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 |
6,255.0 |
6,309.0 |
54.0 |
0.9% |
6,251.0 |
High |
6,273.0 |
6,311.0 |
38.0 |
0.6% |
6,314.0 |
Low |
6,236.0 |
6,269.0 |
33.0 |
0.5% |
6,182.0 |
Close |
6,273.0 |
6,293.0 |
20.0 |
0.3% |
6,293.0 |
Range |
37.0 |
42.0 |
5.0 |
13.5% |
132.0 |
ATR |
63.3 |
61.8 |
-1.5 |
-2.4% |
0.0 |
Volume |
11,633 |
19,703 |
8,070 |
69.4% |
43,221 |
|
Daily Pivots for day following 15-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,417.0 |
6,397.0 |
6,316.1 |
|
R3 |
6,375.0 |
6,355.0 |
6,304.6 |
|
R2 |
6,333.0 |
6,333.0 |
6,300.7 |
|
R1 |
6,313.0 |
6,313.0 |
6,296.9 |
6,302.0 |
PP |
6,291.0 |
6,291.0 |
6,291.0 |
6,285.5 |
S1 |
6,271.0 |
6,271.0 |
6,289.2 |
6,260.0 |
S2 |
6,249.0 |
6,249.0 |
6,285.3 |
|
S3 |
6,207.0 |
6,229.0 |
6,281.5 |
|
S4 |
6,165.0 |
6,187.0 |
6,269.9 |
|
|
Weekly Pivots for week ending 15-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,659.0 |
6,608.0 |
6,365.6 |
|
R3 |
6,527.0 |
6,476.0 |
6,329.3 |
|
R2 |
6,395.0 |
6,395.0 |
6,317.2 |
|
R1 |
6,344.0 |
6,344.0 |
6,305.1 |
6,369.5 |
PP |
6,263.0 |
6,263.0 |
6,263.0 |
6,275.8 |
S1 |
6,212.0 |
6,212.0 |
6,280.9 |
6,237.5 |
S2 |
6,131.0 |
6,131.0 |
6,268.8 |
|
S3 |
5,999.0 |
6,080.0 |
6,256.7 |
|
S4 |
5,867.0 |
5,948.0 |
6,220.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,314.0 |
6,182.0 |
132.0 |
2.1% |
45.4 |
0.7% |
84% |
False |
False |
8,792 |
10 |
6,434.0 |
6,182.0 |
252.0 |
4.0% |
40.3 |
0.6% |
44% |
False |
False |
4,559 |
20 |
6,434.0 |
6,182.0 |
252.0 |
4.0% |
42.4 |
0.7% |
44% |
False |
False |
2,356 |
40 |
6,434.0 |
6,150.0 |
284.0 |
4.5% |
31.4 |
0.5% |
50% |
False |
False |
1,245 |
60 |
6,434.0 |
5,903.0 |
531.0 |
8.4% |
27.1 |
0.4% |
73% |
False |
False |
856 |
80 |
6,434.0 |
5,667.0 |
767.0 |
12.2% |
23.7 |
0.4% |
82% |
False |
False |
673 |
100 |
6,434.0 |
5,667.0 |
767.0 |
12.2% |
20.5 |
0.3% |
82% |
False |
False |
540 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,489.5 |
2.618 |
6,421.0 |
1.618 |
6,379.0 |
1.000 |
6,353.0 |
0.618 |
6,337.0 |
HIGH |
6,311.0 |
0.618 |
6,295.0 |
0.500 |
6,290.0 |
0.382 |
6,285.0 |
LOW |
6,269.0 |
0.618 |
6,243.0 |
1.000 |
6,227.0 |
1.618 |
6,201.0 |
2.618 |
6,159.0 |
4.250 |
6,090.5 |
|
|
Fisher Pivots for day following 15-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
6,292.0 |
6,277.5 |
PP |
6,291.0 |
6,262.0 |
S1 |
6,290.0 |
6,246.5 |
|