Trading Metrics calculated at close of trading on 21-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2007 |
21-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
13,636.56 |
13,486.66 |
-149.90 |
-1.1% |
13,423.74 |
High |
13,674.36 |
13,564.21 |
-110.15 |
-0.8% |
13,688.66 |
Low |
13,483.25 |
13,398.87 |
-84.38 |
-0.6% |
13,287.62 |
Close |
13,489.42 |
13,545.84 |
56.42 |
0.4% |
13,639.48 |
Range |
191.11 |
165.34 |
-25.77 |
-13.5% |
401.04 |
ATR |
121.02 |
124.19 |
3.17 |
2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,998.99 |
13,937.76 |
13,636.78 |
|
R3 |
13,833.65 |
13,772.42 |
13,591.31 |
|
R2 |
13,668.31 |
13,668.31 |
13,576.15 |
|
R1 |
13,607.08 |
13,607.08 |
13,561.00 |
13,637.70 |
PP |
13,502.97 |
13,502.97 |
13,502.97 |
13,518.28 |
S1 |
13,441.74 |
13,441.74 |
13,530.68 |
13,472.36 |
S2 |
13,337.63 |
13,337.63 |
13,515.53 |
|
S3 |
13,172.29 |
13,276.40 |
13,500.37 |
|
S4 |
13,006.95 |
13,111.06 |
13,454.90 |
|
|
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 |
13,398.87 |
289.79 |
2.1% |
124.55 |
0.9% |
51% |
False |
True |
|
10 |
13,688.66 |
13,251.53 |
437.13 |
3.2% |
135.36 |
1.0% |
67% |
False |
False |
|
20 |
13,692.00 |
13,251.53 |
440.47 |
3.3% |
130.16 |
1.0% |
67% |
False |
False |
|
40 |
13,692.00 |
13,041.30 |
650.70 |
4.8% |
109.77 |
0.8% |
78% |
False |
False |
|
60 |
13,692.00 |
12,242.60 |
1,449.40 |
10.7% |
107.54 |
0.8% |
90% |
False |
False |
|
80 |
13,692.00 |
11,939.61 |
1,752.39 |
12.9% |
113.76 |
0.8% |
92% |
False |
False |
|
100 |
13,692.00 |
11,939.61 |
1,752.39 |
12.9% |
111.62 |
0.8% |
92% |
False |
False |
|
120 |
13,692.00 |
11,939.61 |
1,752.39 |
12.9% |
108.35 |
0.8% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,266.91 |
2.618 |
13,997.07 |
1.618 |
13,831.73 |
1.000 |
13,729.55 |
0.618 |
13,666.39 |
HIGH |
13,564.21 |
0.618 |
13,501.05 |
0.500 |
13,481.54 |
0.382 |
13,462.03 |
LOW |
13,398.87 |
0.618 |
13,296.69 |
1.000 |
13,233.53 |
1.618 |
13,131.35 |
2.618 |
12,966.01 |
4.250 |
12,696.18 |
|
|
Fisher Pivots for day following 21-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
13,524.41 |
13,542.77 |
PP |
13,502.97 |
13,539.69 |
S1 |
13,481.54 |
13,536.62 |
|