Trading Metrics calculated at close of trading on 05-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2007 |
05-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
7,975.0 |
7,982.5 |
7.5 |
0.1% |
7,694.0 |
High |
8,021.0 |
8,013.0 |
-8.0 |
-0.1% |
8,015.0 |
Low |
7,945.5 |
7,863.0 |
-82.5 |
-1.0% |
7,675.5 |
Close |
7,991.0 |
7,932.0 |
-59.0 |
-0.7% |
7,998.0 |
Range |
75.5 |
150.0 |
74.5 |
98.7% |
339.5 |
ATR |
101.4 |
104.8 |
3.5 |
3.4% |
0.0 |
Volume |
179,820 |
301,599 |
121,779 |
67.7% |
619,036 |
|
Daily Pivots for day following 05-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,386.0 |
8,309.0 |
8,014.5 |
|
R3 |
8,236.0 |
8,159.0 |
7,973.3 |
|
R2 |
8,086.0 |
8,086.0 |
7,959.5 |
|
R1 |
8,009.0 |
8,009.0 |
7,945.8 |
7,972.5 |
PP |
7,936.0 |
7,936.0 |
7,936.0 |
7,917.8 |
S1 |
7,859.0 |
7,859.0 |
7,918.3 |
7,822.5 |
S2 |
7,786.0 |
7,786.0 |
7,904.5 |
|
S3 |
7,636.0 |
7,709.0 |
7,890.8 |
|
S4 |
7,486.0 |
7,559.0 |
7,849.5 |
|
|
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 |
7,689.0 |
332.0 |
4.2% |
111.0 |
1.4% |
73% |
False |
False |
220,091 |
10 |
8,021.0 |
7,626.5 |
394.5 |
5.0% |
105.3 |
1.3% |
77% |
False |
False |
184,284 |
20 |
8,021.0 |
7,333.0 |
688.0 |
8.7% |
106.2 |
1.3% |
87% |
False |
False |
186,453 |
40 |
8,021.0 |
7,133.0 |
888.0 |
11.2% |
92.8 |
1.2% |
90% |
False |
False |
173,645 |
60 |
8,021.0 |
6,483.0 |
1,538.0 |
19.4% |
90.6 |
1.1% |
94% |
False |
False |
167,883 |
80 |
8,021.0 |
6,483.0 |
1,538.0 |
19.4% |
90.0 |
1.1% |
94% |
False |
False |
126,533 |
100 |
8,021.0 |
6,483.0 |
1,538.0 |
19.4% |
84.4 |
1.1% |
94% |
False |
False |
101,372 |
120 |
8,021.0 |
6,483.0 |
1,538.0 |
19.4% |
80.6 |
1.0% |
94% |
False |
False |
84,914 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,650.5 |
2.618 |
8,405.7 |
1.618 |
8,255.7 |
1.000 |
8,163.0 |
0.618 |
8,105.7 |
HIGH |
8,013.0 |
0.618 |
7,955.7 |
0.500 |
7,938.0 |
0.382 |
7,920.3 |
LOW |
7,863.0 |
0.618 |
7,770.3 |
1.000 |
7,713.0 |
1.618 |
7,620.3 |
2.618 |
7,470.3 |
4.250 |
7,225.5 |
|
|
Fisher Pivots for day following 05-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
7,938.0 |
7,942.0 |
PP |
7,936.0 |
7,938.7 |
S1 |
7,934.0 |
7,935.3 |
|