Trading Metrics calculated at close of trading on 04-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2007 |
04-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
1,934.50 |
1,932.50 |
-2.00 |
-0.1% |
1,892.00 |
High |
1,945.00 |
1,939.75 |
-5.25 |
-0.3% |
1,945.00 |
Low |
1,928.75 |
1,922.00 |
-6.75 |
-0.3% |
1,887.50 |
Close |
1,932.25 |
1,936.75 |
4.50 |
0.2% |
1,932.25 |
Range |
16.25 |
17.75 |
1.50 |
9.2% |
57.50 |
ATR |
22.80 |
22.44 |
-0.36 |
-1.6% |
0.00 |
Volume |
329,361 |
298,262 |
-31,099 |
-9.4% |
1,302,327 |
|
Daily Pivots for day following 04-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,986.00 |
1,979.25 |
1,946.50 |
|
R3 |
1,968.25 |
1,961.50 |
1,941.75 |
|
R2 |
1,950.50 |
1,950.50 |
1,940.00 |
|
R1 |
1,943.75 |
1,943.75 |
1,938.50 |
1,947.00 |
PP |
1,932.75 |
1,932.75 |
1,932.75 |
1,934.50 |
S1 |
1,926.00 |
1,926.00 |
1,935.00 |
1,929.50 |
S2 |
1,915.00 |
1,915.00 |
1,933.50 |
|
S3 |
1,897.25 |
1,908.25 |
1,931.75 |
|
S4 |
1,879.50 |
1,890.50 |
1,927.00 |
|
|
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 |
1,887.50 |
57.50 |
3.0% |
21.00 |
1.1% |
86% |
False |
False |
320,117 |
10 |
1,945.00 |
1,874.00 |
71.00 |
3.7% |
23.00 |
1.2% |
88% |
False |
False |
338,904 |
20 |
1,945.00 |
1,873.75 |
71.25 |
3.7% |
23.50 |
1.2% |
88% |
False |
False |
328,172 |
40 |
1,945.00 |
1,802.25 |
142.75 |
7.4% |
21.50 |
1.1% |
94% |
False |
False |
288,347 |
60 |
1,945.00 |
1,731.50 |
213.50 |
11.0% |
22.25 |
1.1% |
96% |
False |
False |
289,650 |
80 |
1,945.00 |
1,707.00 |
238.00 |
12.3% |
24.00 |
1.2% |
97% |
False |
False |
221,391 |
100 |
1,945.00 |
1,707.00 |
238.00 |
12.3% |
24.00 |
1.2% |
97% |
False |
False |
177,136 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,015.25 |
2.618 |
1,986.25 |
1.618 |
1,968.50 |
1.000 |
1,957.50 |
0.618 |
1,950.75 |
HIGH |
1,939.75 |
0.618 |
1,933.00 |
0.500 |
1,931.00 |
0.382 |
1,928.75 |
LOW |
1,922.00 |
0.618 |
1,911.00 |
1.000 |
1,904.25 |
1.618 |
1,893.25 |
2.618 |
1,875.50 |
4.250 |
1,846.50 |
|
|
Fisher Pivots for day following 04-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
1,934.75 |
1,935.75 |
PP |
1,932.75 |
1,934.50 |
S1 |
1,931.00 |
1,933.50 |
|