Trading Metrics calculated at close of trading on 07-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2007 |
07-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
1,533.50 |
1,516.75 |
-16.75 |
-1.1% |
1,517.50 |
High |
1,536.00 |
1,523.75 |
-12.25 |
-0.8% |
1,543.00 |
Low |
1,515.00 |
1,487.75 |
-27.25 |
-1.8% |
1,512.50 |
Close |
1,516.50 |
1,489.25 |
-27.25 |
-1.8% |
1,539.50 |
Range |
21.00 |
36.00 |
15.00 |
71.4% |
30.50 |
ATR |
13.16 |
14.79 |
1.63 |
12.4% |
0.00 |
Volume |
1,635,306 |
1,834,307 |
199,001 |
12.2% |
4,797,124 |
|
Daily Pivots for day following 07-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,608.25 |
1,584.75 |
1,509.00 |
|
R3 |
1,572.25 |
1,548.75 |
1,499.25 |
|
R2 |
1,536.25 |
1,536.25 |
1,495.75 |
|
R1 |
1,512.75 |
1,512.75 |
1,492.50 |
1,506.50 |
PP |
1,500.25 |
1,500.25 |
1,500.25 |
1,497.00 |
S1 |
1,476.75 |
1,476.75 |
1,486.00 |
1,470.50 |
S2 |
1,464.25 |
1,464.25 |
1,482.75 |
|
S3 |
1,428.25 |
1,440.75 |
1,479.25 |
|
S4 |
1,392.25 |
1,404.75 |
1,469.50 |
|
|
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 |
1,487.75 |
55.25 |
3.7% |
18.25 |
1.2% |
3% |
False |
True |
1,394,055 |
10 |
1,543.00 |
1,487.75 |
55.25 |
3.7% |
16.50 |
1.1% |
3% |
False |
True |
1,380,925 |
20 |
1,543.00 |
1,487.75 |
55.25 |
3.7% |
14.75 |
1.0% |
3% |
False |
True |
1,310,761 |
40 |
1,543.00 |
1,442.25 |
100.75 |
6.8% |
13.25 |
0.9% |
47% |
False |
False |
1,203,257 |
60 |
1,543.00 |
1,394.75 |
148.25 |
10.0% |
13.00 |
0.9% |
64% |
False |
False |
1,173,395 |
80 |
1,543.00 |
1,375.25 |
167.75 |
11.3% |
14.50 |
1.0% |
68% |
False |
False |
965,511 |
100 |
1,543.00 |
1,375.25 |
167.75 |
11.3% |
13.75 |
0.9% |
68% |
False |
False |
772,879 |
120 |
1,543.00 |
1,375.25 |
167.75 |
11.3% |
13.25 |
0.9% |
68% |
False |
False |
644,222 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,676.75 |
2.618 |
1,618.00 |
1.618 |
1,582.00 |
1.000 |
1,559.75 |
0.618 |
1,546.00 |
HIGH |
1,523.75 |
0.618 |
1,510.00 |
0.500 |
1,505.75 |
0.382 |
1,501.50 |
LOW |
1,487.75 |
0.618 |
1,465.50 |
1.000 |
1,451.75 |
1.618 |
1,429.50 |
2.618 |
1,393.50 |
4.250 |
1,334.75 |
|
|
Fisher Pivots for day following 07-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
1,505.75 |
1,514.50 |
PP |
1,500.25 |
1,506.00 |
S1 |
1,494.75 |
1,497.75 |
|