Trading Metrics calculated at close of trading on 08-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2007 |
08-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
1,914.75 |
1,884.00 |
-30.75 |
-1.6% |
1,932.50 |
High |
1,923.75 |
1,909.50 |
-14.25 |
-0.7% |
1,939.75 |
Low |
1,881.75 |
1,874.00 |
-7.75 |
-0.4% |
1,874.00 |
Close |
1,882.50 |
1,909.00 |
26.50 |
1.4% |
1,909.00 |
Range |
42.00 |
35.50 |
-6.50 |
-15.5% |
65.75 |
ATR |
23.96 |
24.79 |
0.82 |
3.4% |
0.00 |
Volume |
403,128 |
321,262 |
-81,866 |
-20.3% |
1,617,934 |
|
Daily Pivots for day following 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,004.00 |
1,992.00 |
1,928.50 |
|
R3 |
1,968.50 |
1,956.50 |
1,918.75 |
|
R2 |
1,933.00 |
1,933.00 |
1,915.50 |
|
R1 |
1,921.00 |
1,921.00 |
1,912.25 |
1,927.00 |
PP |
1,897.50 |
1,897.50 |
1,897.50 |
1,900.50 |
S1 |
1,885.50 |
1,885.50 |
1,905.75 |
1,891.50 |
S2 |
1,862.00 |
1,862.00 |
1,902.50 |
|
S3 |
1,826.50 |
1,850.00 |
1,899.25 |
|
S4 |
1,791.00 |
1,814.50 |
1,889.50 |
|
|
Weekly Pivots for week ending 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,104.75 |
2,072.75 |
1,945.25 |
|
R3 |
2,039.00 |
2,007.00 |
1,927.00 |
|
R2 |
1,973.25 |
1,973.25 |
1,921.00 |
|
R1 |
1,941.25 |
1,941.25 |
1,915.00 |
1,924.50 |
PP |
1,907.50 |
1,907.50 |
1,907.50 |
1,899.25 |
S1 |
1,875.50 |
1,875.50 |
1,903.00 |
1,858.50 |
S2 |
1,841.75 |
1,841.75 |
1,897.00 |
|
S3 |
1,776.00 |
1,809.75 |
1,891.00 |
|
S4 |
1,710.25 |
1,744.00 |
1,872.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,939.75 |
1,874.00 |
65.75 |
3.4% |
28.25 |
1.5% |
53% |
False |
True |
323,586 |
10 |
1,945.00 |
1,874.00 |
71.00 |
3.7% |
24.75 |
1.3% |
49% |
False |
True |
347,126 |
20 |
1,945.00 |
1,873.75 |
71.25 |
3.7% |
25.50 |
1.3% |
49% |
False |
False |
345,222 |
40 |
1,945.00 |
1,815.50 |
129.50 |
6.8% |
22.50 |
1.2% |
72% |
False |
False |
303,943 |
60 |
1,945.00 |
1,753.25 |
191.75 |
10.0% |
22.25 |
1.2% |
81% |
False |
False |
283,191 |
80 |
1,945.00 |
1,707.00 |
238.00 |
12.5% |
24.75 |
1.3% |
85% |
False |
False |
237,882 |
100 |
1,945.00 |
1,707.00 |
238.00 |
12.5% |
24.25 |
1.3% |
85% |
False |
False |
190,329 |
120 |
1,945.00 |
1,707.00 |
238.00 |
12.5% |
24.50 |
1.3% |
85% |
False |
False |
158,615 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,060.50 |
2.618 |
2,002.50 |
1.618 |
1,967.00 |
1.000 |
1,945.00 |
0.618 |
1,931.50 |
HIGH |
1,909.50 |
0.618 |
1,896.00 |
0.500 |
1,891.75 |
0.382 |
1,887.50 |
LOW |
1,874.00 |
0.618 |
1,852.00 |
1.000 |
1,838.50 |
1.618 |
1,816.50 |
2.618 |
1,781.00 |
4.250 |
1,723.00 |
|
|
Fisher Pivots for day following 08-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
1,903.25 |
1,908.00 |
PP |
1,897.50 |
1,907.25 |
S1 |
1,891.75 |
1,906.25 |
|