Trading Metrics calculated at close of trading on 15-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2007 |
15-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
7,754.0 |
7,856.5 |
102.5 |
1.3% |
7,667.5 |
High |
7,867.0 |
7,946.6 |
79.6 |
1.0% |
7,946.6 |
Low |
7,751.5 |
7,854.0 |
102.5 |
1.3% |
7,596.0 |
Close |
7,837.0 |
7,946.6 |
109.6 |
1.4% |
7,946.6 |
Range |
115.5 |
92.6 |
-22.9 |
-19.8% |
350.6 |
ATR |
134.2 |
132.4 |
-1.8 |
-1.3% |
0.0 |
Volume |
324,184 |
41,404 |
-282,780 |
-87.2% |
1,351,967 |
|
Daily Pivots for day following 15-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,193.5 |
8,162.7 |
7,997.5 |
|
R3 |
8,100.9 |
8,070.1 |
7,972.1 |
|
R2 |
8,008.3 |
8,008.3 |
7,963.6 |
|
R1 |
7,977.5 |
7,977.5 |
7,955.1 |
7,992.9 |
PP |
7,915.7 |
7,915.7 |
7,915.7 |
7,923.5 |
S1 |
7,884.9 |
7,884.9 |
7,938.1 |
7,900.3 |
S2 |
7,823.1 |
7,823.1 |
7,929.6 |
|
S3 |
7,730.5 |
7,792.3 |
7,921.1 |
|
S4 |
7,637.9 |
7,699.7 |
7,895.7 |
|
|
Weekly Pivots for week ending 15-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,881.5 |
8,764.7 |
8,139.4 |
|
R3 |
8,530.9 |
8,414.1 |
8,043.0 |
|
R2 |
8,180.3 |
8,180.3 |
8,010.9 |
|
R1 |
8,063.5 |
8,063.5 |
7,978.7 |
8,121.9 |
PP |
7,829.7 |
7,829.7 |
7,829.7 |
7,859.0 |
S1 |
7,712.9 |
7,712.9 |
7,914.5 |
7,771.3 |
S2 |
7,479.1 |
7,479.1 |
7,882.3 |
|
S3 |
7,128.5 |
7,362.3 |
7,850.2 |
|
S4 |
6,777.9 |
7,011.7 |
7,753.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,946.6 |
7,596.0 |
350.6 |
4.4% |
118.3 |
1.5% |
100% |
True |
False |
270,393 |
10 |
8,021.0 |
7,502.0 |
519.0 |
6.5% |
147.1 |
1.9% |
86% |
False |
False |
251,503 |
20 |
8,021.0 |
7,502.0 |
519.0 |
6.5% |
124.2 |
1.6% |
86% |
False |
False |
210,735 |
40 |
8,021.0 |
7,307.0 |
714.0 |
9.0% |
105.8 |
1.3% |
90% |
False |
False |
185,774 |
60 |
8,021.0 |
6,745.0 |
1,276.0 |
16.1% |
98.3 |
1.2% |
94% |
False |
False |
184,465 |
80 |
8,021.0 |
6,483.0 |
1,538.0 |
19.4% |
101.1 |
1.3% |
95% |
False |
False |
151,864 |
100 |
8,021.0 |
6,483.0 |
1,538.0 |
19.4% |
91.6 |
1.2% |
95% |
False |
False |
121,638 |
120 |
8,021.0 |
6,483.0 |
1,538.0 |
19.4% |
87.7 |
1.1% |
95% |
False |
False |
101,514 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,340.2 |
2.618 |
8,189.0 |
1.618 |
8,096.4 |
1.000 |
8,039.2 |
0.618 |
8,003.8 |
HIGH |
7,946.6 |
0.618 |
7,911.2 |
0.500 |
7,900.3 |
0.382 |
7,889.4 |
LOW |
7,854.0 |
0.618 |
7,796.8 |
1.000 |
7,761.4 |
1.618 |
7,704.2 |
2.618 |
7,611.6 |
4.250 |
7,460.5 |
|
|
Fisher Pivots for day following 15-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
7,931.2 |
7,888.2 |
PP |
7,915.7 |
7,829.7 |
S1 |
7,900.3 |
7,771.3 |
|