Trading Metrics calculated at close of trading on 05-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2007 |
05-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
1,932.50 |
1,936.50 |
4.00 |
0.2% |
1,892.00 |
High |
1,939.75 |
1,937.50 |
-2.25 |
-0.1% |
1,945.00 |
Low |
1,922.00 |
1,918.75 |
-3.25 |
-0.2% |
1,887.50 |
Close |
1,936.75 |
1,936.00 |
-0.75 |
0.0% |
1,932.25 |
Range |
17.75 |
18.75 |
1.00 |
5.6% |
57.50 |
ATR |
22.44 |
22.18 |
-0.26 |
-1.2% |
0.00 |
Volume |
298,262 |
225,369 |
-72,893 |
-24.4% |
1,302,327 |
|
Daily Pivots for day following 05-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,987.00 |
1,980.25 |
1,946.25 |
|
R3 |
1,968.25 |
1,961.50 |
1,941.25 |
|
R2 |
1,949.50 |
1,949.50 |
1,939.50 |
|
R1 |
1,942.75 |
1,942.75 |
1,937.75 |
1,936.75 |
PP |
1,930.75 |
1,930.75 |
1,930.75 |
1,927.75 |
S1 |
1,924.00 |
1,924.00 |
1,934.25 |
1,918.00 |
S2 |
1,912.00 |
1,912.00 |
1,932.50 |
|
S3 |
1,893.25 |
1,905.25 |
1,930.75 |
|
S4 |
1,874.50 |
1,886.50 |
1,925.75 |
|
|
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% |
20.75 |
1.1% |
84% |
False |
False |
317,802 |
10 |
1,945.00 |
1,874.00 |
71.00 |
3.7% |
22.50 |
1.2% |
87% |
False |
False |
331,977 |
20 |
1,945.00 |
1,873.75 |
71.25 |
3.7% |
23.75 |
1.2% |
87% |
False |
False |
326,478 |
40 |
1,945.00 |
1,802.25 |
142.75 |
7.4% |
21.50 |
1.1% |
94% |
False |
False |
293,812 |
60 |
1,945.00 |
1,731.50 |
213.50 |
11.0% |
22.00 |
1.1% |
96% |
False |
False |
288,085 |
80 |
1,945.00 |
1,707.00 |
238.00 |
12.3% |
24.00 |
1.2% |
96% |
False |
False |
224,207 |
100 |
1,945.00 |
1,707.00 |
238.00 |
12.3% |
24.00 |
1.2% |
96% |
False |
False |
179,388 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,017.25 |
2.618 |
1,986.50 |
1.618 |
1,967.75 |
1.000 |
1,956.25 |
0.618 |
1,949.00 |
HIGH |
1,937.50 |
0.618 |
1,930.25 |
0.500 |
1,928.00 |
0.382 |
1,926.00 |
LOW |
1,918.75 |
0.618 |
1,907.25 |
1.000 |
1,900.00 |
1.618 |
1,888.50 |
2.618 |
1,869.75 |
4.250 |
1,839.00 |
|
|
Fisher Pivots for day following 05-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
1,933.50 |
1,934.50 |
PP |
1,930.75 |
1,933.25 |
S1 |
1,928.00 |
1,932.00 |
|