Trading Metrics calculated at close of trading on 25-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2007 |
25-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
13,647 |
13,499 |
-148 |
-1.1% |
13,751 |
High |
13,664 |
13,594 |
-70 |
-0.5% |
13,812 |
Low |
13,471 |
13,401 |
-70 |
-0.5% |
13,471 |
Close |
13,506 |
13,479 |
-27 |
-0.2% |
13,506 |
Range |
193 |
193 |
0 |
0.0% |
341 |
ATR |
137 |
141 |
4 |
3.0% |
0 |
Volume |
215,822 |
196,743 |
-19,079 |
-8.8% |
713,026 |
|
Daily Pivots for day following 25-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,070 |
13,968 |
13,585 |
|
R3 |
13,877 |
13,775 |
13,532 |
|
R2 |
13,684 |
13,684 |
13,515 |
|
R1 |
13,582 |
13,582 |
13,497 |
13,537 |
PP |
13,491 |
13,491 |
13,491 |
13,469 |
S1 |
13,389 |
13,389 |
13,461 |
13,344 |
S2 |
13,298 |
13,298 |
13,444 |
|
S3 |
13,105 |
13,196 |
13,426 |
|
S4 |
12,912 |
13,003 |
13,373 |
|
|
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 |
13,401 |
411 |
3.0% |
171 |
1.3% |
19% |
False |
True |
159,549 |
10 |
13,813 |
13,395 |
418 |
3.1% |
159 |
1.2% |
20% |
False |
False |
154,943 |
20 |
13,826 |
13,315 |
511 |
3.8% |
150 |
1.1% |
32% |
False |
False |
94,706 |
40 |
13,826 |
13,190 |
636 |
4.7% |
117 |
0.9% |
45% |
False |
False |
47,427 |
60 |
13,826 |
12,545 |
1,281 |
9.5% |
95 |
0.7% |
73% |
False |
False |
31,624 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,414 |
2.618 |
14,099 |
1.618 |
13,906 |
1.000 |
13,787 |
0.618 |
13,713 |
HIGH |
13,594 |
0.618 |
13,520 |
0.500 |
13,498 |
0.382 |
13,475 |
LOW |
13,401 |
0.618 |
13,282 |
1.000 |
13,208 |
1.618 |
13,089 |
2.618 |
12,896 |
4.250 |
12,581 |
|
|
Fisher Pivots for day following 25-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
13,498 |
13,540 |
PP |
13,491 |
13,519 |
S1 |
13,485 |
13,499 |
|