Trading Metrics calculated at close of trading on 13-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2007 |
13-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
13,424.39 |
13,287.62 |
-136.77 |
-1.0% |
13,667.21 |
High |
13,449.50 |
13,485.12 |
35.62 |
0.3% |
13,690.38 |
Low |
13,294.61 |
13,287.62 |
-6.99 |
-0.1% |
13,251.53 |
Close |
13,295.01 |
13,482.35 |
187.34 |
1.4% |
13,424.39 |
Range |
154.89 |
197.50 |
42.61 |
27.5% |
438.85 |
ATR |
118.35 |
124.00 |
5.65 |
4.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,010.86 |
13,944.11 |
13,590.98 |
|
R3 |
13,813.36 |
13,746.61 |
13,536.66 |
|
R2 |
13,615.86 |
13,615.86 |
13,518.56 |
|
R1 |
13,549.11 |
13,549.11 |
13,500.45 |
13,582.49 |
PP |
13,418.36 |
13,418.36 |
13,418.36 |
13,435.05 |
S1 |
13,351.61 |
13,351.61 |
13,464.25 |
13,384.99 |
S2 |
13,220.86 |
13,220.86 |
13,446.14 |
|
S3 |
13,023.36 |
13,154.11 |
13,428.04 |
|
S4 |
12,825.86 |
12,956.61 |
13,373.73 |
|
|
Weekly Pivots for week ending 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,771.98 |
14,537.04 |
13,665.76 |
|
R3 |
14,333.13 |
14,098.19 |
13,545.07 |
|
R2 |
13,894.28 |
13,894.28 |
13,504.85 |
|
R1 |
13,659.34 |
13,659.34 |
13,464.62 |
13,557.39 |
PP |
13,455.43 |
13,455.43 |
13,455.43 |
13,404.46 |
S1 |
13,220.49 |
13,220.49 |
13,384.16 |
13,118.54 |
S2 |
13,016.58 |
13,016.58 |
13,343.93 |
|
S3 |
12,577.73 |
12,781.64 |
13,303.71 |
|
S4 |
12,138.88 |
12,342.79 |
13,183.02 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,485.12 |
13,251.53 |
233.59 |
1.7% |
169.79 |
1.3% |
99% |
True |
False |
|
10 |
13,692.00 |
13,251.53 |
440.47 |
3.3% |
132.28 |
1.0% |
52% |
False |
False |
|
20 |
13,692.00 |
13,251.53 |
440.47 |
3.3% |
118.70 |
0.9% |
52% |
False |
False |
|
40 |
13,692.00 |
12,728.99 |
963.01 |
7.1% |
108.45 |
0.8% |
78% |
False |
False |
|
60 |
13,692.00 |
12,213.11 |
1,478.89 |
11.0% |
106.11 |
0.8% |
86% |
False |
False |
|
80 |
13,692.00 |
11,939.61 |
1,752.39 |
13.0% |
116.77 |
0.9% |
88% |
False |
False |
|
100 |
13,692.00 |
11,939.61 |
1,752.39 |
13.0% |
110.41 |
0.8% |
88% |
False |
False |
|
120 |
13,692.00 |
11,939.61 |
1,752.39 |
13.0% |
106.43 |
0.8% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,324.50 |
2.618 |
14,002.18 |
1.618 |
13,804.68 |
1.000 |
13,682.62 |
0.618 |
13,607.18 |
HIGH |
13,485.12 |
0.618 |
13,409.68 |
0.500 |
13,386.37 |
0.382 |
13,363.07 |
LOW |
13,287.62 |
0.618 |
13,165.57 |
1.000 |
13,090.12 |
1.618 |
12,968.07 |
2.618 |
12,770.57 |
4.250 |
12,448.25 |
|
|
Fisher Pivots for day following 13-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
13,450.36 |
13,450.36 |
PP |
13,418.36 |
13,418.36 |
S1 |
13,386.37 |
13,386.37 |
|