Trading Metrics calculated at close of trading on 07-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2007 |
07-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
1,936.00 |
1,914.75 |
-21.25 |
-1.1% |
1,892.00 |
High |
1,938.50 |
1,923.75 |
-14.75 |
-0.8% |
1,945.00 |
Low |
1,910.75 |
1,881.75 |
-29.00 |
-1.5% |
1,887.50 |
Close |
1,914.00 |
1,882.50 |
-31.50 |
-1.6% |
1,932.25 |
Range |
27.75 |
42.00 |
14.25 |
51.4% |
57.50 |
ATR |
22.58 |
23.96 |
1.39 |
6.1% |
0.00 |
Volume |
369,913 |
403,128 |
33,215 |
9.0% |
1,302,327 |
|
Daily Pivots for day following 07-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,022.00 |
1,994.25 |
1,905.50 |
|
R3 |
1,980.00 |
1,952.25 |
1,894.00 |
|
R2 |
1,938.00 |
1,938.00 |
1,890.25 |
|
R1 |
1,910.25 |
1,910.25 |
1,886.25 |
1,903.00 |
PP |
1,896.00 |
1,896.00 |
1,896.00 |
1,892.50 |
S1 |
1,868.25 |
1,868.25 |
1,878.75 |
1,861.00 |
S2 |
1,854.00 |
1,854.00 |
1,874.75 |
|
S3 |
1,812.00 |
1,826.25 |
1,871.00 |
|
S4 |
1,770.00 |
1,784.25 |
1,859.50 |
|
|
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 |
1,881.75 |
63.25 |
3.4% |
24.50 |
1.3% |
1% |
False |
True |
325,206 |
10 |
1,945.00 |
1,874.00 |
71.00 |
3.8% |
25.50 |
1.4% |
12% |
False |
False |
347,764 |
20 |
1,945.00 |
1,873.75 |
71.25 |
3.8% |
25.25 |
1.3% |
12% |
False |
False |
343,430 |
40 |
1,945.00 |
1,802.25 |
142.75 |
7.6% |
22.25 |
1.2% |
56% |
False |
False |
304,020 |
60 |
1,945.00 |
1,753.25 |
191.75 |
10.2% |
22.00 |
1.2% |
67% |
False |
False |
288,017 |
80 |
1,945.00 |
1,707.00 |
238.00 |
12.6% |
24.50 |
1.3% |
74% |
False |
False |
233,868 |
100 |
1,945.00 |
1,707.00 |
238.00 |
12.6% |
24.50 |
1.3% |
74% |
False |
False |
187,117 |
120 |
1,945.00 |
1,707.00 |
238.00 |
12.6% |
24.25 |
1.3% |
74% |
False |
False |
155,938 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,102.25 |
2.618 |
2,033.75 |
1.618 |
1,991.75 |
1.000 |
1,965.75 |
0.618 |
1,949.75 |
HIGH |
1,923.75 |
0.618 |
1,907.75 |
0.500 |
1,902.75 |
0.382 |
1,897.75 |
LOW |
1,881.75 |
0.618 |
1,855.75 |
1.000 |
1,839.75 |
1.618 |
1,813.75 |
2.618 |
1,771.75 |
4.250 |
1,703.25 |
|
|
Fisher Pivots for day following 07-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
1,902.75 |
1,910.00 |
PP |
1,896.00 |
1,901.00 |
S1 |
1,889.25 |
1,891.75 |
|