Trading Metrics calculated at close of trading on 26-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2007 |
26-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
13,360.09 |
13,352.37 |
-7.72 |
-0.1% |
13,639.00 |
High |
13,488.77 |
13,452.52 |
-36.25 |
-0.3% |
13,674.36 |
Low |
13,299.78 |
13,308.72 |
8.94 |
0.1% |
13,359.69 |
Close |
13,352.05 |
13,337.66 |
-14.39 |
-0.1% |
13,360.26 |
Range |
188.99 |
143.80 |
-45.19 |
-23.9% |
314.67 |
ATR |
132.92 |
133.70 |
0.78 |
0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,797.70 |
13,711.48 |
13,416.75 |
|
R3 |
13,653.90 |
13,567.68 |
13,377.21 |
|
R2 |
13,510.10 |
13,510.10 |
13,364.02 |
|
R1 |
13,423.88 |
13,423.88 |
13,350.84 |
13,395.09 |
PP |
13,366.30 |
13,366.30 |
13,366.30 |
13,351.91 |
S1 |
13,280.08 |
13,280.08 |
13,324.48 |
13,251.29 |
S2 |
13,222.50 |
13,222.50 |
13,311.30 |
|
S3 |
13,078.70 |
13,136.28 |
13,298.12 |
|
S4 |
12,934.90 |
12,992.48 |
13,258.57 |
|
|
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% |
174.93 |
1.3% |
10% |
False |
False |
|
10 |
13,688.66 |
13,287.62 |
401.04 |
3.0% |
144.07 |
1.1% |
12% |
False |
False |
|
20 |
13,692.00 |
13,251.53 |
440.47 |
3.3% |
137.27 |
1.0% |
20% |
False |
False |
|
40 |
13,692.00 |
13,041.30 |
650.70 |
4.9% |
116.73 |
0.9% |
46% |
False |
False |
|
60 |
13,692.00 |
12,324.28 |
1,367.72 |
10.3% |
109.06 |
0.8% |
74% |
False |
False |
|
80 |
13,692.00 |
11,939.61 |
1,752.39 |
13.1% |
113.52 |
0.9% |
80% |
False |
False |
|
100 |
13,692.00 |
11,939.61 |
1,752.39 |
13.1% |
113.83 |
0.9% |
80% |
False |
False |
|
120 |
13,692.00 |
11,939.61 |
1,752.39 |
13.1% |
110.15 |
0.8% |
80% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,063.67 |
2.618 |
13,828.99 |
1.618 |
13,685.19 |
1.000 |
13,596.32 |
0.618 |
13,541.39 |
HIGH |
13,452.52 |
0.618 |
13,397.59 |
0.500 |
13,380.62 |
0.382 |
13,363.65 |
LOW |
13,308.72 |
0.618 |
13,219.85 |
1.000 |
13,164.92 |
1.618 |
13,076.05 |
2.618 |
12,932.25 |
4.250 |
12,697.57 |
|
|
Fisher Pivots for day following 26-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
13,380.62 |
13,422.45 |
PP |
13,366.30 |
13,394.18 |
S1 |
13,351.98 |
13,365.92 |
|