Trading Metrics calculated at close of trading on 19-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2007 |
19-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
13,639.00 |
13,611.68 |
-27.32 |
-0.2% |
13,423.74 |
High |
13,667.94 |
13,652.17 |
-15.77 |
-0.1% |
13,688.66 |
Low |
13,608.76 |
13,577.22 |
-31.54 |
-0.2% |
13,287.62 |
Close |
13,612.98 |
13,635.42 |
22.44 |
0.2% |
13,639.48 |
Range |
59.18 |
74.95 |
15.77 |
26.6% |
401.04 |
ATR |
118.76 |
115.63 |
-3.13 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,846.45 |
13,815.89 |
13,676.64 |
|
R3 |
13,771.50 |
13,740.94 |
13,656.03 |
|
R2 |
13,696.55 |
13,696.55 |
13,649.16 |
|
R1 |
13,665.99 |
13,665.99 |
13,642.29 |
13,681.27 |
PP |
13,621.60 |
13,621.60 |
13,621.60 |
13,629.25 |
S1 |
13,591.04 |
13,591.04 |
13,628.55 |
13,606.32 |
S2 |
13,546.65 |
13,546.65 |
13,621.68 |
|
S3 |
13,471.70 |
13,516.09 |
13,614.81 |
|
S4 |
13,396.75 |
13,441.14 |
13,594.20 |
|
|
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% |
113.21 |
0.8% |
87% |
False |
False |
|
10 |
13,688.66 |
13,251.53 |
437.13 |
3.2% |
137.13 |
1.0% |
88% |
False |
False |
|
20 |
13,692.00 |
13,251.53 |
440.47 |
3.2% |
120.45 |
0.9% |
87% |
False |
False |
|
40 |
13,692.00 |
12,901.68 |
790.32 |
5.8% |
106.96 |
0.8% |
93% |
False |
False |
|
60 |
13,692.00 |
12,242.60 |
1,449.40 |
10.6% |
105.12 |
0.8% |
96% |
False |
False |
|
80 |
13,692.00 |
11,939.61 |
1,752.39 |
12.9% |
117.20 |
0.9% |
97% |
False |
False |
|
100 |
13,692.00 |
11,939.61 |
1,752.39 |
12.9% |
109.74 |
0.8% |
97% |
False |
False |
|
120 |
13,692.00 |
11,939.61 |
1,752.39 |
12.9% |
106.98 |
0.8% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,970.71 |
2.618 |
13,848.39 |
1.618 |
13,773.44 |
1.000 |
13,727.12 |
0.618 |
13,698.49 |
HIGH |
13,652.17 |
0.618 |
13,623.54 |
0.500 |
13,614.70 |
0.382 |
13,605.85 |
LOW |
13,577.22 |
0.618 |
13,530.90 |
1.000 |
13,502.27 |
1.618 |
13,455.95 |
2.618 |
13,381.00 |
4.250 |
13,258.68 |
|
|
Fisher Pivots for day following 19-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
13,628.51 |
13,631.14 |
PP |
13,621.60 |
13,626.86 |
S1 |
13,614.70 |
13,622.58 |
|