Trading Metrics calculated at close of trading on 28-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2007 |
28-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
13,336.93 |
13,427.48 |
90.55 |
0.7% |
13,639.00 |
High |
13,433.01 |
13,498.29 |
65.28 |
0.5% |
13,674.36 |
Low |
13,259.86 |
13,389.28 |
129.42 |
1.0% |
13,359.69 |
Close |
13,427.73 |
13,422.28 |
-5.45 |
0.0% |
13,360.26 |
Range |
173.15 |
109.01 |
-64.14 |
-37.0% |
314.67 |
ATR |
136.52 |
134.55 |
-1.96 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,763.65 |
13,701.97 |
13,482.24 |
|
R3 |
13,654.64 |
13,592.96 |
13,452.26 |
|
R2 |
13,545.63 |
13,545.63 |
13,442.27 |
|
R1 |
13,483.95 |
13,483.95 |
13,432.27 |
13,460.29 |
PP |
13,436.62 |
13,436.62 |
13,436.62 |
13,424.78 |
S1 |
13,374.94 |
13,374.94 |
13,412.29 |
13,351.28 |
S2 |
13,327.61 |
13,327.61 |
13,402.29 |
|
S3 |
13,218.60 |
13,265.93 |
13,392.30 |
|
S4 |
13,109.59 |
13,156.92 |
13,362.32 |
|
|
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 |
13,545.11 |
13,259.86 |
285.25 |
2.1% |
160.07 |
1.2% |
57% |
False |
False |
|
10 |
13,688.66 |
13,259.86 |
428.80 |
3.2% |
142.31 |
1.1% |
38% |
False |
False |
|
20 |
13,692.00 |
13,251.53 |
440.47 |
3.3% |
139.49 |
1.0% |
39% |
False |
False |
|
40 |
13,692.00 |
13,196.03 |
495.97 |
3.7% |
118.23 |
0.9% |
46% |
False |
False |
|
60 |
13,692.00 |
12,428.22 |
1,263.78 |
9.4% |
109.99 |
0.8% |
79% |
False |
False |
|
80 |
13,692.00 |
11,939.61 |
1,752.39 |
13.1% |
113.00 |
0.8% |
85% |
False |
False |
|
100 |
13,692.00 |
11,939.61 |
1,752.39 |
13.1% |
115.68 |
0.9% |
85% |
False |
False |
|
120 |
13,692.00 |
11,939.61 |
1,752.39 |
13.1% |
110.66 |
0.8% |
85% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,961.58 |
2.618 |
13,783.68 |
1.618 |
13,674.67 |
1.000 |
13,607.30 |
0.618 |
13,565.66 |
HIGH |
13,498.29 |
0.618 |
13,456.65 |
0.500 |
13,443.79 |
0.382 |
13,430.92 |
LOW |
13,389.28 |
0.618 |
13,321.91 |
1.000 |
13,280.27 |
1.618 |
13,212.90 |
2.618 |
13,103.89 |
4.250 |
12,925.99 |
|
|
Fisher Pivots for day following 28-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
13,443.79 |
13,407.88 |
PP |
13,436.62 |
13,393.48 |
S1 |
13,429.45 |
13,379.08 |
|