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 |
7,982.5 |
7,932.0 |
-50.5 |
-0.6% |
7,694.0 |
High |
8,013.0 |
7,938.0 |
-75.0 |
-0.9% |
8,015.0 |
Low |
7,863.0 |
7,692.0 |
-171.0 |
-2.2% |
7,675.5 |
Close |
7,932.0 |
7,755.0 |
-177.0 |
-2.2% |
7,998.0 |
Range |
150.0 |
246.0 |
96.0 |
64.0% |
339.5 |
ATR |
104.8 |
114.9 |
10.1 |
9.6% |
0.0 |
Volume |
301,599 |
0 |
-301,599 |
-100.0% |
619,036 |
|
Daily Pivots for day following 06-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,533.0 |
8,390.0 |
7,890.3 |
|
R3 |
8,287.0 |
8,144.0 |
7,822.7 |
|
R2 |
8,041.0 |
8,041.0 |
7,800.1 |
|
R1 |
7,898.0 |
7,898.0 |
7,777.6 |
7,846.5 |
PP |
7,795.0 |
7,795.0 |
7,795.0 |
7,769.3 |
S1 |
7,652.0 |
7,652.0 |
7,732.5 |
7,600.5 |
S2 |
7,549.0 |
7,549.0 |
7,709.9 |
|
S3 |
7,303.0 |
7,406.0 |
7,687.4 |
|
S4 |
7,057.0 |
7,160.0 |
7,619.7 |
|
|
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 |
7,692.0 |
329.0 |
4.2% |
130.6 |
1.7% |
19% |
False |
True |
176,233 |
10 |
8,021.0 |
7,672.5 |
348.5 |
4.5% |
122.8 |
1.6% |
24% |
False |
False |
169,032 |
20 |
8,021.0 |
7,333.0 |
688.0 |
8.9% |
113.2 |
1.5% |
61% |
False |
False |
175,879 |
40 |
8,021.0 |
7,133.0 |
888.0 |
11.5% |
97.2 |
1.3% |
70% |
False |
False |
169,618 |
60 |
8,021.0 |
6,483.0 |
1,538.0 |
19.8% |
93.4 |
1.2% |
83% |
False |
False |
167,664 |
80 |
8,021.0 |
6,483.0 |
1,538.0 |
19.8% |
92.3 |
1.2% |
83% |
False |
False |
126,520 |
100 |
8,021.0 |
6,483.0 |
1,538.0 |
19.8% |
86.3 |
1.1% |
83% |
False |
False |
101,368 |
120 |
8,021.0 |
6,483.0 |
1,538.0 |
19.8% |
82.4 |
1.1% |
83% |
False |
False |
84,868 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,983.5 |
2.618 |
8,582.0 |
1.618 |
8,336.0 |
1.000 |
8,184.0 |
0.618 |
8,090.0 |
HIGH |
7,938.0 |
0.618 |
7,844.0 |
0.500 |
7,815.0 |
0.382 |
7,786.0 |
LOW |
7,692.0 |
0.618 |
7,540.0 |
1.000 |
7,446.0 |
1.618 |
7,294.0 |
2.618 |
7,048.0 |
4.250 |
6,646.5 |
|
|
Fisher Pivots for day following 06-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
7,815.0 |
7,856.5 |
PP |
7,795.0 |
7,822.7 |
S1 |
7,775.0 |
7,788.8 |
|