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 |
13,672 |
13,617 |
-55 |
-0.4% |
13,534 |
High |
13,689 |
13,630 |
-59 |
-0.4% |
13,708 |
Low |
13,561 |
13,444 |
-117 |
-0.9% |
13,470 |
Close |
13,615 |
13,461 |
-154 |
-1.1% |
13,689 |
Range |
128 |
186 |
58 |
45.3% |
238 |
ATR |
105 |
110 |
6 |
5.6% |
0 |
Volume |
89,027 |
154,949 |
65,922 |
74.0% |
517,704 |
|
Daily Pivots for day following 06-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,070 |
13,951 |
13,563 |
|
R3 |
13,884 |
13,765 |
13,512 |
|
R2 |
13,698 |
13,698 |
13,495 |
|
R1 |
13,579 |
13,579 |
13,478 |
13,546 |
PP |
13,512 |
13,512 |
13,512 |
13,495 |
S1 |
13,393 |
13,393 |
13,444 |
13,360 |
S2 |
13,326 |
13,326 |
13,427 |
|
S3 |
13,140 |
13,207 |
13,410 |
|
S4 |
12,954 |
13,021 |
13,359 |
|
|
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 |
13,444 |
264 |
2.0% |
103 |
0.8% |
6% |
False |
True |
128,627 |
10 |
13,708 |
13,444 |
264 |
2.0% |
119 |
0.9% |
6% |
False |
True |
135,595 |
20 |
13,708 |
13,235 |
473 |
3.5% |
113 |
0.8% |
48% |
False |
False |
136,511 |
40 |
13,708 |
12,487 |
1,221 |
9.1% |
107 |
0.8% |
80% |
False |
False |
127,183 |
60 |
13,708 |
12,035 |
1,673 |
12.4% |
108 |
0.8% |
85% |
False |
False |
127,542 |
80 |
13,708 |
12,035 |
1,673 |
12.4% |
117 |
0.9% |
85% |
False |
False |
100,038 |
100 |
13,708 |
12,035 |
1,673 |
12.4% |
106 |
0.8% |
85% |
False |
False |
80,037 |
120 |
13,708 |
12,035 |
1,673 |
12.4% |
94 |
0.7% |
85% |
False |
False |
66,698 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,421 |
2.618 |
14,117 |
1.618 |
13,931 |
1.000 |
13,816 |
0.618 |
13,745 |
HIGH |
13,630 |
0.618 |
13,559 |
0.500 |
13,537 |
0.382 |
13,515 |
LOW |
13,444 |
0.618 |
13,329 |
1.000 |
13,258 |
1.618 |
13,143 |
2.618 |
12,957 |
4.250 |
12,654 |
|
|
Fisher Pivots for day following 06-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
13,537 |
13,573 |
PP |
13,512 |
13,536 |
S1 |
13,486 |
13,498 |
|