Trading Metrics calculated at close of trading on 15-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2007 |
15-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
13,482.43 |
13,556.65 |
74.22 |
0.6% |
13,423.74 |
High |
13,581.61 |
13,688.66 |
107.05 |
0.8% |
13,688.66 |
Low |
13,479.35 |
13,556.49 |
77.14 |
0.6% |
13,287.62 |
Close |
13,553.73 |
13,639.48 |
85.75 |
0.6% |
13,639.48 |
Range |
102.26 |
132.17 |
29.91 |
29.2% |
401.04 |
ATR |
122.45 |
123.34 |
0.89 |
0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,024.72 |
13,964.27 |
13,712.17 |
|
R3 |
13,892.55 |
13,832.10 |
13,675.83 |
|
R2 |
13,760.38 |
13,760.38 |
13,663.71 |
|
R1 |
13,699.93 |
13,699.93 |
13,651.60 |
13,730.16 |
PP |
13,628.21 |
13,628.21 |
13,628.21 |
13,643.32 |
S1 |
13,567.76 |
13,567.76 |
13,627.36 |
13,597.99 |
S2 |
13,496.04 |
13,496.04 |
13,615.25 |
|
S3 |
13,363.87 |
13,435.59 |
13,603.13 |
|
S4 |
13,231.70 |
13,303.42 |
13,566.79 |
|
|
Weekly Pivots for week ending 15-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,741.71 |
14,591.63 |
13,860.05 |
|
R3 |
14,340.67 |
14,190.59 |
13,749.77 |
|
R2 |
13,939.63 |
13,939.63 |
13,713.00 |
|
R1 |
13,789.55 |
13,789.55 |
13,676.24 |
13,864.59 |
PP |
13,538.59 |
13,538.59 |
13,538.59 |
13,576.11 |
S1 |
13,388.51 |
13,388.51 |
13,602.72 |
13,463.55 |
S2 |
13,137.55 |
13,137.55 |
13,565.96 |
|
S3 |
12,736.51 |
12,987.47 |
13,529.19 |
|
S4 |
12,335.47 |
12,586.43 |
13,418.91 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,688.66 |
13,287.62 |
401.04 |
2.9% |
136.66 |
1.0% |
88% |
True |
False |
|
10 |
13,690.38 |
13,251.53 |
438.85 |
3.2% |
143.13 |
1.0% |
88% |
False |
False |
|
20 |
13,692.00 |
13,251.53 |
440.47 |
3.2% |
120.69 |
0.9% |
88% |
False |
False |
|
40 |
13,692.00 |
12,810.17 |
881.83 |
6.5% |
109.20 |
0.8% |
94% |
False |
False |
|
60 |
13,692.00 |
12,242.60 |
1,449.40 |
10.6% |
105.05 |
0.8% |
96% |
False |
False |
|
80 |
13,692.00 |
11,939.61 |
1,752.39 |
12.8% |
117.61 |
0.9% |
97% |
False |
False |
|
100 |
13,692.00 |
11,939.61 |
1,752.39 |
12.8% |
110.68 |
0.8% |
97% |
False |
False |
|
120 |
13,692.00 |
11,939.61 |
1,752.39 |
12.8% |
107.25 |
0.8% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,250.38 |
2.618 |
14,034.68 |
1.618 |
13,902.51 |
1.000 |
13,820.83 |
0.618 |
13,770.34 |
HIGH |
13,688.66 |
0.618 |
13,638.17 |
0.500 |
13,622.58 |
0.382 |
13,606.98 |
LOW |
13,556.49 |
0.618 |
13,474.81 |
1.000 |
13,424.32 |
1.618 |
13,342.64 |
2.618 |
13,210.47 |
4.250 |
12,994.77 |
|
|
Fisher Pivots for day following 15-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
13,633.85 |
13,589.03 |
PP |
13,628.21 |
13,538.59 |
S1 |
13,622.58 |
13,488.14 |
|