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 |
1,922.50 |
1,934.50 |
12.00 |
0.6% |
1,892.00 |
High |
1,935.75 |
1,945.00 |
9.25 |
0.5% |
1,945.00 |
Low |
1,922.25 |
1,928.75 |
6.50 |
0.3% |
1,887.50 |
Close |
1,932.25 |
1,932.25 |
0.00 |
0.0% |
1,932.25 |
Range |
13.50 |
16.25 |
2.75 |
20.4% |
57.50 |
ATR |
23.31 |
22.80 |
-0.50 |
-2.2% |
0.00 |
Volume |
417,179 |
329,361 |
-87,818 |
-21.1% |
1,302,327 |
|
Daily Pivots for day following 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,984.00 |
1,974.50 |
1,941.25 |
|
R3 |
1,967.75 |
1,958.25 |
1,936.75 |
|
R2 |
1,951.50 |
1,951.50 |
1,935.25 |
|
R1 |
1,942.00 |
1,942.00 |
1,933.75 |
1,938.50 |
PP |
1,935.25 |
1,935.25 |
1,935.25 |
1,933.75 |
S1 |
1,925.75 |
1,925.75 |
1,930.75 |
1,922.50 |
S2 |
1,919.00 |
1,919.00 |
1,929.25 |
|
S3 |
1,902.75 |
1,909.50 |
1,927.75 |
|
S4 |
1,886.50 |
1,893.25 |
1,923.25 |
|
|
Weekly Pivots for week ending 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,094.00 |
2,070.75 |
1,964.00 |
|
R3 |
2,036.50 |
2,013.25 |
1,948.00 |
|
R2 |
1,979.00 |
1,979.00 |
1,942.75 |
|
R1 |
1,955.75 |
1,955.75 |
1,937.50 |
1,967.50 |
PP |
1,921.50 |
1,921.50 |
1,921.50 |
1,927.50 |
S1 |
1,898.25 |
1,898.25 |
1,927.00 |
1,910.00 |
S2 |
1,864.00 |
1,864.00 |
1,921.75 |
|
S3 |
1,806.50 |
1,840.75 |
1,916.50 |
|
S4 |
1,749.00 |
1,783.25 |
1,900.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,945.00 |
1,880.50 |
64.50 |
3.3% |
21.00 |
1.1% |
80% |
True |
False |
370,665 |
10 |
1,945.00 |
1,874.00 |
71.00 |
3.7% |
23.00 |
1.2% |
82% |
True |
False |
338,637 |
20 |
1,945.00 |
1,873.75 |
71.25 |
3.7% |
23.75 |
1.2% |
82% |
True |
False |
324,307 |
40 |
1,945.00 |
1,802.25 |
142.75 |
7.4% |
21.50 |
1.1% |
91% |
True |
False |
284,477 |
60 |
1,945.00 |
1,731.50 |
213.50 |
11.0% |
22.50 |
1.2% |
94% |
True |
False |
289,726 |
80 |
1,945.00 |
1,707.00 |
238.00 |
12.3% |
24.25 |
1.3% |
95% |
True |
False |
217,670 |
100 |
1,945.00 |
1,707.00 |
238.00 |
12.3% |
24.00 |
1.2% |
95% |
True |
False |
174,154 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,014.00 |
2.618 |
1,987.50 |
1.618 |
1,971.25 |
1.000 |
1,961.25 |
0.618 |
1,955.00 |
HIGH |
1,945.00 |
0.618 |
1,938.75 |
0.500 |
1,937.00 |
0.382 |
1,935.00 |
LOW |
1,928.75 |
0.618 |
1,918.75 |
1.000 |
1,912.50 |
1.618 |
1,902.50 |
2.618 |
1,886.25 |
4.250 |
1,859.75 |
|
|
Fisher Pivots for day following 01-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
1,937.00 |
1,927.00 |
PP |
1,935.25 |
1,921.50 |
S1 |
1,933.75 |
1,916.25 |
|