Trading Metrics calculated at close of trading on 12-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2007 |
12-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
1,521.7 |
1,524.9 |
3.2 |
0.2% |
1,549.0 |
High |
1,531.5 |
1,526.7 |
-4.8 |
-0.3% |
1,557.7 |
Low |
1,518.6 |
1,506.6 |
-12.0 |
-0.8% |
1,494.5 |
Close |
1,525.2 |
1,507.5 |
-17.7 |
-1.2% |
1,522.5 |
Range |
12.9 |
20.1 |
7.2 |
55.8% |
63.2 |
ATR |
13.9 |
14.4 |
0.4 |
3.2% |
0.0 |
Volume |
116,318 |
121,662 |
5,344 |
4.6% |
360,494 |
|
Daily Pivots for day following 12-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,573.9 |
1,560.8 |
1,518.6 |
|
R3 |
1,553.8 |
1,540.7 |
1,513.0 |
|
R2 |
1,533.7 |
1,533.7 |
1,511.2 |
|
R1 |
1,520.6 |
1,520.6 |
1,509.3 |
1,517.1 |
PP |
1,513.6 |
1,513.6 |
1,513.6 |
1,511.9 |
S1 |
1,500.5 |
1,500.5 |
1,505.7 |
1,497.0 |
S2 |
1,493.5 |
1,493.5 |
1,503.8 |
|
S3 |
1,473.4 |
1,480.4 |
1,502.0 |
|
S4 |
1,453.3 |
1,460.3 |
1,496.4 |
|
|
Weekly Pivots for week ending 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,714.5 |
1,681.7 |
1,557.3 |
|
R3 |
1,651.3 |
1,618.5 |
1,539.9 |
|
R2 |
1,588.1 |
1,588.1 |
1,534.1 |
|
R1 |
1,555.3 |
1,555.3 |
1,528.3 |
1,540.1 |
PP |
1,524.9 |
1,524.9 |
1,524.9 |
1,517.3 |
S1 |
1,492.1 |
1,492.1 |
1,516.7 |
1,476.9 |
S2 |
1,461.7 |
1,461.7 |
1,510.9 |
|
S3 |
1,398.5 |
1,428.9 |
1,505.1 |
|
S4 |
1,335.3 |
1,365.7 |
1,487.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,542.0 |
1,494.5 |
47.5 |
3.2% |
20.9 |
1.4% |
27% |
False |
False |
106,525 |
10 |
1,557.7 |
1,494.5 |
63.2 |
4.2% |
15.8 |
1.1% |
21% |
False |
False |
65,607 |
20 |
1,557.7 |
1,494.5 |
63.2 |
4.2% |
13.1 |
0.9% |
21% |
False |
False |
34,502 |
40 |
1,557.7 |
1,485.2 |
72.5 |
4.8% |
10.5 |
0.7% |
31% |
False |
False |
17,937 |
60 |
1,557.7 |
1,436.5 |
121.2 |
8.0% |
8.8 |
0.6% |
59% |
False |
False |
12,063 |
80 |
1,557.7 |
1,388.4 |
169.3 |
11.2% |
8.1 |
0.5% |
70% |
False |
False |
9,060 |
100 |
1,557.7 |
1,388.4 |
169.3 |
11.2% |
7.0 |
0.5% |
70% |
False |
False |
7,324 |
120 |
1,557.7 |
1,388.4 |
169.3 |
11.2% |
6.0 |
0.4% |
70% |
False |
False |
6,184 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,612.1 |
2.618 |
1,579.3 |
1.618 |
1,559.2 |
1.000 |
1,546.8 |
0.618 |
1,539.1 |
HIGH |
1,526.7 |
0.618 |
1,519.0 |
0.500 |
1,516.7 |
0.382 |
1,514.3 |
LOW |
1,506.6 |
0.618 |
1,494.2 |
1.000 |
1,486.5 |
1.618 |
1,474.1 |
2.618 |
1,454.0 |
4.250 |
1,421.2 |
|
|
Fisher Pivots for day following 12-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
1,516.7 |
1,513.0 |
PP |
1,513.6 |
1,511.2 |
S1 |
1,510.6 |
1,509.3 |
|