Trading Metrics calculated at close of trading on 05-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2007 |
05-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
1,539.25 |
1,539.75 |
0.50 |
0.0% |
1,517.50 |
High |
1,542.75 |
1,541.25 |
-1.50 |
-0.1% |
1,543.00 |
Low |
1,533.25 |
1,527.00 |
-6.25 |
-0.4% |
1,512.50 |
Close |
1,540.25 |
1,533.75 |
-6.50 |
-0.4% |
1,539.50 |
Range |
9.50 |
14.25 |
4.75 |
50.0% |
30.50 |
ATR |
12.43 |
12.56 |
0.13 |
1.0% |
0.00 |
Volume |
1,285,623 |
1,014,401 |
-271,222 |
-21.1% |
4,797,124 |
|
Daily Pivots for day following 05-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,576.75 |
1,569.50 |
1,541.50 |
|
R3 |
1,562.50 |
1,555.25 |
1,537.75 |
|
R2 |
1,548.25 |
1,548.25 |
1,536.25 |
|
R1 |
1,541.00 |
1,541.00 |
1,535.00 |
1,537.50 |
PP |
1,534.00 |
1,534.00 |
1,534.00 |
1,532.25 |
S1 |
1,526.75 |
1,526.75 |
1,532.50 |
1,523.25 |
S2 |
1,519.75 |
1,519.75 |
1,531.25 |
|
S3 |
1,505.50 |
1,512.50 |
1,529.75 |
|
S4 |
1,491.25 |
1,498.25 |
1,526.00 |
|
|
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 |
1,512.50 |
30.50 |
2.0% |
12.75 |
0.8% |
70% |
False |
False |
1,241,765 |
10 |
1,543.00 |
1,507.75 |
35.25 |
2.3% |
13.00 |
0.8% |
74% |
False |
False |
1,233,346 |
20 |
1,543.00 |
1,496.00 |
47.00 |
3.1% |
13.00 |
0.8% |
80% |
False |
False |
1,207,454 |
40 |
1,543.00 |
1,442.25 |
100.75 |
6.6% |
12.25 |
0.8% |
91% |
False |
False |
1,148,745 |
60 |
1,543.00 |
1,375.25 |
167.75 |
10.9% |
13.00 |
0.9% |
94% |
False |
False |
1,175,676 |
80 |
1,543.00 |
1,375.25 |
167.75 |
10.9% |
14.25 |
0.9% |
94% |
False |
False |
922,208 |
100 |
1,543.00 |
1,375.25 |
167.75 |
10.9% |
13.50 |
0.9% |
94% |
False |
False |
738,193 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,601.75 |
2.618 |
1,578.50 |
1.618 |
1,564.25 |
1.000 |
1,555.50 |
0.618 |
1,550.00 |
HIGH |
1,541.25 |
0.618 |
1,535.75 |
0.500 |
1,534.00 |
0.382 |
1,532.50 |
LOW |
1,527.00 |
0.618 |
1,518.25 |
1.000 |
1,512.75 |
1.618 |
1,504.00 |
2.618 |
1,489.75 |
4.250 |
1,466.50 |
|
|
Fisher Pivots for day following 05-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
1,534.00 |
1,535.00 |
PP |
1,534.00 |
1,534.50 |
S1 |
1,534.00 |
1,534.25 |
|