Trading Metrics calculated at close of trading on 11-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2007 |
11-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
13,267.14 |
13,423.74 |
156.60 |
1.2% |
13,667.21 |
High |
13,431.22 |
13,478.11 |
46.89 |
0.3% |
13,690.38 |
Low |
13,251.53 |
13,381.64 |
130.11 |
1.0% |
13,251.53 |
Close |
13,424.39 |
13,424.96 |
0.57 |
0.0% |
13,424.39 |
Range |
179.69 |
96.47 |
-83.22 |
-46.3% |
438.85 |
ATR |
117.00 |
115.54 |
-1.47 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,717.65 |
13,667.77 |
13,478.02 |
|
R3 |
13,621.18 |
13,571.30 |
13,451.49 |
|
R2 |
13,524.71 |
13,524.71 |
13,442.65 |
|
R1 |
13,474.83 |
13,474.83 |
13,433.80 |
13,499.77 |
PP |
13,428.24 |
13,428.24 |
13,428.24 |
13,440.71 |
S1 |
13,378.36 |
13,378.36 |
13,416.12 |
13,403.30 |
S2 |
13,331.77 |
13,331.77 |
13,407.27 |
|
S3 |
13,235.30 |
13,281.89 |
13,398.43 |
|
S4 |
13,138.83 |
13,185.42 |
13,371.90 |
|
|
Weekly Pivots for week ending 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,771.98 |
14,537.04 |
13,665.76 |
|
R3 |
14,333.13 |
14,098.19 |
13,545.07 |
|
R2 |
13,894.28 |
13,894.28 |
13,504.85 |
|
R1 |
13,659.34 |
13,659.34 |
13,464.62 |
13,557.39 |
PP |
13,455.43 |
13,455.43 |
13,455.43 |
13,404.46 |
S1 |
13,220.49 |
13,220.49 |
13,384.16 |
13,118.54 |
S2 |
13,016.58 |
13,016.58 |
13,343.93 |
|
S3 |
12,577.73 |
12,781.64 |
13,303.71 |
|
S4 |
12,138.88 |
12,342.79 |
13,183.02 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,673.51 |
13,251.53 |
421.98 |
3.1% |
154.57 |
1.2% |
41% |
False |
False |
|
10 |
13,692.00 |
13,251.53 |
440.47 |
3.3% |
124.91 |
0.9% |
39% |
False |
False |
|
20 |
13,692.00 |
13,251.53 |
440.47 |
3.3% |
112.52 |
0.8% |
39% |
False |
False |
|
40 |
13,692.00 |
12,611.31 |
1,080.69 |
8.0% |
104.70 |
0.8% |
75% |
False |
False |
|
60 |
13,692.00 |
12,082.13 |
1,609.87 |
12.0% |
104.11 |
0.8% |
83% |
False |
False |
|
80 |
13,692.00 |
11,939.61 |
1,752.39 |
13.1% |
113.31 |
0.8% |
85% |
False |
False |
|
100 |
13,692.00 |
11,939.61 |
1,752.39 |
13.1% |
108.17 |
0.8% |
85% |
False |
False |
|
120 |
13,692.00 |
11,939.61 |
1,752.39 |
13.1% |
104.58 |
0.8% |
85% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,888.11 |
2.618 |
13,730.67 |
1.618 |
13,634.20 |
1.000 |
13,574.58 |
0.618 |
13,537.73 |
HIGH |
13,478.11 |
0.618 |
13,441.26 |
0.500 |
13,429.88 |
0.382 |
13,418.49 |
LOW |
13,381.64 |
0.618 |
13,322.02 |
1.000 |
13,285.17 |
1.618 |
13,225.55 |
2.618 |
13,129.08 |
4.250 |
12,971.64 |
|
|
Fisher Pivots for day following 11-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
13,429.88 |
13,405.27 |
PP |
13,428.24 |
13,385.57 |
S1 |
13,426.60 |
13,365.88 |
|