Trading Metrics calculated at close of trading on 29-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2007 |
29-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
6,264.0 |
6,295.0 |
31.0 |
0.5% |
6,348.0 |
High |
6,286.0 |
6,310.0 |
24.0 |
0.4% |
6,371.0 |
Low |
6,246.0 |
6,241.0 |
-5.0 |
-0.1% |
6,184.0 |
Close |
6,275.0 |
6,278.0 |
3.0 |
0.0% |
6,278.0 |
Range |
40.0 |
69.0 |
29.0 |
72.5% |
187.0 |
ATR |
68.7 |
68.8 |
0.0 |
0.0% |
0.0 |
Volume |
23,021 |
26,418 |
3,397 |
14.8% |
120,788 |
|
Daily Pivots for day following 29-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,483.3 |
6,449.7 |
6,316.0 |
|
R3 |
6,414.3 |
6,380.7 |
6,297.0 |
|
R2 |
6,345.3 |
6,345.3 |
6,290.7 |
|
R1 |
6,311.7 |
6,311.7 |
6,284.3 |
6,294.0 |
PP |
6,276.3 |
6,276.3 |
6,276.3 |
6,267.5 |
S1 |
6,242.7 |
6,242.7 |
6,271.7 |
6,225.0 |
S2 |
6,207.3 |
6,207.3 |
6,265.4 |
|
S3 |
6,138.3 |
6,173.7 |
6,259.0 |
|
S4 |
6,069.3 |
6,104.7 |
6,240.1 |
|
|
Weekly Pivots for week ending 29-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,838.7 |
6,745.3 |
6,380.9 |
|
R3 |
6,651.7 |
6,558.3 |
6,329.4 |
|
R2 |
6,464.7 |
6,464.7 |
6,312.3 |
|
R1 |
6,371.3 |
6,371.3 |
6,295.1 |
6,324.5 |
PP |
6,277.7 |
6,277.7 |
6,277.7 |
6,254.3 |
S1 |
6,184.3 |
6,184.3 |
6,260.9 |
6,137.5 |
S2 |
6,090.7 |
6,090.7 |
6,243.7 |
|
S3 |
5,903.7 |
5,997.3 |
6,226.6 |
|
S4 |
5,716.7 |
5,810.3 |
6,175.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,371.0 |
6,184.0 |
187.0 |
3.0% |
64.2 |
1.0% |
50% |
False |
False |
24,157 |
10 |
6,426.0 |
6,184.0 |
242.0 |
3.9% |
59.0 |
0.9% |
39% |
False |
False |
44,182 |
20 |
6,434.0 |
6,182.0 |
252.0 |
4.0% |
49.7 |
0.8% |
38% |
False |
False |
24,370 |
40 |
6,434.0 |
6,182.0 |
252.0 |
4.0% |
41.5 |
0.7% |
38% |
False |
False |
12,284 |
60 |
6,434.0 |
5,993.0 |
441.0 |
7.0% |
32.6 |
0.5% |
65% |
False |
False |
8,215 |
80 |
6,434.0 |
5,784.0 |
650.0 |
10.4% |
29.0 |
0.5% |
76% |
False |
False |
6,169 |
100 |
6,434.0 |
5,667.0 |
767.0 |
12.2% |
26.1 |
0.4% |
80% |
False |
False |
4,958 |
120 |
6,434.0 |
5,533.0 |
901.0 |
14.4% |
22.4 |
0.4% |
83% |
False |
False |
4,133 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,603.3 |
2.618 |
6,490.6 |
1.618 |
6,421.6 |
1.000 |
6,379.0 |
0.618 |
6,352.6 |
HIGH |
6,310.0 |
0.618 |
6,283.6 |
0.500 |
6,275.5 |
0.382 |
6,267.4 |
LOW |
6,241.0 |
0.618 |
6,198.4 |
1.000 |
6,172.0 |
1.618 |
6,129.4 |
2.618 |
6,060.4 |
4.250 |
5,947.8 |
|
|
Fisher Pivots for day following 29-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
6,277.2 |
6,267.7 |
PP |
6,276.3 |
6,257.3 |
S1 |
6,275.5 |
6,247.0 |
|