Trading Metrics calculated at close of trading on 27-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2007 |
27-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
1,513.7 |
1,498.6 |
-15.1 |
-1.0% |
1,546.9 |
High |
1,519.2 |
1,519.7 |
0.5 |
0.0% |
1,554.2 |
Low |
1,497.5 |
1,492.2 |
-5.3 |
-0.4% |
1,513.5 |
Close |
1,497.8 |
1,518.9 |
21.1 |
1.4% |
1,520.5 |
Range |
21.7 |
27.5 |
5.8 |
26.7% |
40.7 |
ATR |
17.0 |
17.7 |
0.8 |
4.4% |
0.0 |
Volume |
35,834 |
39,302 |
3,468 |
9.7% |
171,801 |
|
Daily Pivots for day following 27-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,592.8 |
1,583.3 |
1,534.0 |
|
R3 |
1,565.3 |
1,555.8 |
1,526.5 |
|
R2 |
1,537.8 |
1,537.8 |
1,523.9 |
|
R1 |
1,528.3 |
1,528.3 |
1,521.4 |
1,533.1 |
PP |
1,510.3 |
1,510.3 |
1,510.3 |
1,512.6 |
S1 |
1,500.8 |
1,500.8 |
1,516.4 |
1,505.6 |
S2 |
1,482.8 |
1,482.8 |
1,513.9 |
|
S3 |
1,455.3 |
1,473.3 |
1,511.3 |
|
S4 |
1,427.8 |
1,445.8 |
1,503.8 |
|
|
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 |
1,536.8 |
1,492.2 |
44.6 |
2.9% |
22.6 |
1.5% |
60% |
False |
True |
37,094 |
10 |
1,554.2 |
1,492.2 |
62.0 |
4.1% |
19.0 |
1.2% |
43% |
False |
True |
46,001 |
20 |
1,557.7 |
1,492.2 |
65.5 |
4.3% |
17.7 |
1.2% |
41% |
False |
True |
61,595 |
40 |
1,557.7 |
1,492.2 |
65.5 |
4.3% |
13.9 |
0.9% |
41% |
False |
True |
32,730 |
60 |
1,557.7 |
1,459.9 |
97.8 |
6.4% |
11.3 |
0.7% |
60% |
False |
False |
21,958 |
80 |
1,557.7 |
1,388.4 |
169.3 |
11.1% |
10.0 |
0.7% |
77% |
False |
False |
16,512 |
100 |
1,557.7 |
1,388.4 |
169.3 |
11.1% |
8.9 |
0.6% |
77% |
False |
False |
13,245 |
120 |
1,557.7 |
1,388.4 |
169.3 |
11.1% |
7.8 |
0.5% |
77% |
False |
False |
11,095 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,636.6 |
2.618 |
1,591.7 |
1.618 |
1,564.2 |
1.000 |
1,547.2 |
0.618 |
1,536.7 |
HIGH |
1,519.7 |
0.618 |
1,509.2 |
0.500 |
1,506.0 |
0.382 |
1,502.7 |
LOW |
1,492.2 |
0.618 |
1,475.2 |
1.000 |
1,464.7 |
1.618 |
1,447.7 |
2.618 |
1,420.2 |
4.250 |
1,375.3 |
|
|
Fisher Pivots for day following 27-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
1,514.6 |
1,515.9 |
PP |
1,510.3 |
1,513.0 |
S1 |
1,506.0 |
1,510.0 |
|