Trading Metrics calculated at close of trading on 22-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2007 |
22-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
1,527.2 |
1,535.5 |
8.3 |
0.5% |
1,546.9 |
High |
1,536.8 |
1,536.0 |
-0.8 |
-0.1% |
1,554.2 |
Low |
1,518.0 |
1,513.5 |
-4.5 |
-0.3% |
1,513.5 |
Close |
1,535.8 |
1,520.5 |
-15.3 |
-1.0% |
1,520.5 |
Range |
18.8 |
22.5 |
3.7 |
19.7% |
40.7 |
ATR |
15.7 |
16.2 |
0.5 |
3.1% |
0.0 |
Volume |
33,978 |
41,084 |
7,106 |
20.9% |
171,801 |
|
Daily Pivots for day following 22-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,590.8 |
1,578.2 |
1,532.9 |
|
R3 |
1,568.3 |
1,555.7 |
1,526.7 |
|
R2 |
1,545.8 |
1,545.8 |
1,524.6 |
|
R1 |
1,533.2 |
1,533.2 |
1,522.6 |
1,528.3 |
PP |
1,523.3 |
1,523.3 |
1,523.3 |
1,520.9 |
S1 |
1,510.7 |
1,510.7 |
1,518.4 |
1,505.8 |
S2 |
1,500.8 |
1,500.8 |
1,516.4 |
|
S3 |
1,478.3 |
1,488.2 |
1,514.3 |
|
S4 |
1,455.8 |
1,465.7 |
1,508.1 |
|
|
Weekly Pivots for week ending 22-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,651.5 |
1,626.7 |
1,542.9 |
|
R3 |
1,610.8 |
1,586.0 |
1,531.7 |
|
R2 |
1,570.1 |
1,570.1 |
1,528.0 |
|
R1 |
1,545.3 |
1,545.3 |
1,524.2 |
1,537.4 |
PP |
1,529.4 |
1,529.4 |
1,529.4 |
1,525.4 |
S1 |
1,504.6 |
1,504.6 |
1,516.8 |
1,496.7 |
S2 |
1,488.7 |
1,488.7 |
1,513.0 |
|
S3 |
1,448.0 |
1,463.9 |
1,509.3 |
|
S4 |
1,407.3 |
1,423.2 |
1,498.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,554.2 |
1,513.5 |
40.7 |
2.7% |
17.8 |
1.2% |
17% |
False |
True |
34,360 |
10 |
1,554.2 |
1,503.7 |
50.5 |
3.3% |
17.9 |
1.2% |
33% |
False |
False |
72,413 |
20 |
1,557.7 |
1,494.5 |
63.2 |
4.2% |
15.9 |
1.0% |
41% |
False |
False |
57,536 |
40 |
1,557.7 |
1,494.5 |
63.2 |
4.2% |
12.5 |
0.8% |
41% |
False |
False |
29,987 |
60 |
1,557.7 |
1,436.7 |
121.0 |
8.0% |
10.5 |
0.7% |
69% |
False |
False |
20,130 |
80 |
1,557.7 |
1,388.4 |
169.3 |
11.1% |
9.6 |
0.6% |
78% |
False |
False |
15,133 |
100 |
1,557.7 |
1,388.4 |
169.3 |
11.1% |
8.2 |
0.5% |
78% |
False |
False |
12,146 |
120 |
1,557.7 |
1,388.4 |
169.3 |
11.1% |
7.2 |
0.5% |
78% |
False |
False |
10,184 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,631.6 |
2.618 |
1,594.9 |
1.618 |
1,572.4 |
1.000 |
1,558.5 |
0.618 |
1,549.9 |
HIGH |
1,536.0 |
0.618 |
1,527.4 |
0.500 |
1,524.8 |
0.382 |
1,522.1 |
LOW |
1,513.5 |
0.618 |
1,499.6 |
1.000 |
1,491.0 |
1.618 |
1,477.1 |
2.618 |
1,454.6 |
4.250 |
1,417.9 |
|
|
Fisher Pivots for day following 22-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
1,524.8 |
1,533.9 |
PP |
1,523.3 |
1,529.4 |
S1 |
1,521.9 |
1,525.0 |
|