Trading Metrics calculated at close of trading on 29-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2007 |
29-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
13,520 |
13,521 |
1 |
0.0% |
13,499 |
High |
13,593 |
13,617 |
24 |
0.2% |
13,617 |
Low |
13,492 |
13,402 |
-90 |
-0.7% |
13,351 |
Close |
13,517 |
13,517 |
0 |
0.0% |
13,517 |
Range |
101 |
215 |
114 |
112.9% |
266 |
ATR |
142 |
147 |
5 |
3.7% |
0 |
Volume |
179,437 |
140,516 |
-38,921 |
-21.7% |
930,006 |
|
Daily Pivots for day following 29-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,157 |
14,052 |
13,635 |
|
R3 |
13,942 |
13,837 |
13,576 |
|
R2 |
13,727 |
13,727 |
13,557 |
|
R1 |
13,622 |
13,622 |
13,537 |
13,567 |
PP |
13,512 |
13,512 |
13,512 |
13,485 |
S1 |
13,407 |
13,407 |
13,497 |
13,352 |
S2 |
13,297 |
13,297 |
13,478 |
|
S3 |
13,082 |
13,192 |
13,458 |
|
S4 |
12,867 |
12,977 |
13,399 |
|
|
Weekly Pivots for week ending 29-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,293 |
14,171 |
13,663 |
|
R3 |
14,027 |
13,905 |
13,590 |
|
R2 |
13,761 |
13,761 |
13,566 |
|
R1 |
13,639 |
13,639 |
13,542 |
13,700 |
PP |
13,495 |
13,495 |
13,495 |
13,526 |
S1 |
13,373 |
13,373 |
13,493 |
13,434 |
S2 |
13,229 |
13,229 |
13,468 |
|
S3 |
12,963 |
13,107 |
13,444 |
|
S4 |
12,697 |
12,841 |
13,371 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,617 |
13,351 |
266 |
2.0% |
171 |
1.3% |
62% |
True |
False |
186,001 |
10 |
13,812 |
13,351 |
461 |
3.4% |
161 |
1.2% |
36% |
False |
False |
164,303 |
20 |
13,825 |
13,315 |
510 |
3.8% |
162 |
1.2% |
40% |
False |
False |
131,050 |
40 |
13,826 |
13,315 |
511 |
3.8% |
126 |
0.9% |
40% |
False |
False |
65,751 |
60 |
13,826 |
12,650 |
1,176 |
8.7% |
105 |
0.8% |
74% |
False |
False |
43,844 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,531 |
2.618 |
14,180 |
1.618 |
13,965 |
1.000 |
13,832 |
0.618 |
13,750 |
HIGH |
13,617 |
0.618 |
13,535 |
0.500 |
13,510 |
0.382 |
13,484 |
LOW |
13,402 |
0.618 |
13,269 |
1.000 |
13,187 |
1.618 |
13,054 |
2.618 |
12,839 |
4.250 |
12,488 |
|
|
Fisher Pivots for day following 29-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
13,515 |
13,506 |
PP |
13,512 |
13,495 |
S1 |
13,510 |
13,484 |
|