Trading Metrics calculated at close of trading on 22-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2007 |
22-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
13,486.66 |
13,545.03 |
58.37 |
0.4% |
13,639.00 |
High |
13,564.21 |
13,545.11 |
-19.10 |
-0.1% |
13,674.36 |
Low |
13,398.87 |
13,359.69 |
-39.18 |
-0.3% |
13,359.69 |
Close |
13,545.84 |
13,360.26 |
-185.58 |
-1.4% |
13,360.26 |
Range |
165.34 |
185.42 |
20.08 |
12.1% |
314.67 |
ATR |
124.19 |
128.61 |
4.43 |
3.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,977.95 |
13,854.52 |
13,462.24 |
|
R3 |
13,792.53 |
13,669.10 |
13,411.25 |
|
R2 |
13,607.11 |
13,607.11 |
13,394.25 |
|
R1 |
13,483.68 |
13,483.68 |
13,377.26 |
13,452.69 |
PP |
13,421.69 |
13,421.69 |
13,421.69 |
13,406.19 |
S1 |
13,298.26 |
13,298.26 |
13,343.26 |
13,267.27 |
S2 |
13,236.27 |
13,236.27 |
13,326.27 |
|
S3 |
13,050.85 |
13,112.84 |
13,309.27 |
|
S4 |
12,865.43 |
12,927.42 |
13,258.28 |
|
|
Weekly Pivots for week ending 22-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,408.78 |
14,199.19 |
13,533.33 |
|
R3 |
14,094.11 |
13,884.52 |
13,446.79 |
|
R2 |
13,779.44 |
13,779.44 |
13,417.95 |
|
R1 |
13,569.85 |
13,569.85 |
13,389.10 |
13,517.31 |
PP |
13,464.77 |
13,464.77 |
13,464.77 |
13,438.50 |
S1 |
13,255.18 |
13,255.18 |
13,331.42 |
13,202.64 |
S2 |
13,150.10 |
13,150.10 |
13,302.57 |
|
S3 |
12,835.43 |
12,940.51 |
13,273.73 |
|
S4 |
12,520.76 |
12,625.84 |
13,187.19 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,674.36 |
13,359.69 |
314.67 |
2.4% |
135.20 |
1.0% |
0% |
False |
True |
|
10 |
13,688.66 |
13,287.62 |
401.04 |
3.0% |
135.93 |
1.0% |
18% |
False |
False |
|
20 |
13,692.00 |
13,251.53 |
440.47 |
3.3% |
129.40 |
1.0% |
25% |
False |
False |
|
40 |
13,692.00 |
13,041.30 |
650.70 |
4.9% |
112.79 |
0.8% |
49% |
False |
False |
|
60 |
13,692.00 |
12,242.60 |
1,449.40 |
10.8% |
108.32 |
0.8% |
77% |
False |
False |
|
80 |
13,692.00 |
11,939.61 |
1,752.39 |
13.1% |
113.98 |
0.9% |
81% |
False |
False |
|
100 |
13,692.00 |
11,939.61 |
1,752.39 |
13.1% |
112.68 |
0.8% |
81% |
False |
False |
|
120 |
13,692.00 |
11,939.61 |
1,752.39 |
13.1% |
109.46 |
0.8% |
81% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,333.15 |
2.618 |
14,030.54 |
1.618 |
13,845.12 |
1.000 |
13,730.53 |
0.618 |
13,659.70 |
HIGH |
13,545.11 |
0.618 |
13,474.28 |
0.500 |
13,452.40 |
0.382 |
13,430.52 |
LOW |
13,359.69 |
0.618 |
13,245.10 |
1.000 |
13,174.27 |
1.618 |
13,059.68 |
2.618 |
12,874.26 |
4.250 |
12,571.66 |
|
|
Fisher Pivots for day following 22-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
13,452.40 |
13,517.03 |
PP |
13,421.69 |
13,464.77 |
S1 |
13,390.97 |
13,412.52 |
|