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 |
7,905.5 |
7,975.0 |
69.5 |
0.9% |
7,694.0 |
High |
8,015.0 |
8,021.0 |
6.0 |
0.1% |
8,015.0 |
Low |
7,899.0 |
7,945.5 |
46.5 |
0.6% |
7,675.5 |
Close |
7,998.0 |
7,991.0 |
-7.0 |
-0.1% |
7,998.0 |
Range |
116.0 |
75.5 |
-40.5 |
-34.9% |
339.5 |
ATR |
103.3 |
101.4 |
-2.0 |
-1.9% |
0.0 |
Volume |
210,385 |
179,820 |
-30,565 |
-14.5% |
619,036 |
|
Daily Pivots for day following 04-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,212.3 |
8,177.2 |
8,032.5 |
|
R3 |
8,136.8 |
8,101.7 |
8,011.8 |
|
R2 |
8,061.3 |
8,061.3 |
8,004.8 |
|
R1 |
8,026.2 |
8,026.2 |
7,997.9 |
8,043.8 |
PP |
7,985.8 |
7,985.8 |
7,985.8 |
7,994.6 |
S1 |
7,950.7 |
7,950.7 |
7,984.1 |
7,968.3 |
S2 |
7,910.3 |
7,910.3 |
7,977.2 |
|
S3 |
7,834.8 |
7,875.2 |
7,970.2 |
|
S4 |
7,759.3 |
7,799.7 |
7,949.5 |
|
|
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 |
8,021.0 |
7,675.5 |
345.5 |
4.3% |
101.7 |
1.3% |
91% |
True |
False |
159,771 |
10 |
8,021.0 |
7,618.5 |
402.5 |
5.0% |
94.9 |
1.2% |
93% |
True |
False |
167,271 |
20 |
8,021.0 |
7,333.0 |
688.0 |
8.6% |
100.7 |
1.3% |
96% |
True |
False |
175,641 |
40 |
8,021.0 |
7,116.0 |
905.0 |
11.3% |
90.6 |
1.1% |
97% |
True |
False |
168,607 |
60 |
8,021.0 |
6,483.0 |
1,538.0 |
19.2% |
89.4 |
1.1% |
98% |
True |
False |
162,981 |
80 |
8,021.0 |
6,483.0 |
1,538.0 |
19.2% |
89.0 |
1.1% |
98% |
True |
False |
122,773 |
100 |
8,021.0 |
6,483.0 |
1,538.0 |
19.2% |
84.1 |
1.1% |
98% |
True |
False |
98,385 |
120 |
8,021.0 |
6,483.0 |
1,538.0 |
19.2% |
79.6 |
1.0% |
98% |
True |
False |
82,417 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,341.9 |
2.618 |
8,218.7 |
1.618 |
8,143.2 |
1.000 |
8,096.5 |
0.618 |
8,067.7 |
HIGH |
8,021.0 |
0.618 |
7,992.2 |
0.500 |
7,983.3 |
0.382 |
7,974.3 |
LOW |
7,945.5 |
0.618 |
7,898.8 |
1.000 |
7,870.0 |
1.618 |
7,823.3 |
2.618 |
7,747.8 |
4.250 |
7,624.6 |
|
|
Fisher Pivots for day following 04-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
7,988.4 |
7,971.3 |
PP |
7,985.8 |
7,951.7 |
S1 |
7,983.3 |
7,932.0 |
|