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 |
1,533.0 |
1,539.3 |
6.3 |
0.4% |
1,517.8 |
High |
1,542.8 |
1,542.5 |
-0.3 |
0.0% |
1,542.8 |
Low |
1,532.7 |
1,533.3 |
0.6 |
0.0% |
1,512.6 |
Close |
1,539.6 |
1,540.3 |
0.7 |
0.0% |
1,539.6 |
Range |
10.1 |
9.2 |
-0.9 |
-8.9% |
30.2 |
ATR |
12.4 |
12.1 |
-0.2 |
-1.8% |
0.0 |
Volume |
62,030 |
61,309 |
-721 |
-1.2% |
191,814 |
|
Daily Pivots for day following 04-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,566.3 |
1,562.5 |
1,545.4 |
|
R3 |
1,557.1 |
1,553.3 |
1,542.8 |
|
R2 |
1,547.9 |
1,547.9 |
1,542.0 |
|
R1 |
1,544.1 |
1,544.1 |
1,541.1 |
1,546.0 |
PP |
1,538.7 |
1,538.7 |
1,538.7 |
1,539.7 |
S1 |
1,534.9 |
1,534.9 |
1,539.5 |
1,536.8 |
S2 |
1,529.5 |
1,529.5 |
1,538.6 |
|
S3 |
1,520.3 |
1,525.7 |
1,537.8 |
|
S4 |
1,511.1 |
1,516.5 |
1,535.2 |
|
|
Weekly Pivots for week ending 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,622.3 |
1,611.1 |
1,556.2 |
|
R3 |
1,592.1 |
1,580.9 |
1,547.9 |
|
R2 |
1,561.9 |
1,561.9 |
1,545.1 |
|
R1 |
1,550.7 |
1,550.7 |
1,542.4 |
1,556.3 |
PP |
1,531.7 |
1,531.7 |
1,531.7 |
1,534.5 |
S1 |
1,520.5 |
1,520.5 |
1,536.8 |
1,526.1 |
S2 |
1,501.5 |
1,501.5 |
1,534.1 |
|
S3 |
1,471.3 |
1,490.3 |
1,531.3 |
|
S4 |
1,441.1 |
1,460.1 |
1,523.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,542.8 |
1,512.6 |
30.2 |
2.0% |
11.6 |
0.8% |
92% |
False |
False |
50,624 |
10 |
1,542.8 |
1,507.8 |
35.0 |
2.3% |
12.0 |
0.8% |
93% |
False |
False |
44,268 |
20 |
1,542.8 |
1,496.1 |
46.7 |
3.0% |
12.2 |
0.8% |
95% |
False |
False |
39,025 |
40 |
1,542.8 |
1,442.3 |
100.5 |
6.5% |
11.8 |
0.8% |
98% |
False |
False |
34,385 |
60 |
1,542.8 |
1,375.9 |
166.9 |
10.8% |
12.8 |
0.8% |
99% |
False |
False |
41,048 |
80 |
1,542.8 |
1,375.9 |
166.9 |
10.8% |
13.2 |
0.9% |
99% |
False |
False |
36,127 |
100 |
1,542.8 |
1,375.9 |
166.9 |
10.8% |
11.9 |
0.8% |
99% |
False |
False |
29,274 |
120 |
1,542.8 |
1,375.9 |
166.9 |
10.8% |
11.2 |
0.7% |
99% |
False |
False |
24,569 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,581.6 |
2.618 |
1,566.6 |
1.618 |
1,557.4 |
1.000 |
1,551.7 |
0.618 |
1,548.2 |
HIGH |
1,542.5 |
0.618 |
1,539.0 |
0.500 |
1,537.9 |
0.382 |
1,536.8 |
LOW |
1,533.3 |
0.618 |
1,527.6 |
1.000 |
1,524.1 |
1.618 |
1,518.4 |
2.618 |
1,509.2 |
4.250 |
1,494.2 |
|
|
Fisher Pivots for day following 04-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
1,539.5 |
1,539.1 |
PP |
1,538.7 |
1,537.9 |
S1 |
1,537.9 |
1,536.7 |
|