Trading Metrics calculated at close of trading on 29-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2007 |
29-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
1,518.5 |
1,517.5 |
-1.0 |
-0.1% |
1,519.0 |
High |
1,527.8 |
1,530.0 |
2.2 |
0.1% |
1,530.0 |
Low |
1,515.6 |
1,504.5 |
-11.1 |
-0.7% |
1,492.2 |
Close |
1,517.2 |
1,515.4 |
-1.8 |
-0.1% |
1,515.4 |
Range |
12.2 |
25.5 |
13.3 |
109.0% |
37.8 |
ATR |
17.3 |
17.9 |
0.6 |
3.4% |
0.0 |
Volume |
41,243 |
30,101 |
-11,142 |
-27.0% |
181,753 |
|
Daily Pivots for day following 29-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,593.1 |
1,579.8 |
1,529.4 |
|
R3 |
1,567.6 |
1,554.3 |
1,522.4 |
|
R2 |
1,542.1 |
1,542.1 |
1,520.1 |
|
R1 |
1,528.8 |
1,528.8 |
1,517.7 |
1,522.7 |
PP |
1,516.6 |
1,516.6 |
1,516.6 |
1,513.6 |
S1 |
1,503.3 |
1,503.3 |
1,513.1 |
1,497.2 |
S2 |
1,491.1 |
1,491.1 |
1,510.7 |
|
S3 |
1,465.6 |
1,477.8 |
1,508.4 |
|
S4 |
1,440.1 |
1,452.3 |
1,501.4 |
|
|
Weekly Pivots for week ending 29-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,625.9 |
1,608.5 |
1,536.2 |
|
R3 |
1,588.1 |
1,570.7 |
1,525.8 |
|
R2 |
1,550.3 |
1,550.3 |
1,522.3 |
|
R1 |
1,532.9 |
1,532.9 |
1,518.9 |
1,522.7 |
PP |
1,512.5 |
1,512.5 |
1,512.5 |
1,507.5 |
S1 |
1,495.1 |
1,495.1 |
1,511.9 |
1,484.9 |
S2 |
1,474.7 |
1,474.7 |
1,508.5 |
|
S3 |
1,436.9 |
1,457.3 |
1,505.0 |
|
S4 |
1,399.1 |
1,419.5 |
1,494.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,530.0 |
1,492.2 |
37.8 |
2.5% |
21.8 |
1.4% |
61% |
True |
False |
36,350 |
10 |
1,554.2 |
1,492.2 |
62.0 |
4.1% |
19.8 |
1.3% |
37% |
False |
False |
35,355 |
20 |
1,557.7 |
1,492.2 |
65.5 |
4.3% |
18.9 |
1.2% |
35% |
False |
False |
63,319 |
40 |
1,557.7 |
1,492.2 |
65.5 |
4.3% |
14.5 |
1.0% |
35% |
False |
False |
34,490 |
60 |
1,557.7 |
1,460.6 |
97.1 |
6.4% |
11.8 |
0.8% |
56% |
False |
False |
23,104 |
80 |
1,557.7 |
1,388.4 |
169.3 |
11.2% |
10.4 |
0.7% |
75% |
False |
False |
17,403 |
100 |
1,557.7 |
1,388.4 |
169.3 |
11.2% |
9.3 |
0.6% |
75% |
False |
False |
13,953 |
120 |
1,557.7 |
1,388.4 |
169.3 |
11.2% |
8.1 |
0.5% |
75% |
False |
False |
11,689 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,638.4 |
2.618 |
1,596.8 |
1.618 |
1,571.3 |
1.000 |
1,555.5 |
0.618 |
1,545.8 |
HIGH |
1,530.0 |
0.618 |
1,520.3 |
0.500 |
1,517.3 |
0.382 |
1,514.2 |
LOW |
1,504.5 |
0.618 |
1,488.7 |
1.000 |
1,479.0 |
1.618 |
1,463.2 |
2.618 |
1,437.7 |
4.250 |
1,396.1 |
|
|
Fisher Pivots for day following 29-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
1,517.3 |
1,514.0 |
PP |
1,516.6 |
1,512.5 |
S1 |
1,516.0 |
1,511.1 |
|