Trading Metrics calculated at close of trading on 15-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2007 |
15-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
1,529.3 |
1,539.5 |
10.2 |
0.7% |
1,521.7 |
High |
1,542.0 |
1,553.9 |
11.9 |
0.8% |
1,553.9 |
Low |
1,528.5 |
1,538.3 |
9.8 |
0.6% |
1,503.7 |
Close |
1,539.5 |
1,547.7 |
8.2 |
0.5% |
1,547.7 |
Range |
13.5 |
15.6 |
2.1 |
15.6% |
50.2 |
ATR |
15.2 |
15.2 |
0.0 |
0.2% |
0.0 |
Volume |
105,563 |
72,246 |
-33,317 |
-31.6% |
552,335 |
|
Daily Pivots for day following 15-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,593.4 |
1,586.2 |
1,556.3 |
|
R3 |
1,577.8 |
1,570.6 |
1,552.0 |
|
R2 |
1,562.2 |
1,562.2 |
1,550.6 |
|
R1 |
1,555.0 |
1,555.0 |
1,549.1 |
1,558.6 |
PP |
1,546.6 |
1,546.6 |
1,546.6 |
1,548.5 |
S1 |
1,539.4 |
1,539.4 |
1,546.3 |
1,543.0 |
S2 |
1,531.0 |
1,531.0 |
1,544.8 |
|
S3 |
1,515.4 |
1,523.8 |
1,543.4 |
|
S4 |
1,499.8 |
1,508.2 |
1,539.1 |
|
|
Weekly Pivots for week ending 15-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,685.7 |
1,666.9 |
1,575.3 |
|
R3 |
1,635.5 |
1,616.7 |
1,561.5 |
|
R2 |
1,585.3 |
1,585.3 |
1,556.9 |
|
R1 |
1,566.5 |
1,566.5 |
1,552.3 |
1,575.9 |
PP |
1,535.1 |
1,535.1 |
1,535.1 |
1,539.8 |
S1 |
1,516.3 |
1,516.3 |
1,543.1 |
1,525.7 |
S2 |
1,484.9 |
1,484.9 |
1,538.5 |
|
S3 |
1,434.7 |
1,466.1 |
1,533.9 |
|
S4 |
1,384.5 |
1,415.9 |
1,520.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,553.9 |
1,503.7 |
50.2 |
3.2% |
18.0 |
1.2% |
88% |
True |
False |
110,467 |
10 |
1,557.7 |
1,494.5 |
63.2 |
4.1% |
18.1 |
1.2% |
84% |
False |
False |
91,282 |
20 |
1,557.7 |
1,494.5 |
63.2 |
4.1% |
14.3 |
0.9% |
84% |
False |
False |
49,655 |
40 |
1,557.7 |
1,494.4 |
63.3 |
4.1% |
11.3 |
0.7% |
84% |
False |
False |
25,789 |
60 |
1,557.7 |
1,436.7 |
121.0 |
7.8% |
9.6 |
0.6% |
92% |
False |
False |
17,300 |
80 |
1,557.7 |
1,388.4 |
169.3 |
10.9% |
8.8 |
0.6% |
94% |
False |
False |
12,989 |
100 |
1,557.7 |
1,388.4 |
169.3 |
10.9% |
7.6 |
0.5% |
94% |
False |
False |
10,433 |
120 |
1,557.7 |
1,388.4 |
169.3 |
10.9% |
6.5 |
0.4% |
94% |
False |
False |
8,773 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,620.2 |
2.618 |
1,594.7 |
1.618 |
1,579.1 |
1.000 |
1,569.5 |
0.618 |
1,563.5 |
HIGH |
1,553.9 |
0.618 |
1,547.9 |
0.500 |
1,546.1 |
0.382 |
1,544.3 |
LOW |
1,538.3 |
0.618 |
1,528.7 |
1.000 |
1,522.7 |
1.618 |
1,513.1 |
2.618 |
1,497.5 |
4.250 |
1,472.0 |
|
|
Fisher Pivots for day following 15-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
1,547.2 |
1,541.4 |
PP |
1,546.6 |
1,535.1 |
S1 |
1,546.1 |
1,528.8 |
|