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 |
13,461 |
13,262 |
-199 |
-1.5% |
13,670 |
High |
13,516 |
13,440 |
-76 |
-0.6% |
13,702 |
Low |
13,247 |
13,205 |
-42 |
-0.3% |
13,205 |
Close |
13,261 |
13,424 |
163 |
1.2% |
13,424 |
Range |
269 |
235 |
-34 |
-12.6% |
497 |
ATR |
122 |
130 |
8 |
6.6% |
0 |
Volume |
162,241 |
114,378 |
-47,863 |
-29.5% |
632,496 |
|
Daily Pivots for day following 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,061 |
13,978 |
13,553 |
|
R3 |
13,826 |
13,743 |
13,489 |
|
R2 |
13,591 |
13,591 |
13,467 |
|
R1 |
13,508 |
13,508 |
13,446 |
13,550 |
PP |
13,356 |
13,356 |
13,356 |
13,377 |
S1 |
13,273 |
13,273 |
13,403 |
13,315 |
S2 |
13,121 |
13,121 |
13,381 |
|
S3 |
12,886 |
13,038 |
13,360 |
|
S4 |
12,651 |
12,803 |
13,295 |
|
|
Weekly Pivots for week ending 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,935 |
14,676 |
13,697 |
|
R3 |
14,438 |
14,179 |
13,561 |
|
R2 |
13,941 |
13,941 |
13,515 |
|
R1 |
13,682 |
13,682 |
13,470 |
13,563 |
PP |
13,444 |
13,444 |
13,444 |
13,384 |
S1 |
13,185 |
13,185 |
13,379 |
13,066 |
S2 |
12,947 |
12,947 |
13,333 |
|
S3 |
12,450 |
12,688 |
13,287 |
|
S4 |
11,953 |
12,191 |
13,151 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,702 |
13,205 |
497 |
3.7% |
177 |
1.3% |
44% |
False |
True |
126,499 |
10 |
13,708 |
13,205 |
503 |
3.7% |
139 |
1.0% |
44% |
False |
True |
138,318 |
20 |
13,708 |
13,205 |
503 |
3.7% |
127 |
0.9% |
44% |
False |
True |
139,360 |
40 |
13,708 |
12,587 |
1,121 |
8.4% |
113 |
0.8% |
75% |
False |
False |
128,728 |
60 |
13,708 |
12,176 |
1,532 |
11.4% |
111 |
0.8% |
81% |
False |
False |
123,606 |
80 |
13,708 |
12,035 |
1,673 |
12.5% |
122 |
0.9% |
83% |
False |
False |
103,494 |
100 |
13,708 |
12,035 |
1,673 |
12.5% |
110 |
0.8% |
83% |
False |
False |
82,803 |
120 |
13,708 |
12,035 |
1,673 |
12.5% |
98 |
0.7% |
83% |
False |
False |
69,004 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,439 |
2.618 |
14,055 |
1.618 |
13,820 |
1.000 |
13,675 |
0.618 |
13,585 |
HIGH |
13,440 |
0.618 |
13,350 |
0.500 |
13,323 |
0.382 |
13,295 |
LOW |
13,205 |
0.618 |
13,060 |
1.000 |
12,970 |
1.618 |
12,825 |
2.618 |
12,590 |
4.250 |
12,206 |
|
|
Fisher Pivots for day following 08-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
13,390 |
13,422 |
PP |
13,356 |
13,420 |
S1 |
13,323 |
13,418 |
|