Trading Metrics calculated at close of trading on 13-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2007 |
13-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
6,251.0 |
6,192.0 |
-59.0 |
-0.9% |
6,407.0 |
High |
6,314.0 |
6,217.0 |
-97.0 |
-1.5% |
6,434.0 |
Low |
6,246.0 |
6,182.0 |
-64.0 |
-1.0% |
6,209.0 |
Close |
6,257.0 |
6,200.0 |
-57.0 |
-0.9% |
6,227.0 |
Range |
68.0 |
35.0 |
-33.0 |
-48.5% |
225.0 |
ATR |
61.6 |
62.6 |
1.0 |
1.5% |
0.0 |
Volume |
4,597 |
7,288 |
2,691 |
58.5% |
2,127 |
|
Daily Pivots for day following 13-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,304.7 |
6,287.3 |
6,219.3 |
|
R3 |
6,269.7 |
6,252.3 |
6,209.6 |
|
R2 |
6,234.7 |
6,234.7 |
6,206.4 |
|
R1 |
6,217.3 |
6,217.3 |
6,203.2 |
6,226.0 |
PP |
6,199.7 |
6,199.7 |
6,199.7 |
6,204.0 |
S1 |
6,182.3 |
6,182.3 |
6,196.8 |
6,191.0 |
S2 |
6,164.7 |
6,164.7 |
6,193.6 |
|
S3 |
6,129.7 |
6,147.3 |
6,190.4 |
|
S4 |
6,094.7 |
6,112.3 |
6,180.8 |
|
|
Weekly Pivots for week ending 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,965.0 |
6,821.0 |
6,350.8 |
|
R3 |
6,740.0 |
6,596.0 |
6,288.9 |
|
R2 |
6,515.0 |
6,515.0 |
6,268.3 |
|
R1 |
6,371.0 |
6,371.0 |
6,247.6 |
6,330.5 |
PP |
6,290.0 |
6,290.0 |
6,290.0 |
6,269.8 |
S1 |
6,146.0 |
6,146.0 |
6,206.4 |
6,105.5 |
S2 |
6,065.0 |
6,065.0 |
6,185.8 |
|
S3 |
5,840.0 |
5,921.0 |
6,165.1 |
|
S4 |
5,615.0 |
5,696.0 |
6,103.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,377.0 |
6,182.0 |
195.0 |
3.1% |
49.4 |
0.8% |
9% |
False |
True |
2,720 |
10 |
6,434.0 |
6,182.0 |
252.0 |
4.1% |
43.3 |
0.7% |
7% |
False |
True |
1,461 |
20 |
6,434.0 |
6,182.0 |
252.0 |
4.1% |
41.7 |
0.7% |
7% |
False |
True |
846 |
40 |
6,434.0 |
6,150.0 |
284.0 |
4.6% |
29.6 |
0.5% |
18% |
False |
False |
464 |
60 |
6,434.0 |
5,862.0 |
572.0 |
9.2% |
26.2 |
0.4% |
59% |
False |
False |
335 |
80 |
6,434.0 |
5,667.0 |
767.0 |
12.4% |
23.1 |
0.4% |
69% |
False |
False |
282 |
100 |
6,434.0 |
5,667.0 |
767.0 |
12.4% |
19.7 |
0.3% |
69% |
False |
False |
227 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,365.8 |
2.618 |
6,308.6 |
1.618 |
6,273.6 |
1.000 |
6,252.0 |
0.618 |
6,238.6 |
HIGH |
6,217.0 |
0.618 |
6,203.6 |
0.500 |
6,199.5 |
0.382 |
6,195.4 |
LOW |
6,182.0 |
0.618 |
6,160.4 |
1.000 |
6,147.0 |
1.618 |
6,125.4 |
2.618 |
6,090.4 |
4.250 |
6,033.3 |
|
|
Fisher Pivots for day following 13-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
6,199.8 |
6,248.0 |
PP |
6,199.7 |
6,232.0 |
S1 |
6,199.5 |
6,216.0 |
|