Trading Metrics calculated at close of trading on 18-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2007 |
18-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
6,309.0 |
6,337.0 |
28.0 |
0.4% |
6,251.0 |
High |
6,311.0 |
6,370.0 |
59.0 |
0.9% |
6,314.0 |
Low |
6,269.0 |
6,334.0 |
65.0 |
1.0% |
6,182.0 |
Close |
6,293.0 |
6,353.0 |
60.0 |
1.0% |
6,293.0 |
Range |
42.0 |
36.0 |
-6.0 |
-14.3% |
132.0 |
ATR |
61.8 |
62.9 |
1.1 |
1.8% |
0.0 |
Volume |
19,703 |
49,920 |
30,217 |
153.4% |
43,221 |
|
Daily Pivots for day following 18-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,460.3 |
6,442.7 |
6,372.8 |
|
R3 |
6,424.3 |
6,406.7 |
6,362.9 |
|
R2 |
6,388.3 |
6,388.3 |
6,359.6 |
|
R1 |
6,370.7 |
6,370.7 |
6,356.3 |
6,379.5 |
PP |
6,352.3 |
6,352.3 |
6,352.3 |
6,356.8 |
S1 |
6,334.7 |
6,334.7 |
6,349.7 |
6,343.5 |
S2 |
6,316.3 |
6,316.3 |
6,346.4 |
|
S3 |
6,280.3 |
6,298.7 |
6,343.1 |
|
S4 |
6,244.3 |
6,262.7 |
6,333.2 |
|
|
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 |
6,370.0 |
6,182.0 |
188.0 |
3.0% |
43.6 |
0.7% |
91% |
True |
False |
18,628 |
10 |
6,434.0 |
6,182.0 |
252.0 |
4.0% |
42.2 |
0.7% |
68% |
False |
False |
9,526 |
20 |
6,434.0 |
6,182.0 |
252.0 |
4.0% |
42.9 |
0.7% |
68% |
False |
False |
4,848 |
40 |
6,434.0 |
6,150.0 |
284.0 |
4.5% |
31.9 |
0.5% |
71% |
False |
False |
2,491 |
60 |
6,434.0 |
5,903.0 |
531.0 |
8.4% |
27.3 |
0.4% |
85% |
False |
False |
1,687 |
80 |
6,434.0 |
5,667.0 |
767.0 |
12.1% |
24.1 |
0.4% |
89% |
False |
False |
1,297 |
100 |
6,434.0 |
5,667.0 |
767.0 |
12.1% |
20.8 |
0.3% |
89% |
False |
False |
1,039 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,523.0 |
2.618 |
6,464.2 |
1.618 |
6,428.2 |
1.000 |
6,406.0 |
0.618 |
6,392.2 |
HIGH |
6,370.0 |
0.618 |
6,356.2 |
0.500 |
6,352.0 |
0.382 |
6,347.8 |
LOW |
6,334.0 |
0.618 |
6,311.8 |
1.000 |
6,298.0 |
1.618 |
6,275.8 |
2.618 |
6,239.8 |
4.250 |
6,181.0 |
|
|
Fisher Pivots for day following 18-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
6,352.7 |
6,336.3 |
PP |
6,352.3 |
6,319.7 |
S1 |
6,352.0 |
6,303.0 |
|