Trading Metrics calculated at close of trading on 01-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2007 |
01-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
1,533.25 |
1,533.00 |
-0.25 |
0.0% |
1,517.50 |
High |
1,538.00 |
1,543.00 |
5.00 |
0.3% |
1,543.00 |
Low |
1,530.25 |
1,532.75 |
2.50 |
0.2% |
1,512.50 |
Close |
1,533.00 |
1,539.50 |
6.50 |
0.4% |
1,539.50 |
Range |
7.75 |
10.25 |
2.50 |
32.3% |
30.50 |
ATR |
12.84 |
12.65 |
-0.18 |
-1.4% |
0.00 |
Volume |
1,575,491 |
1,200,642 |
-374,849 |
-23.8% |
4,797,124 |
|
Daily Pivots for day following 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,569.25 |
1,564.50 |
1,545.25 |
|
R3 |
1,559.00 |
1,554.25 |
1,542.25 |
|
R2 |
1,548.75 |
1,548.75 |
1,541.50 |
|
R1 |
1,544.00 |
1,544.00 |
1,540.50 |
1,546.50 |
PP |
1,538.50 |
1,538.50 |
1,538.50 |
1,539.50 |
S1 |
1,533.75 |
1,533.75 |
1,538.50 |
1,536.00 |
S2 |
1,528.25 |
1,528.25 |
1,537.50 |
|
S3 |
1,518.00 |
1,523.50 |
1,536.75 |
|
S4 |
1,507.75 |
1,513.25 |
1,533.75 |
|
|
Weekly Pivots for week ending 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,623.25 |
1,611.75 |
1,556.25 |
|
R3 |
1,592.75 |
1,581.25 |
1,548.00 |
|
R2 |
1,562.25 |
1,562.25 |
1,545.00 |
|
R1 |
1,550.75 |
1,550.75 |
1,542.25 |
1,556.50 |
PP |
1,531.75 |
1,531.75 |
1,531.75 |
1,534.50 |
S1 |
1,520.25 |
1,520.25 |
1,536.75 |
1,526.00 |
S2 |
1,501.25 |
1,501.25 |
1,534.00 |
|
S3 |
1,470.75 |
1,489.75 |
1,531.00 |
|
S4 |
1,440.25 |
1,459.25 |
1,522.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,543.00 |
1,510.25 |
32.75 |
2.1% |
12.25 |
0.8% |
89% |
True |
False |
1,345,274 |
10 |
1,543.00 |
1,507.75 |
35.25 |
2.3% |
12.75 |
0.8% |
90% |
True |
False |
1,235,113 |
20 |
1,543.00 |
1,496.00 |
47.00 |
3.1% |
12.50 |
0.8% |
93% |
True |
False |
1,197,242 |
40 |
1,543.00 |
1,442.25 |
100.75 |
6.5% |
12.00 |
0.8% |
97% |
True |
False |
1,105,415 |
60 |
1,543.00 |
1,375.25 |
167.75 |
10.9% |
13.25 |
0.9% |
98% |
True |
False |
1,182,022 |
80 |
1,543.00 |
1,375.25 |
167.75 |
10.9% |
14.25 |
0.9% |
98% |
True |
False |
893,526 |
100 |
1,543.00 |
1,375.25 |
167.75 |
10.9% |
13.50 |
0.9% |
98% |
True |
False |
715,209 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,586.50 |
2.618 |
1,569.75 |
1.618 |
1,559.50 |
1.000 |
1,553.25 |
0.618 |
1,549.25 |
HIGH |
1,543.00 |
0.618 |
1,539.00 |
0.500 |
1,538.00 |
0.382 |
1,536.75 |
LOW |
1,532.75 |
0.618 |
1,526.50 |
1.000 |
1,522.50 |
1.618 |
1,516.25 |
2.618 |
1,506.00 |
4.250 |
1,489.25 |
|
|
Fisher Pivots for day following 01-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
1,539.00 |
1,535.50 |
PP |
1,538.50 |
1,531.75 |
S1 |
1,538.00 |
1,527.75 |
|