Trading Metrics calculated at close of trading on 06-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2007 |
06-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
1,539.75 |
1,533.50 |
-6.25 |
-0.4% |
1,517.50 |
High |
1,541.25 |
1,536.00 |
-5.25 |
-0.3% |
1,543.00 |
Low |
1,527.00 |
1,515.00 |
-12.00 |
-0.8% |
1,512.50 |
Close |
1,533.75 |
1,516.50 |
-17.25 |
-1.1% |
1,539.50 |
Range |
14.25 |
21.00 |
6.75 |
47.4% |
30.50 |
ATR |
12.56 |
13.16 |
0.60 |
4.8% |
0.00 |
Volume |
1,014,401 |
1,635,306 |
620,905 |
61.2% |
4,797,124 |
|
Daily Pivots for day following 06-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,585.50 |
1,572.00 |
1,528.00 |
|
R3 |
1,564.50 |
1,551.00 |
1,522.25 |
|
R2 |
1,543.50 |
1,543.50 |
1,520.25 |
|
R1 |
1,530.00 |
1,530.00 |
1,518.50 |
1,526.25 |
PP |
1,522.50 |
1,522.50 |
1,522.50 |
1,520.50 |
S1 |
1,509.00 |
1,509.00 |
1,514.50 |
1,505.25 |
S2 |
1,501.50 |
1,501.50 |
1,512.75 |
|
S3 |
1,480.50 |
1,488.00 |
1,510.75 |
|
S4 |
1,459.50 |
1,467.00 |
1,505.00 |
|
|
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 |
1,515.00 |
28.00 |
1.8% |
12.50 |
0.8% |
5% |
False |
True |
1,342,292 |
10 |
1,543.00 |
1,507.75 |
35.25 |
2.3% |
14.25 |
0.9% |
25% |
False |
False |
1,294,489 |
20 |
1,543.00 |
1,496.00 |
47.00 |
3.1% |
13.50 |
0.9% |
44% |
False |
False |
1,263,093 |
40 |
1,543.00 |
1,442.25 |
100.75 |
6.6% |
12.50 |
0.8% |
74% |
False |
False |
1,175,211 |
60 |
1,543.00 |
1,375.25 |
167.75 |
11.1% |
13.00 |
0.9% |
84% |
False |
False |
1,183,298 |
80 |
1,543.00 |
1,375.25 |
167.75 |
11.1% |
14.25 |
0.9% |
84% |
False |
False |
942,632 |
100 |
1,543.00 |
1,375.25 |
167.75 |
11.1% |
13.50 |
0.9% |
84% |
False |
False |
754,541 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,625.25 |
2.618 |
1,591.00 |
1.618 |
1,570.00 |
1.000 |
1,557.00 |
0.618 |
1,549.00 |
HIGH |
1,536.00 |
0.618 |
1,528.00 |
0.500 |
1,525.50 |
0.382 |
1,523.00 |
LOW |
1,515.00 |
0.618 |
1,502.00 |
1.000 |
1,494.00 |
1.618 |
1,481.00 |
2.618 |
1,460.00 |
4.250 |
1,425.75 |
|
|
Fisher Pivots for day following 06-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
1,525.50 |
1,529.00 |
PP |
1,522.50 |
1,524.75 |
S1 |
1,519.50 |
1,520.50 |
|