Trading Metrics calculated at close of trading on 12-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2007 |
12-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
13,423.74 |
13,424.39 |
0.65 |
0.0% |
13,667.21 |
High |
13,478.11 |
13,449.50 |
-28.61 |
-0.2% |
13,690.38 |
Low |
13,381.64 |
13,294.61 |
-87.03 |
-0.7% |
13,251.53 |
Close |
13,424.96 |
13,295.01 |
-129.95 |
-1.0% |
13,424.39 |
Range |
96.47 |
154.89 |
58.42 |
60.6% |
438.85 |
ATR |
115.54 |
118.35 |
2.81 |
2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,811.04 |
13,707.92 |
13,380.20 |
|
R3 |
13,656.15 |
13,553.03 |
13,337.60 |
|
R2 |
13,501.26 |
13,501.26 |
13,323.41 |
|
R1 |
13,398.14 |
13,398.14 |
13,309.21 |
13,372.26 |
PP |
13,346.37 |
13,346.37 |
13,346.37 |
13,333.43 |
S1 |
13,243.25 |
13,243.25 |
13,280.81 |
13,217.37 |
S2 |
13,191.48 |
13,191.48 |
13,266.61 |
|
S3 |
13,036.59 |
13,088.36 |
13,252.42 |
|
S4 |
12,881.70 |
12,933.47 |
13,209.82 |
|
|
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 |
13,591.07 |
13,251.53 |
339.54 |
2.6% |
161.04 |
1.2% |
13% |
False |
False |
|
10 |
13,692.00 |
13,251.53 |
440.47 |
3.3% |
130.46 |
1.0% |
10% |
False |
False |
|
20 |
13,692.00 |
13,251.53 |
440.47 |
3.3% |
115.93 |
0.9% |
10% |
False |
False |
|
40 |
13,692.00 |
12,707.45 |
984.55 |
7.4% |
105.58 |
0.8% |
60% |
False |
False |
|
60 |
13,692.00 |
12,110.41 |
1,581.59 |
11.9% |
104.89 |
0.8% |
75% |
False |
False |
|
80 |
13,692.00 |
11,939.61 |
1,752.39 |
13.2% |
114.62 |
0.9% |
77% |
False |
False |
|
100 |
13,692.00 |
11,939.61 |
1,752.39 |
13.2% |
109.07 |
0.8% |
77% |
False |
False |
|
120 |
13,692.00 |
11,939.61 |
1,752.39 |
13.2% |
105.30 |
0.8% |
77% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,107.78 |
2.618 |
13,855.00 |
1.618 |
13,700.11 |
1.000 |
13,604.39 |
0.618 |
13,545.22 |
HIGH |
13,449.50 |
0.618 |
13,390.33 |
0.500 |
13,372.06 |
0.382 |
13,353.78 |
LOW |
13,294.61 |
0.618 |
13,198.89 |
1.000 |
13,139.72 |
1.618 |
13,044.00 |
2.618 |
12,889.11 |
4.250 |
12,636.33 |
|
|
Fisher Pivots for day following 12-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
13,372.06 |
13,364.82 |
PP |
13,346.37 |
13,341.55 |
S1 |
13,320.69 |
13,318.28 |
|