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 |
1,533.5 |
1,516.5 |
-17.0 |
-1.1% |
1,517.8 |
High |
1,536.0 |
1,523.7 |
-12.3 |
-0.8% |
1,542.8 |
Low |
1,515.3 |
1,488.0 |
-27.3 |
-1.8% |
1,512.6 |
Close |
1,516.4 |
1,489.3 |
-27.1 |
-1.8% |
1,539.6 |
Range |
20.7 |
35.7 |
15.0 |
72.5% |
30.2 |
ATR |
12.9 |
14.5 |
1.6 |
12.7% |
0.0 |
Volume |
124,841 |
120,557 |
-4,284 |
-3.4% |
191,814 |
|
Daily Pivots for day following 07-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,607.4 |
1,584.1 |
1,508.9 |
|
R3 |
1,571.7 |
1,548.4 |
1,499.1 |
|
R2 |
1,536.0 |
1,536.0 |
1,495.8 |
|
R1 |
1,512.7 |
1,512.7 |
1,492.6 |
1,506.5 |
PP |
1,500.3 |
1,500.3 |
1,500.3 |
1,497.3 |
S1 |
1,477.0 |
1,477.0 |
1,486.0 |
1,470.8 |
S2 |
1,464.6 |
1,464.6 |
1,482.8 |
|
S3 |
1,428.9 |
1,441.3 |
1,479.5 |
|
S4 |
1,393.2 |
1,405.6 |
1,469.7 |
|
|
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 |
1,488.0 |
54.8 |
3.7% |
18.0 |
1.2% |
2% |
False |
True |
86,963 |
10 |
1,542.8 |
1,488.0 |
54.8 |
3.7% |
16.3 |
1.1% |
2% |
False |
True |
64,876 |
20 |
1,542.8 |
1,488.0 |
54.8 |
3.7% |
14.5 |
1.0% |
2% |
False |
True |
50,591 |
40 |
1,542.8 |
1,442.3 |
100.5 |
6.7% |
12.9 |
0.9% |
47% |
False |
False |
41,221 |
60 |
1,542.8 |
1,394.8 |
148.0 |
9.9% |
12.9 |
0.9% |
64% |
False |
False |
40,045 |
80 |
1,542.8 |
1,375.9 |
166.9 |
11.2% |
13.7 |
0.9% |
68% |
False |
False |
39,924 |
100 |
1,542.8 |
1,375.9 |
166.9 |
11.2% |
12.4 |
0.8% |
68% |
False |
False |
32,380 |
120 |
1,542.8 |
1,375.9 |
166.9 |
11.2% |
11.7 |
0.8% |
68% |
False |
False |
27,152 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,675.4 |
2.618 |
1,617.2 |
1.618 |
1,581.5 |
1.000 |
1,559.4 |
0.618 |
1,545.8 |
HIGH |
1,523.7 |
0.618 |
1,510.1 |
0.500 |
1,505.9 |
0.382 |
1,501.6 |
LOW |
1,488.0 |
0.618 |
1,465.9 |
1.000 |
1,452.3 |
1.618 |
1,430.2 |
2.618 |
1,394.5 |
4.250 |
1,336.3 |
|
|
Fisher Pivots for day following 07-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
1,505.9 |
1,514.6 |
PP |
1,500.3 |
1,506.2 |
S1 |
1,494.8 |
1,497.7 |
|