Trading Metrics calculated at close of trading on 25-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2007 |
25-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
13,545.03 |
13,360.09 |
-184.94 |
-1.4% |
13,639.00 |
High |
13,545.11 |
13,488.77 |
-56.34 |
-0.4% |
13,674.36 |
Low |
13,359.69 |
13,299.78 |
-59.91 |
-0.4% |
13,359.69 |
Close |
13,360.26 |
13,352.05 |
-8.21 |
-0.1% |
13,360.26 |
Range |
185.42 |
188.99 |
3.57 |
1.9% |
314.67 |
ATR |
128.61 |
132.92 |
4.31 |
3.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,947.17 |
13,838.60 |
13,455.99 |
|
R3 |
13,758.18 |
13,649.61 |
13,404.02 |
|
R2 |
13,569.19 |
13,569.19 |
13,386.70 |
|
R1 |
13,460.62 |
13,460.62 |
13,369.37 |
13,420.41 |
PP |
13,380.20 |
13,380.20 |
13,380.20 |
13,360.10 |
S1 |
13,271.63 |
13,271.63 |
13,334.73 |
13,231.42 |
S2 |
13,191.21 |
13,191.21 |
13,317.40 |
|
S3 |
13,002.22 |
13,082.64 |
13,300.08 |
|
S4 |
12,813.23 |
12,893.65 |
13,248.11 |
|
|
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 |
13,299.78 |
374.58 |
2.8% |
161.16 |
1.2% |
14% |
False |
True |
|
10 |
13,688.66 |
13,287.62 |
401.04 |
3.0% |
145.18 |
1.1% |
16% |
False |
False |
|
20 |
13,692.00 |
13,251.53 |
440.47 |
3.3% |
135.04 |
1.0% |
23% |
False |
False |
|
40 |
13,692.00 |
13,041.30 |
650.70 |
4.9% |
115.65 |
0.9% |
48% |
False |
False |
|
60 |
13,692.00 |
12,242.60 |
1,449.40 |
10.9% |
109.56 |
0.8% |
77% |
False |
False |
|
80 |
13,692.00 |
11,939.61 |
1,752.39 |
13.1% |
113.47 |
0.8% |
81% |
False |
False |
|
100 |
13,692.00 |
11,939.61 |
1,752.39 |
13.1% |
113.05 |
0.8% |
81% |
False |
False |
|
120 |
13,692.00 |
11,939.61 |
1,752.39 |
13.1% |
110.41 |
0.8% |
81% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,291.98 |
2.618 |
13,983.55 |
1.618 |
13,794.56 |
1.000 |
13,677.76 |
0.618 |
13,605.57 |
HIGH |
13,488.77 |
0.618 |
13,416.58 |
0.500 |
13,394.28 |
0.382 |
13,371.97 |
LOW |
13,299.78 |
0.618 |
13,182.98 |
1.000 |
13,110.79 |
1.618 |
12,993.99 |
2.618 |
12,805.00 |
4.250 |
12,496.57 |
|
|
Fisher Pivots for day following 25-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
13,394.28 |
13,432.00 |
PP |
13,380.20 |
13,405.35 |
S1 |
13,366.13 |
13,378.70 |
|