Trading Metrics calculated at close of trading on 14-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2007 |
14-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
1,507.5 |
1,529.3 |
21.8 |
1.4% |
1,549.0 |
High |
1,531.7 |
1,542.0 |
10.3 |
0.7% |
1,557.7 |
Low |
1,503.7 |
1,528.5 |
24.8 |
1.6% |
1,494.5 |
Close |
1,530.2 |
1,539.5 |
9.3 |
0.6% |
1,522.5 |
Range |
28.0 |
13.5 |
-14.5 |
-51.8% |
63.2 |
ATR |
15.3 |
15.2 |
-0.1 |
-0.9% |
0.0 |
Volume |
136,546 |
105,563 |
-30,983 |
-22.7% |
360,494 |
|
Daily Pivots for day following 14-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,577.2 |
1,571.8 |
1,546.9 |
|
R3 |
1,563.7 |
1,558.3 |
1,543.2 |
|
R2 |
1,550.2 |
1,550.2 |
1,542.0 |
|
R1 |
1,544.8 |
1,544.8 |
1,540.7 |
1,547.5 |
PP |
1,536.7 |
1,536.7 |
1,536.7 |
1,538.0 |
S1 |
1,531.3 |
1,531.3 |
1,538.3 |
1,534.0 |
S2 |
1,523.2 |
1,523.2 |
1,537.0 |
|
S3 |
1,509.7 |
1,517.8 |
1,535.8 |
|
S4 |
1,496.2 |
1,504.3 |
1,532.1 |
|
|
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 |
3.1% |
20.7 |
1.3% |
95% |
True |
False |
120,457 |
10 |
1,557.7 |
1,494.5 |
63.2 |
4.1% |
17.2 |
1.1% |
71% |
False |
False |
86,044 |
20 |
1,557.7 |
1,494.5 |
63.2 |
4.1% |
13.9 |
0.9% |
71% |
False |
False |
46,250 |
40 |
1,557.7 |
1,485.2 |
72.5 |
4.7% |
11.2 |
0.7% |
75% |
False |
False |
23,984 |
60 |
1,557.7 |
1,436.7 |
121.0 |
7.9% |
9.5 |
0.6% |
85% |
False |
False |
16,098 |
80 |
1,557.7 |
1,388.4 |
169.3 |
11.0% |
8.6 |
0.6% |
89% |
False |
False |
12,086 |
100 |
1,557.7 |
1,388.4 |
169.3 |
11.0% |
7.5 |
0.5% |
89% |
False |
False |
9,711 |
120 |
1,557.7 |
1,388.4 |
169.3 |
11.0% |
6.3 |
0.4% |
89% |
False |
False |
8,171 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,599.4 |
2.618 |
1,577.3 |
1.618 |
1,563.8 |
1.000 |
1,555.5 |
0.618 |
1,550.3 |
HIGH |
1,542.0 |
0.618 |
1,536.8 |
0.500 |
1,535.3 |
0.382 |
1,533.7 |
LOW |
1,528.5 |
0.618 |
1,520.2 |
1.000 |
1,515.0 |
1.618 |
1,506.7 |
2.618 |
1,493.2 |
4.250 |
1,471.1 |
|
|
Fisher Pivots for day following 14-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
1,538.1 |
1,534.0 |
PP |
1,536.7 |
1,528.4 |
S1 |
1,535.3 |
1,522.9 |
|