Trading Metrics calculated at close of trading on 06-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2007 |
06-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
1,936.50 |
1,936.00 |
-0.50 |
0.0% |
1,892.00 |
High |
1,937.50 |
1,938.50 |
1.00 |
0.1% |
1,945.00 |
Low |
1,918.75 |
1,910.75 |
-8.00 |
-0.4% |
1,887.50 |
Close |
1,936.00 |
1,914.00 |
-22.00 |
-1.1% |
1,932.25 |
Range |
18.75 |
27.75 |
9.00 |
48.0% |
57.50 |
ATR |
22.18 |
22.58 |
0.40 |
1.8% |
0.00 |
Volume |
225,369 |
369,913 |
144,544 |
64.1% |
1,302,327 |
|
Daily Pivots for day following 06-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,004.25 |
1,987.00 |
1,929.25 |
|
R3 |
1,976.50 |
1,959.25 |
1,921.75 |
|
R2 |
1,948.75 |
1,948.75 |
1,919.00 |
|
R1 |
1,931.50 |
1,931.50 |
1,916.50 |
1,926.25 |
PP |
1,921.00 |
1,921.00 |
1,921.00 |
1,918.50 |
S1 |
1,903.75 |
1,903.75 |
1,911.50 |
1,898.50 |
S2 |
1,893.25 |
1,893.25 |
1,909.00 |
|
S3 |
1,865.50 |
1,876.00 |
1,906.25 |
|
S4 |
1,837.75 |
1,848.25 |
1,898.75 |
|
|
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 |
1,910.75 |
34.25 |
1.8% |
18.75 |
1.0% |
9% |
False |
True |
328,016 |
10 |
1,945.00 |
1,874.00 |
71.00 |
3.7% |
23.75 |
1.2% |
56% |
False |
False |
334,229 |
20 |
1,945.00 |
1,873.75 |
71.25 |
3.7% |
24.25 |
1.3% |
56% |
False |
False |
337,786 |
40 |
1,945.00 |
1,802.25 |
142.75 |
7.5% |
22.00 |
1.1% |
78% |
False |
False |
298,795 |
60 |
1,945.00 |
1,731.50 |
213.50 |
11.2% |
22.00 |
1.1% |
85% |
False |
False |
289,839 |
80 |
1,945.00 |
1,707.00 |
238.00 |
12.4% |
24.25 |
1.3% |
87% |
False |
False |
228,830 |
100 |
1,945.00 |
1,707.00 |
238.00 |
12.4% |
24.25 |
1.3% |
87% |
False |
False |
183,086 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,056.50 |
2.618 |
2,011.25 |
1.618 |
1,983.50 |
1.000 |
1,966.25 |
0.618 |
1,955.75 |
HIGH |
1,938.50 |
0.618 |
1,928.00 |
0.500 |
1,924.50 |
0.382 |
1,921.25 |
LOW |
1,910.75 |
0.618 |
1,893.50 |
1.000 |
1,883.00 |
1.618 |
1,865.75 |
2.618 |
1,838.00 |
4.250 |
1,792.75 |
|
|
Fisher Pivots for day following 06-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
1,924.50 |
1,925.25 |
PP |
1,921.00 |
1,921.50 |
S1 |
1,917.50 |
1,917.75 |
|