
1.0% |
50% |
False |
True |
128,035 |
10 |
13,813 |
13,315 |
498 |
3.6% |
155 |
1.1% |
69% |
False |
False |
146,249 |
20 |
13,826 |
13,315 |
511 |
3.7% |
143 |
1.0% |
68% |
False |
False |
74,105 |
40 |
13,826 |
13,190 |
636 |
4.7% |
110 |
0.8% |
74% |
False |
False |
37,114 |
60 |
13,826 |
12,411 |
1,415 |
10.4% |
91 |
0.7% |
88% |
False |
False |
24,749 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,405 |
2.618 |
14,126 |
1.618 |
13,955 |
1.000 |
13,849 |
0.618 |
13,784 |
HIGH |
13,678 |
0.618 |
13,613 |
0.500 |
13,593 |
0.382 |
13,572 |
LOW |
13,507 |
0.618 |
13,401 |
1.000 |
13,336 |
1.618 |
13,230 |
2.618 |
13,059 |
4.250 |
12,780 |
|
|
Fisher Pivots for day following 21-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
13,638 |
13,660 |
PP |
13,615 |
13,660 |
S1 |
13,593 |
13,660 |
|