Trading Metrics calculated at close of trading on 08-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2007 |
08-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
6,574.0 |
6,481.0 |
-93.0 |
-1.4% |
6,654.0 |
High |
6,575.5 |
6,526.0 |
-49.5 |
-0.8% |
6,684.0 |
Low |
6,480.5 |
6,455.0 |
-25.5 |
-0.4% |
6,455.0 |
Close |
6,507.5 |
6,500.5 |
-7.0 |
-0.1% |
6,500.5 |
Range |
95.0 |
71.0 |
-24.0 |
-25.3% |
229.0 |
ATR |
69.3 |
69.5 |
0.1 |
0.2% |
0.0 |
Volume |
159,409 |
166,522 |
7,113 |
4.5% |
571,321 |
|
Daily Pivots for day following 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,707.0 |
6,674.5 |
6,539.5 |
|
R3 |
6,636.0 |
6,603.5 |
6,520.0 |
|
R2 |
6,565.0 |
6,565.0 |
6,513.5 |
|
R1 |
6,532.5 |
6,532.5 |
6,507.0 |
6,549.0 |
PP |
6,494.0 |
6,494.0 |
6,494.0 |
6,502.0 |
S1 |
6,461.5 |
6,461.5 |
6,494.0 |
6,478.0 |
S2 |
6,423.0 |
6,423.0 |
6,487.5 |
|
S3 |
6,352.0 |
6,390.5 |
6,481.0 |
|
S4 |
6,281.0 |
6,319.5 |
6,461.5 |
|
|
Weekly Pivots for week ending 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,233.5 |
7,096.0 |
6,626.5 |
|
R3 |
7,004.5 |
6,867.0 |
6,563.5 |
|
R2 |
6,775.5 |
6,775.5 |
6,542.5 |
|
R1 |
6,638.0 |
6,638.0 |
6,521.5 |
6,592.0 |
PP |
6,546.5 |
6,546.5 |
6,546.5 |
6,523.5 |
S1 |
6,409.0 |
6,409.0 |
6,479.5 |
6,363.0 |
S2 |
6,317.5 |
6,317.5 |
6,458.5 |
|
S3 |
6,088.5 |
6,180.0 |
6,437.5 |
|
S4 |
5,859.5 |
5,951.0 |
6,374.5 |
|
|
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 |
6,455.0 |
229.0 |
3.5% |
84.5 |
1.3% |
20% |
False |
True |
114,264 |
10 |
6,684.0 |
6,455.0 |
229.0 |
3.5% |
70.5 |
1.1% |
20% |
False |
True |
101,564 |
20 |
6,684.0 |
6,455.0 |
229.0 |
3.5% |
66.0 |
1.0% |
20% |
False |
True |
93,856 |
40 |
6,684.0 |
6,397.5 |
286.5 |
4.4% |
63.5 |
1.0% |
36% |
False |
False |
86,253 |
60 |
6,684.0 |
5,987.0 |
697.0 |
10.7% |
63.0 |
1.0% |
74% |
False |
False |
87,673 |
80 |
6,684.0 |
5,981.5 |
702.5 |
10.8% |
64.5 |
1.0% |
74% |
False |
False |
70,723 |
100 |
6,684.0 |
5,981.5 |
702.5 |
10.8% |
59.5 |
0.9% |
74% |
False |
False |
56,616 |
120 |
6,684.0 |
5,981.5 |
702.5 |
10.8% |
54.5 |
0.8% |
74% |
False |
False |
47,314 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,828.0 |
2.618 |
6,712.0 |
1.618 |
6,641.0 |
1.000 |
6,597.0 |
0.618 |
6,570.0 |
HIGH |
6,526.0 |
0.618 |
6,499.0 |
0.500 |
6,490.5 |
0.382 |
6,482.0 |
LOW |
6,455.0 |
0.618 |
6,411.0 |
1.000 |
6,384.0 |
1.618 |
6,340.0 |
2.618 |
6,269.0 |
4.250 |
6,153.0 |
|
|
Fisher Pivots for day following 08-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
6,497.0 |
6,549.0 |
PP |
6,494.0 |
6,533.0 |
S1 |
6,490.5 |
6,517.0 |
|