Trading Metrics calculated at close of trading on 07-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2007 |
07-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
6,636.0 |
6,574.0 |
-62.0 |
-0.9% |
6,602.0 |
High |
6,643.5 |
6,575.5 |
-68.0 |
-1.0% |
6,680.0 |
Low |
6,516.5 |
6,480.5 |
-36.0 |
-0.6% |
6,535.0 |
Close |
6,536.0 |
6,507.5 |
-28.5 |
-0.4% |
6,677.5 |
Range |
127.0 |
95.0 |
-32.0 |
-25.2% |
145.0 |
ATR |
67.4 |
69.3 |
2.0 |
2.9% |
0.0 |
Volume |
98,336 |
159,409 |
61,073 |
62.1% |
349,392 |
|
Daily Pivots for day following 07-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,806.0 |
6,752.0 |
6,560.0 |
|
R3 |
6,711.0 |
6,657.0 |
6,533.5 |
|
R2 |
6,616.0 |
6,616.0 |
6,525.0 |
|
R1 |
6,562.0 |
6,562.0 |
6,516.0 |
6,541.5 |
PP |
6,521.0 |
6,521.0 |
6,521.0 |
6,511.0 |
S1 |
6,467.0 |
6,467.0 |
6,499.0 |
6,446.5 |
S2 |
6,426.0 |
6,426.0 |
6,490.0 |
|
S3 |
6,331.0 |
6,372.0 |
6,481.5 |
|
S4 |
6,236.0 |
6,277.0 |
6,455.0 |
|
|
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 |
6,480.5 |
203.5 |
3.1% |
82.0 |
1.3% |
13% |
False |
True |
102,148 |
10 |
6,684.0 |
6,480.5 |
203.5 |
3.1% |
69.5 |
1.1% |
13% |
False |
True |
92,486 |
20 |
6,684.0 |
6,460.0 |
224.0 |
3.4% |
66.0 |
1.0% |
21% |
False |
False |
89,803 |
40 |
6,684.0 |
6,388.5 |
295.5 |
4.5% |
63.5 |
1.0% |
40% |
False |
False |
84,157 |
60 |
6,684.0 |
5,987.0 |
697.0 |
10.7% |
63.5 |
1.0% |
75% |
False |
False |
87,817 |
80 |
6,684.0 |
5,981.5 |
702.5 |
10.8% |
64.0 |
1.0% |
75% |
False |
False |
68,642 |
100 |
6,684.0 |
5,981.5 |
702.5 |
10.8% |
59.5 |
0.9% |
75% |
False |
False |
54,952 |
120 |
6,684.0 |
5,981.5 |
702.5 |
10.8% |
54.0 |
0.8% |
75% |
False |
False |
45,926 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,979.0 |
2.618 |
6,824.0 |
1.618 |
6,729.0 |
1.000 |
6,670.5 |
0.618 |
6,634.0 |
HIGH |
6,575.5 |
0.618 |
6,539.0 |
0.500 |
6,528.0 |
0.382 |
6,517.0 |
LOW |
6,480.5 |
0.618 |
6,422.0 |
1.000 |
6,385.5 |
1.618 |
6,327.0 |
2.618 |
6,232.0 |
4.250 |
6,077.0 |
|
|
Fisher Pivots for day following 07-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
6,528.0 |
6,582.0 |
PP |
6,521.0 |
6,557.5 |
S1 |
6,514.5 |
6,532.5 |
|