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 |
6,672.0 |
6,636.0 |
-36.0 |
-0.5% |
6,602.0 |
High |
6,684.0 |
6,643.5 |
-40.5 |
-0.6% |
6,680.0 |
Low |
6,586.5 |
6,516.5 |
-70.0 |
-1.1% |
6,535.0 |
Close |
6,645.0 |
6,536.0 |
-109.0 |
-1.6% |
6,677.5 |
Range |
97.5 |
127.0 |
29.5 |
30.3% |
145.0 |
ATR |
62.7 |
67.4 |
4.7 |
7.5% |
0.0 |
Volume |
44,733 |
98,336 |
53,603 |
119.8% |
349,392 |
|
Daily Pivots for day following 06-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,946.5 |
6,868.0 |
6,606.0 |
|
R3 |
6,819.5 |
6,741.0 |
6,571.0 |
|
R2 |
6,692.5 |
6,692.5 |
6,559.5 |
|
R1 |
6,614.0 |
6,614.0 |
6,547.5 |
6,590.0 |
PP |
6,565.5 |
6,565.5 |
6,565.5 |
6,553.0 |
S1 |
6,487.0 |
6,487.0 |
6,524.5 |
6,463.0 |
S2 |
6,438.5 |
6,438.5 |
6,512.5 |
|
S3 |
6,311.5 |
6,360.0 |
6,501.0 |
|
S4 |
6,184.5 |
6,233.0 |
6,466.0 |
|
|
Weekly Pivots for week ending 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,066.0 |
7,016.5 |
6,757.0 |
|
R3 |
6,921.0 |
6,871.5 |
6,717.5 |
|
R2 |
6,776.0 |
6,776.0 |
6,704.0 |
|
R1 |
6,726.5 |
6,726.5 |
6,691.0 |
6,751.0 |
PP |
6,631.0 |
6,631.0 |
6,631.0 |
6,643.0 |
S1 |
6,581.5 |
6,581.5 |
6,664.0 |
6,606.0 |
S2 |
6,486.0 |
6,486.0 |
6,651.0 |
|
S3 |
6,341.0 |
6,436.5 |
6,637.5 |
|
S4 |
6,196.0 |
6,291.5 |
6,598.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,684.0 |
6,516.5 |
167.5 |
2.6% |
72.0 |
1.1% |
12% |
False |
True |
89,542 |
10 |
6,684.0 |
6,516.5 |
167.5 |
2.6% |
63.5 |
1.0% |
12% |
False |
True |
84,743 |
20 |
6,684.0 |
6,460.0 |
224.0 |
3.4% |
64.5 |
1.0% |
34% |
False |
False |
86,612 |
40 |
6,684.0 |
6,388.5 |
295.5 |
4.5% |
62.0 |
1.0% |
50% |
False |
False |
81,775 |
60 |
6,684.0 |
5,987.0 |
697.0 |
10.7% |
63.0 |
1.0% |
79% |
False |
False |
87,181 |
80 |
6,684.0 |
5,981.5 |
702.5 |
10.7% |
63.0 |
1.0% |
79% |
False |
False |
66,654 |
100 |
6,684.0 |
5,981.5 |
702.5 |
10.7% |
58.5 |
0.9% |
79% |
False |
False |
53,361 |
120 |
6,684.0 |
5,981.5 |
702.5 |
10.7% |
53.0 |
0.8% |
79% |
False |
False |
44,597 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,183.0 |
2.618 |
6,976.0 |
1.618 |
6,849.0 |
1.000 |
6,770.5 |
0.618 |
6,722.0 |
HIGH |
6,643.5 |
0.618 |
6,595.0 |
0.500 |
6,580.0 |
0.382 |
6,565.0 |
LOW |
6,516.5 |
0.618 |
6,438.0 |
1.000 |
6,389.5 |
1.618 |
6,311.0 |
2.618 |
6,184.0 |
4.250 |
5,977.0 |
|
|
Fisher Pivots for day following 06-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
6,580.0 |
6,600.0 |
PP |
6,565.5 |
6,579.0 |
S1 |
6,550.5 |
6,557.5 |
|