Trading Metrics calculated at close of trading on 01-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2007 |
01-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
7,846.5 |
7,905.5 |
59.0 |
0.8% |
7,694.0 |
High |
7,908.5 |
8,015.0 |
106.5 |
1.3% |
8,015.0 |
Low |
7,843.0 |
7,899.0 |
56.0 |
0.7% |
7,675.5 |
Close |
7,890.0 |
7,998.0 |
108.0 |
1.4% |
7,998.0 |
Range |
65.5 |
116.0 |
50.5 |
77.1% |
339.5 |
ATR |
101.7 |
103.3 |
1.7 |
1.6% |
0.0 |
Volume |
189,361 |
210,385 |
21,024 |
11.1% |
619,036 |
|
Daily Pivots for day following 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,318.7 |
8,274.3 |
8,061.8 |
|
R3 |
8,202.7 |
8,158.3 |
8,029.9 |
|
R2 |
8,086.7 |
8,086.7 |
8,019.3 |
|
R1 |
8,042.3 |
8,042.3 |
8,008.6 |
8,064.5 |
PP |
7,970.7 |
7,970.7 |
7,970.7 |
7,981.8 |
S1 |
7,926.3 |
7,926.3 |
7,987.4 |
7,948.5 |
S2 |
7,854.7 |
7,854.7 |
7,976.7 |
|
S3 |
7,738.7 |
7,810.3 |
7,966.1 |
|
S4 |
7,622.7 |
7,694.3 |
7,934.2 |
|
|
Weekly Pivots for week ending 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,914.7 |
8,795.8 |
8,184.7 |
|
R3 |
8,575.2 |
8,456.3 |
8,091.4 |
|
R2 |
8,235.7 |
8,235.7 |
8,060.2 |
|
R1 |
8,116.8 |
8,116.8 |
8,029.1 |
8,176.3 |
PP |
7,896.2 |
7,896.2 |
7,896.2 |
7,925.9 |
S1 |
7,777.3 |
7,777.3 |
7,966.9 |
7,836.8 |
S2 |
7,556.7 |
7,556.7 |
7,935.8 |
|
S3 |
7,217.2 |
7,437.8 |
7,904.6 |
|
S4 |
6,877.7 |
7,098.3 |
7,811.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,015.0 |
7,675.5 |
339.5 |
4.2% |
107.3 |
1.3% |
95% |
True |
False |
156,016 |
10 |
8,015.0 |
7,502.0 |
513.0 |
6.4% |
101.3 |
1.3% |
97% |
True |
False |
169,968 |
20 |
8,015.0 |
7,333.0 |
682.0 |
8.5% |
100.0 |
1.3% |
98% |
True |
False |
174,543 |
40 |
8,015.0 |
7,090.5 |
924.5 |
11.6% |
89.9 |
1.1% |
98% |
True |
False |
167,940 |
60 |
8,015.0 |
6,483.0 |
1,532.0 |
19.2% |
89.1 |
1.1% |
99% |
True |
False |
160,046 |
80 |
8,015.0 |
6,483.0 |
1,532.0 |
19.2% |
88.6 |
1.1% |
99% |
True |
False |
120,538 |
100 |
8,015.0 |
6,483.0 |
1,532.0 |
19.2% |
84.0 |
1.1% |
99% |
True |
False |
96,595 |
120 |
8,015.0 |
6,482.0 |
1,533.0 |
19.2% |
79.8 |
1.0% |
99% |
True |
False |
80,944 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,508.0 |
2.618 |
8,318.7 |
1.618 |
8,202.7 |
1.000 |
8,131.0 |
0.618 |
8,086.7 |
HIGH |
8,015.0 |
0.618 |
7,970.7 |
0.500 |
7,957.0 |
0.382 |
7,943.3 |
LOW |
7,899.0 |
0.618 |
7,827.3 |
1.000 |
7,783.0 |
1.618 |
7,711.3 |
2.618 |
7,595.3 |
4.250 |
7,406.0 |
|
|
Fisher Pivots for day following 01-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
7,984.3 |
7,949.3 |
PP |
7,970.7 |
7,900.7 |
S1 |
7,957.0 |
7,852.0 |
|