Trading Metrics calculated at close of trading on 18-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2007 |
18-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
13,556.65 |
13,639.00 |
82.35 |
0.6% |
13,423.74 |
High |
13,688.66 |
13,667.94 |
-20.72 |
-0.2% |
13,688.66 |
Low |
13,556.49 |
13,608.76 |
52.27 |
0.4% |
13,287.62 |
Close |
13,639.48 |
13,612.98 |
-26.50 |
-0.2% |
13,639.48 |
Range |
132.17 |
59.18 |
-72.99 |
-55.2% |
401.04 |
ATR |
123.34 |
118.76 |
-4.58 |
-3.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,807.43 |
13,769.39 |
13,645.53 |
|
R3 |
13,748.25 |
13,710.21 |
13,629.25 |
|
R2 |
13,689.07 |
13,689.07 |
13,623.83 |
|
R1 |
13,651.03 |
13,651.03 |
13,618.40 |
13,640.46 |
PP |
13,629.89 |
13,629.89 |
13,629.89 |
13,624.61 |
S1 |
13,591.85 |
13,591.85 |
13,607.56 |
13,581.28 |
S2 |
13,570.71 |
13,570.71 |
13,602.13 |
|
S3 |
13,511.53 |
13,532.67 |
13,596.71 |
|
S4 |
13,452.35 |
13,473.49 |
13,580.43 |
|
|
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% |
129.20 |
0.9% |
81% |
False |
False |
|
10 |
13,688.66 |
13,251.53 |
437.13 |
3.2% |
141.88 |
1.0% |
83% |
False |
False |
|
20 |
13,692.00 |
13,251.53 |
440.47 |
3.2% |
119.55 |
0.9% |
82% |
False |
False |
|
40 |
13,692.00 |
12,901.68 |
790.32 |
5.8% |
106.77 |
0.8% |
90% |
False |
False |
|
60 |
13,692.00 |
12,242.60 |
1,449.40 |
10.6% |
104.91 |
0.8% |
95% |
False |
False |
|
80 |
13,692.00 |
11,939.61 |
1,752.39 |
12.9% |
116.94 |
0.9% |
95% |
False |
False |
|
100 |
13,692.00 |
11,939.61 |
1,752.39 |
12.9% |
110.35 |
0.8% |
95% |
False |
False |
|
120 |
13,692.00 |
11,939.61 |
1,752.39 |
12.9% |
107.01 |
0.8% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,919.46 |
2.618 |
13,822.87 |
1.618 |
13,763.69 |
1.000 |
13,727.12 |
0.618 |
13,704.51 |
HIGH |
13,667.94 |
0.618 |
13,645.33 |
0.500 |
13,638.35 |
0.382 |
13,631.37 |
LOW |
13,608.76 |
0.618 |
13,572.19 |
1.000 |
13,549.58 |
1.618 |
13,513.01 |
2.618 |
13,453.83 |
4.250 |
13,357.25 |
|
|
Fisher Pivots for day following 18-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
13,638.35 |
13,603.32 |
PP |
13,629.89 |
13,593.66 |
S1 |
13,621.44 |
13,584.01 |
|