Trading Metrics calculated at close of trading on 27-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2007 |
27-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
13,482 |
13,403 |
-79 |
-0.6% |
13,751 |
High |
13,558 |
13,532 |
-26 |
-0.2% |
13,812 |
Low |
13,393 |
13,351 |
-42 |
-0.3% |
13,471 |
Close |
13,396 |
13,520 |
124 |
0.9% |
13,506 |
Range |
165 |
181 |
16 |
9.7% |
341 |
ATR |
142 |
145 |
3 |
1.9% |
0 |
Volume |
194,972 |
218,338 |
23,366 |
12.0% |
713,026 |
|
Daily Pivots for day following 27-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,011 |
13,946 |
13,620 |
|
R3 |
13,830 |
13,765 |
13,570 |
|
R2 |
13,649 |
13,649 |
13,553 |
|
R1 |
13,584 |
13,584 |
13,537 |
13,617 |
PP |
13,468 |
13,468 |
13,468 |
13,484 |
S1 |
13,403 |
13,403 |
13,504 |
13,436 |
S2 |
13,287 |
13,287 |
13,487 |
|
S3 |
13,106 |
13,222 |
13,470 |
|
S4 |
12,925 |
13,041 |
13,421 |
|
|
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 |
13,678 |
13,351 |
327 |
2.4% |
181 |
1.3% |
52% |
False |
True |
201,873 |
10 |
13,813 |
13,351 |
462 |
3.4% |
153 |
1.1% |
37% |
False |
True |
163,165 |
20 |
13,826 |
13,315 |
511 |
3.8% |
152 |
1.1% |
40% |
False |
False |
115,123 |
40 |
13,826 |
13,300 |
526 |
3.9% |
122 |
0.9% |
42% |
False |
False |
57,755 |
60 |
13,826 |
12,650 |
1,176 |
8.7% |
100 |
0.7% |
74% |
False |
False |
38,512 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,301 |
2.618 |
14,006 |
1.618 |
13,825 |
1.000 |
13,713 |
0.618 |
13,644 |
HIGH |
13,532 |
0.618 |
13,463 |
0.500 |
13,442 |
0.382 |
13,420 |
LOW |
13,351 |
0.618 |
13,239 |
1.000 |
13,170 |
1.618 |
13,058 |
2.618 |
12,877 |
4.250 |
12,582 |
|
|
Fisher Pivots for day following 27-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
13,494 |
13,504 |
PP |
13,468 |
13,488 |
S1 |
13,442 |
13,473 |
|