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 |
1,539.9 |
1,533.5 |
-6.4 |
-0.4% |
1,517.8 |
High |
1,541.2 |
1,536.0 |
-5.2 |
-0.3% |
1,542.8 |
Low |
1,527.0 |
1,515.3 |
-11.7 |
-0.8% |
1,512.6 |
Close |
1,533.7 |
1,516.4 |
-17.3 |
-1.1% |
1,539.6 |
Range |
14.2 |
20.7 |
6.5 |
45.8% |
30.2 |
ATR |
12.3 |
12.9 |
0.6 |
4.9% |
0.0 |
Volume |
66,079 |
124,841 |
58,762 |
88.9% |
191,814 |
|
Daily Pivots for day following 06-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,584.7 |
1,571.2 |
1,527.8 |
|
R3 |
1,564.0 |
1,550.5 |
1,522.1 |
|
R2 |
1,543.3 |
1,543.3 |
1,520.2 |
|
R1 |
1,529.8 |
1,529.8 |
1,518.3 |
1,526.2 |
PP |
1,522.6 |
1,522.6 |
1,522.6 |
1,520.8 |
S1 |
1,509.1 |
1,509.1 |
1,514.5 |
1,505.5 |
S2 |
1,501.9 |
1,501.9 |
1,512.6 |
|
S3 |
1,481.2 |
1,488.4 |
1,510.7 |
|
S4 |
1,460.5 |
1,467.7 |
1,505.0 |
|
|
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 |
1,515.3 |
27.5 |
1.8% |
12.3 |
0.8% |
4% |
False |
True |
73,390 |
10 |
1,542.8 |
1,507.8 |
35.0 |
2.3% |
13.9 |
0.9% |
25% |
False |
False |
56,338 |
20 |
1,542.8 |
1,496.1 |
46.7 |
3.1% |
13.3 |
0.9% |
43% |
False |
False |
45,994 |
40 |
1,542.8 |
1,442.3 |
100.5 |
6.6% |
12.4 |
0.8% |
74% |
False |
False |
38,700 |
60 |
1,542.8 |
1,375.9 |
166.9 |
11.0% |
12.7 |
0.8% |
84% |
False |
False |
40,524 |
80 |
1,542.8 |
1,375.9 |
166.9 |
11.0% |
13.3 |
0.9% |
84% |
False |
False |
38,434 |
100 |
1,542.8 |
1,375.9 |
166.9 |
11.0% |
12.0 |
0.8% |
84% |
False |
False |
31,175 |
120 |
1,542.8 |
1,375.9 |
166.9 |
11.0% |
11.5 |
0.8% |
84% |
False |
False |
26,152 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,624.0 |
2.618 |
1,590.2 |
1.618 |
1,569.5 |
1.000 |
1,556.7 |
0.618 |
1,548.8 |
HIGH |
1,536.0 |
0.618 |
1,528.1 |
0.500 |
1,525.7 |
0.382 |
1,523.2 |
LOW |
1,515.3 |
0.618 |
1,502.5 |
1.000 |
1,494.6 |
1.618 |
1,481.8 |
2.618 |
1,461.1 |
4.250 |
1,427.3 |
|
|
Fisher Pivots for day following 06-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
1,525.7 |
1,528.9 |
PP |
1,522.6 |
1,524.7 |
S1 |
1,519.5 |
1,520.6 |
|