Trading Metrics calculated at close of trading on 20-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2007 |
20-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
13,611.68 |
13,636.56 |
24.88 |
0.2% |
13,423.74 |
High |
13,652.17 |
13,674.36 |
22.19 |
0.2% |
13,688.66 |
Low |
13,577.22 |
13,483.25 |
-93.97 |
-0.7% |
13,287.62 |
Close |
13,635.42 |
13,489.42 |
-146.00 |
-1.1% |
13,639.48 |
Range |
74.95 |
191.11 |
116.16 |
155.0% |
401.04 |
ATR |
115.63 |
121.02 |
5.39 |
4.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,122.34 |
13,996.99 |
13,594.53 |
|
R3 |
13,931.23 |
13,805.88 |
13,541.98 |
|
R2 |
13,740.12 |
13,740.12 |
13,524.46 |
|
R1 |
13,614.77 |
13,614.77 |
13,506.94 |
13,581.89 |
PP |
13,549.01 |
13,549.01 |
13,549.01 |
13,532.57 |
S1 |
13,423.66 |
13,423.66 |
13,471.90 |
13,390.78 |
S2 |
13,357.90 |
13,357.90 |
13,454.38 |
|
S3 |
13,166.79 |
13,232.55 |
13,436.86 |
|
S4 |
12,975.68 |
13,041.44 |
13,384.31 |
|
|
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 |
13,479.35 |
209.31 |
1.6% |
111.93 |
0.8% |
5% |
False |
False |
|
10 |
13,688.66 |
13,251.53 |
437.13 |
3.2% |
140.86 |
1.0% |
54% |
False |
False |
|
20 |
13,692.00 |
13,251.53 |
440.47 |
3.3% |
127.12 |
0.9% |
54% |
False |
False |
|
40 |
13,692.00 |
12,951.42 |
740.58 |
5.5% |
109.54 |
0.8% |
73% |
False |
False |
|
60 |
13,692.00 |
12,242.60 |
1,449.40 |
10.7% |
106.31 |
0.8% |
86% |
False |
False |
|
80 |
13,692.00 |
11,939.61 |
1,752.39 |
13.0% |
118.48 |
0.9% |
88% |
False |
False |
|
100 |
13,692.00 |
11,939.61 |
1,752.39 |
13.0% |
110.58 |
0.8% |
88% |
False |
False |
|
120 |
13,692.00 |
11,939.61 |
1,752.39 |
13.0% |
107.90 |
0.8% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,486.58 |
2.618 |
14,174.69 |
1.618 |
13,983.58 |
1.000 |
13,865.47 |
0.618 |
13,792.47 |
HIGH |
13,674.36 |
0.618 |
13,601.36 |
0.500 |
13,578.81 |
0.382 |
13,556.25 |
LOW |
13,483.25 |
0.618 |
13,365.14 |
1.000 |
13,292.14 |
1.618 |
13,174.03 |
2.618 |
12,982.92 |
4.250 |
12,671.03 |
|
|
Fisher Pivots for day following 20-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
13,578.81 |
13,578.81 |
PP |
13,549.01 |
13,549.01 |
S1 |
13,519.22 |
13,519.22 |
|