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 |
13,653 |
13,670 |
17 |
0.1% |
13,534 |
High |
13,708 |
13,702 |
-6 |
0.0% |
13,708 |
Low |
13,638 |
13,634 |
-4 |
0.0% |
13,470 |
Close |
13,689 |
13,678 |
-11 |
-0.1% |
13,689 |
Range |
70 |
68 |
-2 |
-2.9% |
238 |
ATR |
105 |
103 |
-3 |
-2.5% |
0 |
Volume |
114,399 |
111,901 |
-2,498 |
-2.2% |
517,704 |
|
Daily Pivots for day following 04-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,875 |
13,845 |
13,716 |
|
R3 |
13,807 |
13,777 |
13,697 |
|
R2 |
13,739 |
13,739 |
13,691 |
|
R1 |
13,709 |
13,709 |
13,684 |
13,724 |
PP |
13,671 |
13,671 |
13,671 |
13,679 |
S1 |
13,641 |
13,641 |
13,672 |
13,656 |
S2 |
13,603 |
13,603 |
13,666 |
|
S3 |
13,535 |
13,573 |
13,659 |
|
S4 |
13,467 |
13,505 |
13,641 |
|
|
Weekly Pivots for week ending 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,336 |
14,251 |
13,820 |
|
R3 |
14,098 |
14,013 |
13,755 |
|
R2 |
13,860 |
13,860 |
13,733 |
|
R1 |
13,775 |
13,775 |
13,711 |
13,818 |
PP |
13,622 |
13,622 |
13,622 |
13,644 |
S1 |
13,537 |
13,537 |
13,667 |
13,580 |
S2 |
13,384 |
13,384 |
13,645 |
|
S3 |
13,146 |
13,299 |
13,624 |
|
S4 |
12,908 |
13,061 |
13,558 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,708 |
13,470 |
238 |
1.7% |
101 |
0.7% |
87% |
False |
False |
125,921 |
10 |
13,708 |
13,449 |
259 |
1.9% |
101 |
0.7% |
88% |
False |
False |
134,027 |
20 |
13,708 |
13,235 |
473 |
3.5% |
104 |
0.8% |
94% |
False |
False |
133,805 |
40 |
13,708 |
12,487 |
1,221 |
8.9% |
102 |
0.7% |
98% |
False |
False |
122,618 |
60 |
13,708 |
12,035 |
1,673 |
12.2% |
108 |
0.8% |
98% |
False |
False |
127,678 |
80 |
13,708 |
12,035 |
1,673 |
12.2% |
115 |
0.8% |
98% |
False |
False |
96,989 |
100 |
13,708 |
12,035 |
1,673 |
12.2% |
104 |
0.8% |
98% |
False |
False |
77,598 |
120 |
13,708 |
12,035 |
1,673 |
12.2% |
92 |
0.7% |
98% |
False |
False |
64,668 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,991 |
2.618 |
13,880 |
1.618 |
13,812 |
1.000 |
13,770 |
0.618 |
13,744 |
HIGH |
13,702 |
0.618 |
13,676 |
0.500 |
13,668 |
0.382 |
13,660 |
LOW |
13,634 |
0.618 |
13,592 |
1.000 |
13,566 |
1.618 |
13,524 |
2.618 |
13,456 |
4.250 |
13,345 |
|
|
Fisher Pivots for day following 04-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
13,675 |
13,675 |
PP |
13,671 |
13,672 |
S1 |
13,668 |
13,670 |
|