Trading Metrics calculated at close of trading on 28-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2007 |
28-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
13,403 |
13,520 |
117 |
0.9% |
13,751 |
High |
13,532 |
13,593 |
61 |
0.5% |
13,812 |
Low |
13,351 |
13,492 |
141 |
1.1% |
13,471 |
Close |
13,520 |
13,517 |
-3 |
0.0% |
13,506 |
Range |
181 |
101 |
-80 |
-44.2% |
341 |
ATR |
145 |
142 |
-3 |
-2.2% |
0 |
Volume |
218,338 |
179,437 |
-38,901 |
-17.8% |
713,026 |
|
Daily Pivots for day following 28-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,837 |
13,778 |
13,573 |
|
R3 |
13,736 |
13,677 |
13,545 |
|
R2 |
13,635 |
13,635 |
13,536 |
|
R1 |
13,576 |
13,576 |
13,526 |
13,555 |
PP |
13,534 |
13,534 |
13,534 |
13,524 |
S1 |
13,475 |
13,475 |
13,508 |
13,454 |
S2 |
13,433 |
13,433 |
13,499 |
|
S3 |
13,332 |
13,374 |
13,489 |
|
S4 |
13,231 |
13,273 |
13,462 |
|
|
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 |
13,664 |
13,351 |
313 |
2.3% |
167 |
1.2% |
53% |
False |
False |
201,062 |
10 |
13,813 |
13,351 |
462 |
3.4% |
152 |
1.1% |
36% |
False |
False |
164,548 |
20 |
13,826 |
13,315 |
511 |
3.8% |
154 |
1.1% |
40% |
False |
False |
124,048 |
40 |
13,826 |
13,315 |
511 |
3.8% |
122 |
0.9% |
40% |
False |
False |
62,240 |
60 |
13,826 |
12,650 |
1,176 |
8.7% |
102 |
0.8% |
74% |
False |
False |
41,503 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,022 |
2.618 |
13,858 |
1.618 |
13,757 |
1.000 |
13,694 |
0.618 |
13,656 |
HIGH |
13,593 |
0.618 |
13,555 |
0.500 |
13,543 |
0.382 |
13,531 |
LOW |
13,492 |
0.618 |
13,430 |
1.000 |
13,391 |
1.618 |
13,329 |
2.618 |
13,228 |
4.250 |
13,063 |
|
|
Fisher Pivots for day following 28-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
13,543 |
13,502 |
PP |
13,534 |
13,487 |
S1 |
13,526 |
13,472 |
|