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 |
13,670 |
13,672 |
2 |
0.0% |
13,534 |
High |
13,702 |
13,689 |
-13 |
-0.1% |
13,708 |
Low |
13,634 |
13,561 |
-73 |
-0.5% |
13,470 |
Close |
13,678 |
13,615 |
-63 |
-0.5% |
13,689 |
Range |
68 |
128 |
60 |
88.2% |
238 |
ATR |
103 |
105 |
2 |
1.8% |
0 |
Volume |
111,901 |
89,027 |
-22,874 |
-20.4% |
517,704 |
|
Daily Pivots for day following 05-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,006 |
13,938 |
13,686 |
|
R3 |
13,878 |
13,810 |
13,650 |
|
R2 |
13,750 |
13,750 |
13,639 |
|
R1 |
13,682 |
13,682 |
13,627 |
13,652 |
PP |
13,622 |
13,622 |
13,622 |
13,607 |
S1 |
13,554 |
13,554 |
13,603 |
13,524 |
S2 |
13,494 |
13,494 |
13,592 |
|
S3 |
13,366 |
13,426 |
13,580 |
|
S4 |
13,238 |
13,298 |
13,545 |
|
|
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% |
105 |
0.8% |
61% |
False |
False |
123,560 |
10 |
13,708 |
13,449 |
259 |
1.9% |
107 |
0.8% |
64% |
False |
False |
131,189 |
20 |
13,708 |
13,235 |
473 |
3.5% |
108 |
0.8% |
80% |
False |
False |
132,222 |
40 |
13,708 |
12,487 |
1,221 |
9.0% |
104 |
0.8% |
92% |
False |
False |
124,776 |
60 |
13,708 |
12,035 |
1,673 |
12.3% |
109 |
0.8% |
94% |
False |
False |
126,973 |
80 |
13,708 |
12,035 |
1,673 |
12.3% |
116 |
0.8% |
94% |
False |
False |
98,101 |
100 |
13,708 |
12,035 |
1,673 |
12.3% |
104 |
0.8% |
94% |
False |
False |
78,488 |
120 |
13,708 |
12,035 |
1,673 |
12.3% |
93 |
0.7% |
94% |
False |
False |
65,407 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,233 |
2.618 |
14,024 |
1.618 |
13,896 |
1.000 |
13,817 |
0.618 |
13,768 |
HIGH |
13,689 |
0.618 |
13,640 |
0.500 |
13,625 |
0.382 |
13,610 |
LOW |
13,561 |
0.618 |
13,482 |
1.000 |
13,433 |
1.618 |
13,354 |
2.618 |
13,226 |
4.250 |
13,017 |
|
|
Fisher Pivots for day following 05-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
13,625 |
13,635 |
PP |
13,622 |
13,628 |
S1 |
13,618 |
13,622 |
|