Trading Metrics calculated at close of trading on 26-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2007 |
26-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
13,499 |
13,482 |
-17 |
-0.1% |
13,751 |
High |
13,594 |
13,558 |
-36 |
-0.3% |
13,812 |
Low |
13,401 |
13,393 |
-8 |
-0.1% |
13,471 |
Close |
13,479 |
13,396 |
-83 |
-0.6% |
13,506 |
Range |
193 |
165 |
-28 |
-14.5% |
341 |
ATR |
141 |
142 |
2 |
1.2% |
0 |
Volume |
196,743 |
194,972 |
-1,771 |
-0.9% |
713,026 |
|
Daily Pivots for day following 26-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,944 |
13,835 |
13,487 |
|
R3 |
13,779 |
13,670 |
13,442 |
|
R2 |
13,614 |
13,614 |
13,426 |
|
R1 |
13,505 |
13,505 |
13,411 |
13,477 |
PP |
13,449 |
13,449 |
13,449 |
13,435 |
S1 |
13,340 |
13,340 |
13,381 |
13,312 |
S2 |
13,284 |
13,284 |
13,366 |
|
S3 |
13,119 |
13,175 |
13,351 |
|
S4 |
12,954 |
13,010 |
13,305 |
|
|
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 |
13,393 |
419 |
3.1% |
189 |
1.4% |
1% |
False |
True |
180,535 |
10 |
13,813 |
13,393 |
420 |
3.1% |
157 |
1.2% |
1% |
False |
True |
161,139 |
20 |
13,826 |
13,315 |
511 |
3.8% |
153 |
1.1% |
16% |
False |
False |
104,233 |
40 |
13,826 |
13,190 |
636 |
4.7% |
120 |
0.9% |
32% |
False |
False |
52,297 |
60 |
13,826 |
12,650 |
1,176 |
8.8% |
98 |
0.7% |
63% |
False |
False |
34,873 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,259 |
2.618 |
13,990 |
1.618 |
13,825 |
1.000 |
13,723 |
0.618 |
13,660 |
HIGH |
13,558 |
0.618 |
13,495 |
0.500 |
13,476 |
0.382 |
13,456 |
LOW |
13,393 |
0.618 |
13,291 |
1.000 |
13,228 |
1.618 |
13,126 |
2.618 |
12,961 |
4.250 |
12,692 |
|
|
Fisher Pivots for day following 26-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
13,476 |
13,529 |
PP |
13,449 |
13,484 |
S1 |
13,423 |
13,440 |
|