Trading Metrics calculated at close of trading on 29-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2007 |
29-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
13,427.48 |
13,422.61 |
-4.87 |
0.0% |
13,360.09 |
High |
13,498.29 |
13,524.54 |
26.25 |
0.2% |
13,524.54 |
Low |
13,389.28 |
13,314.00 |
-75.28 |
-0.6% |
13,259.86 |
Close |
13,422.28 |
13,408.62 |
-13.66 |
-0.1% |
13,408.62 |
Range |
109.01 |
210.54 |
101.53 |
93.1% |
264.68 |
ATR |
134.55 |
139.98 |
5.43 |
4.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,047.34 |
13,938.52 |
13,524.42 |
|
R3 |
13,836.80 |
13,727.98 |
13,466.52 |
|
R2 |
13,626.26 |
13,626.26 |
13,447.22 |
|
R1 |
13,517.44 |
13,517.44 |
13,427.92 |
13,466.58 |
PP |
13,415.72 |
13,415.72 |
13,415.72 |
13,390.29 |
S1 |
13,306.90 |
13,306.90 |
13,389.32 |
13,256.04 |
S2 |
13,205.18 |
13,205.18 |
13,370.02 |
|
S3 |
12,994.64 |
13,096.36 |
13,350.72 |
|
S4 |
12,784.10 |
12,885.82 |
13,292.82 |
|
|
Weekly Pivots for week ending 29-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,191.71 |
14,064.85 |
13,554.19 |
|
R3 |
13,927.03 |
13,800.17 |
13,481.41 |
|
R2 |
13,662.35 |
13,662.35 |
13,457.14 |
|
R1 |
13,535.49 |
13,535.49 |
13,432.88 |
13,598.92 |
PP |
13,397.67 |
13,397.67 |
13,397.67 |
13,429.39 |
S1 |
13,270.81 |
13,270.81 |
13,384.36 |
13,334.24 |
S2 |
13,132.99 |
13,132.99 |
13,360.10 |
|
S3 |
12,868.31 |
13,006.13 |
13,335.83 |
|
S4 |
12,603.63 |
12,741.45 |
13,263.05 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,524.54 |
13,259.86 |
264.68 |
2.0% |
165.10 |
1.2% |
56% |
True |
False |
|
10 |
13,674.36 |
13,259.86 |
414.50 |
3.1% |
150.15 |
1.1% |
36% |
False |
False |
|
20 |
13,690.38 |
13,251.53 |
438.85 |
3.3% |
146.64 |
1.1% |
36% |
False |
False |
|
40 |
13,692.00 |
13,210.90 |
481.10 |
3.6% |
122.22 |
0.9% |
41% |
False |
False |
|
60 |
13,692.00 |
12,428.22 |
1,263.78 |
9.4% |
112.74 |
0.8% |
78% |
False |
False |
|
80 |
13,692.00 |
11,939.61 |
1,752.39 |
13.1% |
114.66 |
0.9% |
84% |
False |
False |
|
100 |
13,692.00 |
11,939.61 |
1,752.39 |
13.1% |
117.32 |
0.9% |
84% |
False |
False |
|
120 |
13,692.00 |
11,939.61 |
1,752.39 |
13.1% |
111.50 |
0.8% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,419.34 |
2.618 |
14,075.73 |
1.618 |
13,865.19 |
1.000 |
13,735.08 |
0.618 |
13,654.65 |
HIGH |
13,524.54 |
0.618 |
13,444.11 |
0.500 |
13,419.27 |
0.382 |
13,394.43 |
LOW |
13,314.00 |
0.618 |
13,183.89 |
1.000 |
13,103.46 |
1.618 |
12,973.35 |
2.618 |
12,762.81 |
4.250 |
12,419.21 |
|
|
Fisher Pivots for day following 29-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
13,419.27 |
13,403.15 |
PP |
13,415.72 |
13,397.67 |
S1 |
13,412.17 |
13,392.20 |
|