Trading Metrics calculated at close of trading on 14-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2007 |
14-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
13,287.62 |
13,482.43 |
194.81 |
1.5% |
13,667.21 |
High |
13,485.12 |
13,581.61 |
96.49 |
0.7% |
13,690.38 |
Low |
13,287.62 |
13,479.35 |
191.73 |
1.4% |
13,251.53 |
Close |
13,482.35 |
13,553.73 |
71.38 |
0.5% |
13,424.39 |
Range |
197.50 |
102.26 |
-95.24 |
-48.2% |
438.85 |
ATR |
124.00 |
122.45 |
-1.55 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,845.01 |
13,801.63 |
13,609.97 |
|
R3 |
13,742.75 |
13,699.37 |
13,581.85 |
|
R2 |
13,640.49 |
13,640.49 |
13,572.48 |
|
R1 |
13,597.11 |
13,597.11 |
13,563.10 |
13,618.80 |
PP |
13,538.23 |
13,538.23 |
13,538.23 |
13,549.08 |
S1 |
13,494.85 |
13,494.85 |
13,544.36 |
13,516.54 |
S2 |
13,435.97 |
13,435.97 |
13,534.98 |
|
S3 |
13,333.71 |
13,392.59 |
13,525.61 |
|
S4 |
13,231.45 |
13,290.33 |
13,497.49 |
|
|
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 |
13,581.61 |
13,251.53 |
330.08 |
2.4% |
146.16 |
1.1% |
92% |
True |
False |
|
10 |
13,692.00 |
13,251.53 |
440.47 |
3.2% |
136.67 |
1.0% |
69% |
False |
False |
|
20 |
13,692.00 |
13,251.53 |
440.47 |
3.2% |
117.53 |
0.9% |
69% |
False |
False |
|
40 |
13,692.00 |
12,734.92 |
957.08 |
7.1% |
108.27 |
0.8% |
86% |
False |
False |
|
60 |
13,692.00 |
12,242.60 |
1,449.40 |
10.7% |
106.47 |
0.8% |
90% |
False |
False |
|
80 |
13,692.00 |
11,939.61 |
1,752.39 |
12.9% |
116.91 |
0.9% |
92% |
False |
False |
|
100 |
13,692.00 |
11,939.61 |
1,752.39 |
12.9% |
110.22 |
0.8% |
92% |
False |
False |
|
120 |
13,692.00 |
11,939.61 |
1,752.39 |
12.9% |
106.50 |
0.8% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,016.22 |
2.618 |
13,849.33 |
1.618 |
13,747.07 |
1.000 |
13,683.87 |
0.618 |
13,644.81 |
HIGH |
13,581.61 |
0.618 |
13,542.55 |
0.500 |
13,530.48 |
0.382 |
13,518.41 |
LOW |
13,479.35 |
0.618 |
13,416.15 |
1.000 |
13,377.09 |
1.618 |
13,313.89 |
2.618 |
13,211.63 |
4.250 |
13,044.75 |
|
|
Fisher Pivots for day following 14-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
13,545.98 |
13,514.03 |
PP |
13,538.23 |
13,474.32 |
S1 |
13,530.48 |
13,434.62 |
|