Trading Metrics calculated at close of trading on 08-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2007 |
08-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
1,516.75 |
1,490.25 |
-26.50 |
-1.7% |
1,539.25 |
High |
1,523.75 |
1,509.25 |
-14.50 |
-1.0% |
1,542.75 |
Low |
1,487.75 |
1,480.50 |
-7.25 |
-0.5% |
1,480.50 |
Close |
1,489.25 |
1,508.00 |
18.75 |
1.3% |
1,508.00 |
Range |
36.00 |
28.75 |
-7.25 |
-20.1% |
62.25 |
ATR |
14.79 |
15.79 |
1.00 |
6.7% |
0.00 |
Volume |
1,834,307 |
1,503,840 |
-330,467 |
-18.0% |
7,273,477 |
|
Daily Pivots for day following 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,585.50 |
1,575.50 |
1,523.75 |
|
R3 |
1,556.75 |
1,546.75 |
1,516.00 |
|
R2 |
1,528.00 |
1,528.00 |
1,513.25 |
|
R1 |
1,518.00 |
1,518.00 |
1,510.75 |
1,523.00 |
PP |
1,499.25 |
1,499.25 |
1,499.25 |
1,501.75 |
S1 |
1,489.25 |
1,489.25 |
1,505.25 |
1,494.25 |
S2 |
1,470.50 |
1,470.50 |
1,502.75 |
|
S3 |
1,441.75 |
1,460.50 |
1,500.00 |
|
S4 |
1,413.00 |
1,431.75 |
1,492.25 |
|
|
Weekly Pivots for week ending 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,697.25 |
1,664.75 |
1,542.25 |
|
R3 |
1,635.00 |
1,602.50 |
1,525.00 |
|
R2 |
1,572.75 |
1,572.75 |
1,519.50 |
|
R1 |
1,540.25 |
1,540.25 |
1,513.75 |
1,525.50 |
PP |
1,510.50 |
1,510.50 |
1,510.50 |
1,503.00 |
S1 |
1,478.00 |
1,478.00 |
1,502.25 |
1,463.00 |
S2 |
1,448.25 |
1,448.25 |
1,496.50 |
|
S3 |
1,386.00 |
1,415.75 |
1,491.00 |
|
S4 |
1,323.75 |
1,353.50 |
1,473.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,542.75 |
1,480.50 |
62.25 |
4.1% |
22.00 |
1.5% |
44% |
False |
True |
1,454,695 |
10 |
1,543.00 |
1,480.50 |
62.50 |
4.1% |
17.00 |
1.1% |
44% |
False |
True |
1,399,984 |
20 |
1,543.00 |
1,480.50 |
62.50 |
4.1% |
15.25 |
1.0% |
44% |
False |
True |
1,329,976 |
40 |
1,543.00 |
1,452.25 |
90.75 |
6.0% |
13.50 |
0.9% |
61% |
False |
False |
1,211,944 |
60 |
1,543.00 |
1,394.75 |
148.25 |
9.8% |
13.50 |
0.9% |
76% |
False |
False |
1,149,318 |
80 |
1,543.00 |
1,375.25 |
167.75 |
11.1% |
15.00 |
1.0% |
79% |
False |
False |
984,280 |
100 |
1,543.00 |
1,375.25 |
167.75 |
11.1% |
14.00 |
0.9% |
79% |
False |
False |
787,891 |
120 |
1,543.00 |
1,375.25 |
167.75 |
11.1% |
13.50 |
0.9% |
79% |
False |
False |
656,754 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,631.50 |
2.618 |
1,584.50 |
1.618 |
1,555.75 |
1.000 |
1,538.00 |
0.618 |
1,527.00 |
HIGH |
1,509.25 |
0.618 |
1,498.25 |
0.500 |
1,495.00 |
0.382 |
1,491.50 |
LOW |
1,480.50 |
0.618 |
1,462.75 |
1.000 |
1,451.75 |
1.618 |
1,434.00 |
2.618 |
1,405.25 |
4.250 |
1,358.25 |
|
|
Fisher Pivots for day following 08-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
1,503.50 |
1,508.25 |
PP |
1,499.25 |
1,508.25 |
S1 |
1,495.00 |
1,508.00 |
|