Trading Metrics calculated at close of trading on 28-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2007 |
28-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
6,285.0 |
6,264.0 |
-21.0 |
-0.3% |
6,337.0 |
High |
6,303.0 |
6,286.0 |
-17.0 |
-0.3% |
6,426.0 |
Low |
6,184.0 |
6,246.0 |
62.0 |
1.0% |
6,322.0 |
Close |
6,212.0 |
6,275.0 |
63.0 |
1.0% |
6,397.0 |
Range |
119.0 |
40.0 |
-79.0 |
-66.4% |
104.0 |
ATR |
68.3 |
68.7 |
0.4 |
0.6% |
0.0 |
Volume |
32,153 |
23,021 |
-9,132 |
-28.4% |
321,036 |
|
Daily Pivots for day following 28-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,389.0 |
6,372.0 |
6,297.0 |
|
R3 |
6,349.0 |
6,332.0 |
6,286.0 |
|
R2 |
6,309.0 |
6,309.0 |
6,282.3 |
|
R1 |
6,292.0 |
6,292.0 |
6,278.7 |
6,300.5 |
PP |
6,269.0 |
6,269.0 |
6,269.0 |
6,273.3 |
S1 |
6,252.0 |
6,252.0 |
6,271.3 |
6,260.5 |
S2 |
6,229.0 |
6,229.0 |
6,267.7 |
|
S3 |
6,189.0 |
6,212.0 |
6,264.0 |
|
S4 |
6,149.0 |
6,172.0 |
6,253.0 |
|
|
Weekly Pivots for week ending 22-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,693.7 |
6,649.3 |
6,454.2 |
|
R3 |
6,589.7 |
6,545.3 |
6,425.6 |
|
R2 |
6,485.7 |
6,485.7 |
6,416.1 |
|
R1 |
6,441.3 |
6,441.3 |
6,406.5 |
6,463.5 |
PP |
6,381.7 |
6,381.7 |
6,381.7 |
6,392.8 |
S1 |
6,337.3 |
6,337.3 |
6,387.5 |
6,359.5 |
S2 |
6,277.7 |
6,277.7 |
6,377.9 |
|
S3 |
6,173.7 |
6,233.3 |
6,368.4 |
|
S4 |
6,069.7 |
6,129.3 |
6,339.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,399.0 |
6,184.0 |
215.0 |
3.4% |
59.8 |
1.0% |
42% |
False |
False |
22,191 |
10 |
6,426.0 |
6,184.0 |
242.0 |
3.9% |
56.3 |
0.9% |
38% |
False |
False |
43,510 |
20 |
6,434.0 |
6,182.0 |
252.0 |
4.0% |
48.1 |
0.8% |
37% |
False |
False |
23,065 |
40 |
6,434.0 |
6,150.0 |
284.0 |
4.5% |
40.8 |
0.7% |
44% |
False |
False |
11,625 |
60 |
6,434.0 |
5,958.0 |
476.0 |
7.6% |
32.5 |
0.5% |
67% |
False |
False |
7,775 |
80 |
6,434.0 |
5,667.0 |
767.0 |
12.2% |
29.2 |
0.5% |
79% |
False |
False |
5,839 |
100 |
6,434.0 |
5,667.0 |
767.0 |
12.2% |
25.6 |
0.4% |
79% |
False |
False |
4,694 |
120 |
6,434.0 |
5,533.0 |
901.0 |
14.4% |
21.9 |
0.3% |
82% |
False |
False |
3,912 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,456.0 |
2.618 |
6,390.7 |
1.618 |
6,350.7 |
1.000 |
6,326.0 |
0.618 |
6,310.7 |
HIGH |
6,286.0 |
0.618 |
6,270.7 |
0.500 |
6,266.0 |
0.382 |
6,261.3 |
LOW |
6,246.0 |
0.618 |
6,221.3 |
1.000 |
6,206.0 |
1.618 |
6,181.3 |
2.618 |
6,141.3 |
4.250 |
6,076.0 |
|
|
Fisher Pivots for day following 28-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
6,272.0 |
6,277.0 |
PP |
6,269.0 |
6,276.3 |
S1 |
6,266.0 |
6,275.7 |
|