Trading Metrics calculated at close of trading on 22-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2007 |
22-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
13,612 |
13,647 |
35 |
0.3% |
13,751 |
High |
13,678 |
13,664 |
-14 |
-0.1% |
13,812 |
Low |
13,507 |
13,471 |
-36 |
-0.3% |
13,471 |
Close |
13,660 |
13,506 |
-154 |
-1.1% |
13,506 |
Range |
171 |
193 |
22 |
12.9% |
341 |
ATR |
132 |
137 |
4 |
3.3% |
0 |
Volume |
183,492 |
215,822 |
32,330 |
17.6% |
713,026 |
|
Daily Pivots for day following 22-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,126 |
14,009 |
13,612 |
|
R3 |
13,933 |
13,816 |
13,559 |
|
R2 |
13,740 |
13,740 |
13,542 |
|
R1 |
13,623 |
13,623 |
13,524 |
13,585 |
PP |
13,547 |
13,547 |
13,547 |
13,528 |
S1 |
13,430 |
13,430 |
13,488 |
13,392 |
S2 |
13,354 |
13,354 |
13,471 |
|
S3 |
13,161 |
13,237 |
13,453 |
|
S4 |
12,968 |
13,044 |
13,400 |
|
|
Weekly Pivots for week ending 22-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,619 |
14,404 |
13,694 |
|
R3 |
14,278 |
14,063 |
13,600 |
|
R2 |
13,937 |
13,937 |
13,569 |
|
R1 |
13,722 |
13,722 |
13,537 |
13,659 |
PP |
13,596 |
13,596 |
13,596 |
13,565 |
S1 |
13,381 |
13,381 |
13,475 |
13,318 |
S2 |
13,255 |
13,255 |
13,444 |
|
S3 |
12,914 |
13,040 |
13,412 |
|
S4 |
12,573 |
12,699 |
13,319 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,812 |
13,471 |
341 |
2.5% |
150 |
1.1% |
10% |
False |
True |
142,605 |
10 |
13,813 |
13,395 |
418 |
3.1% |
149 |
1.1% |
27% |
False |
False |
151,872 |
20 |
13,826 |
13,315 |
511 |
3.8% |
143 |
1.1% |
37% |
False |
False |
84,884 |
40 |
13,826 |
13,190 |
636 |
4.7% |
113 |
0.8% |
50% |
False |
False |
42,509 |
60 |
13,826 |
12,517 |
1,309 |
9.7% |
92 |
0.7% |
76% |
False |
False |
28,345 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,484 |
2.618 |
14,169 |
1.618 |
13,976 |
1.000 |
13,857 |
0.618 |
13,783 |
HIGH |
13,664 |
0.618 |
13,590 |
0.500 |
13,568 |
0.382 |
13,545 |
LOW |
13,471 |
0.618 |
13,352 |
1.000 |
13,278 |
1.618 |
13,159 |
2.618 |
12,966 |
4.250 |
12,651 |
|
|
Fisher Pivots for day following 22-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
13,568 |
13,642 |
PP |
13,547 |
13,596 |
S1 |
13,527 |
13,551 |
|