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 |
13,617 |
13,461 |
-156 |
-1.1% |
13,534 |
High |
13,630 |
13,516 |
-114 |
-0.8% |
13,708 |
Low |
13,444 |
13,247 |
-197 |
-1.5% |
13,470 |
Close |
13,461 |
13,261 |
-200 |
-1.5% |
13,689 |
Range |
186 |
269 |
83 |
44.6% |
238 |
ATR |
110 |
122 |
11 |
10.3% |
0 |
Volume |
154,949 |
162,241 |
7,292 |
4.7% |
517,704 |
|
Daily Pivots for day following 07-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,148 |
13,974 |
13,409 |
|
R3 |
13,879 |
13,705 |
13,335 |
|
R2 |
13,610 |
13,610 |
13,310 |
|
R1 |
13,436 |
13,436 |
13,286 |
13,389 |
PP |
13,341 |
13,341 |
13,341 |
13,318 |
S1 |
13,167 |
13,167 |
13,236 |
13,120 |
S2 |
13,072 |
13,072 |
13,212 |
|
S3 |
12,803 |
12,898 |
13,187 |
|
S4 |
12,534 |
12,629 |
13,113 |
|
|
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 |
13,247 |
461 |
3.5% |
144 |
1.1% |
3% |
False |
True |
126,503 |
10 |
13,708 |
13,247 |
461 |
3.5% |
136 |
1.0% |
3% |
False |
True |
140,841 |
20 |
13,708 |
13,235 |
473 |
3.6% |
122 |
0.9% |
5% |
False |
False |
139,506 |
40 |
13,708 |
12,487 |
1,221 |
9.2% |
111 |
0.8% |
63% |
False |
False |
129,466 |
60 |
13,708 |
12,176 |
1,532 |
11.6% |
109 |
0.8% |
71% |
False |
False |
126,683 |
80 |
13,708 |
12,035 |
1,673 |
12.6% |
120 |
0.9% |
73% |
False |
False |
102,065 |
100 |
13,708 |
12,035 |
1,673 |
12.6% |
108 |
0.8% |
73% |
False |
False |
81,660 |
120 |
13,708 |
12,035 |
1,673 |
12.6% |
96 |
0.7% |
73% |
False |
False |
68,050 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,659 |
2.618 |
14,220 |
1.618 |
13,951 |
1.000 |
13,785 |
0.618 |
13,682 |
HIGH |
13,516 |
0.618 |
13,413 |
0.500 |
13,382 |
0.382 |
13,350 |
LOW |
13,247 |
0.618 |
13,081 |
1.000 |
12,978 |
1.618 |
12,812 |
2.618 |
12,543 |
4.250 |
12,104 |
|
|
Fisher Pivots for day following 07-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
13,382 |
13,468 |
PP |
13,341 |
13,399 |
S1 |
13,301 |
13,330 |
|