Trading Metrics calculated at close of trading on 20-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2007 |
20-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
6,355.0 |
6,408.0 |
53.0 |
0.8% |
6,251.0 |
High |
6,397.0 |
6,426.0 |
29.0 |
0.5% |
6,314.0 |
Low |
6,322.0 |
6,352.0 |
30.0 |
0.5% |
6,182.0 |
Close |
6,392.0 |
6,414.0 |
22.0 |
0.3% |
6,293.0 |
Range |
75.0 |
74.0 |
-1.0 |
-1.3% |
132.0 |
ATR |
63.8 |
64.5 |
0.7 |
1.1% |
0.0 |
Volume |
115,942 |
116,321 |
379 |
0.3% |
43,221 |
|
Daily Pivots for day following 20-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,619.3 |
6,590.7 |
6,454.7 |
|
R3 |
6,545.3 |
6,516.7 |
6,434.4 |
|
R2 |
6,471.3 |
6,471.3 |
6,427.6 |
|
R1 |
6,442.7 |
6,442.7 |
6,420.8 |
6,457.0 |
PP |
6,397.3 |
6,397.3 |
6,397.3 |
6,404.5 |
S1 |
6,368.7 |
6,368.7 |
6,407.2 |
6,383.0 |
S2 |
6,323.3 |
6,323.3 |
6,400.4 |
|
S3 |
6,249.3 |
6,294.7 |
6,393.7 |
|
S4 |
6,175.3 |
6,220.7 |
6,373.3 |
|
|
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 |
6,426.0 |
6,236.0 |
190.0 |
3.0% |
52.8 |
0.8% |
94% |
True |
False |
62,703 |
10 |
6,426.0 |
6,182.0 |
244.0 |
3.8% |
51.1 |
0.8% |
95% |
True |
False |
32,711 |
20 |
6,434.0 |
6,182.0 |
252.0 |
3.9% |
47.0 |
0.7% |
92% |
False |
False |
16,452 |
40 |
6,434.0 |
6,150.0 |
284.0 |
4.4% |
34.2 |
0.5% |
93% |
False |
False |
8,296 |
60 |
6,434.0 |
5,958.0 |
476.0 |
7.4% |
29.6 |
0.5% |
96% |
False |
False |
5,556 |
80 |
6,434.0 |
5,667.0 |
767.0 |
12.0% |
26.0 |
0.4% |
97% |
False |
False |
4,201 |
100 |
6,434.0 |
5,667.0 |
767.0 |
12.0% |
22.2 |
0.3% |
97% |
False |
False |
3,362 |
120 |
6,434.0 |
5,533.0 |
901.0 |
14.0% |
19.3 |
0.3% |
98% |
False |
False |
2,803 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,740.5 |
2.618 |
6,619.7 |
1.618 |
6,545.7 |
1.000 |
6,500.0 |
0.618 |
6,471.7 |
HIGH |
6,426.0 |
0.618 |
6,397.7 |
0.500 |
6,389.0 |
0.382 |
6,380.3 |
LOW |
6,352.0 |
0.618 |
6,306.3 |
1.000 |
6,278.0 |
1.618 |
6,232.3 |
2.618 |
6,158.3 |
4.250 |
6,037.5 |
|
|
Fisher Pivots for day following 20-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
6,405.7 |
6,400.7 |
PP |
6,397.3 |
6,387.3 |
S1 |
6,389.0 |
6,374.0 |
|