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 |
6,265.0 |
6,198.0 |
-67.0 |
-1.1% |
6,407.0 |
High |
6,328.0 |
6,249.0 |
-79.0 |
-1.2% |
6,428.0 |
Low |
6,257.0 |
6,198.0 |
-59.0 |
-0.9% |
6,198.0 |
Close |
6,315.0 |
6,223.0 |
-92.0 |
-1.5% |
6,223.0 |
Range |
71.0 |
51.0 |
-20.0 |
-28.2% |
230.0 |
ATR |
70.9 |
74.2 |
3.3 |
4.6% |
0.0 |
Volume |
23,461 |
27,778 |
4,317 |
18.4% |
116,191 |
|
Daily Pivots for day following 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,376.3 |
6,350.7 |
6,251.1 |
|
R3 |
6,325.3 |
6,299.7 |
6,237.0 |
|
R2 |
6,274.3 |
6,274.3 |
6,232.4 |
|
R1 |
6,248.7 |
6,248.7 |
6,227.7 |
6,261.5 |
PP |
6,223.3 |
6,223.3 |
6,223.3 |
6,229.8 |
S1 |
6,197.7 |
6,197.7 |
6,218.3 |
6,210.5 |
S2 |
6,172.3 |
6,172.3 |
6,213.7 |
|
S3 |
6,121.3 |
6,146.7 |
6,209.0 |
|
S4 |
6,070.3 |
6,095.7 |
6,195.0 |
|
|
Weekly Pivots for week ending 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,973.0 |
6,828.0 |
6,349.5 |
|
R3 |
6,743.0 |
6,598.0 |
6,286.3 |
|
R2 |
6,513.0 |
6,513.0 |
6,265.2 |
|
R1 |
6,368.0 |
6,368.0 |
6,244.1 |
6,325.5 |
PP |
6,283.0 |
6,283.0 |
6,283.0 |
6,261.8 |
S1 |
6,138.0 |
6,138.0 |
6,201.9 |
6,095.5 |
S2 |
6,053.0 |
6,053.0 |
6,180.8 |
|
S3 |
5,823.0 |
5,908.0 |
6,159.8 |
|
S4 |
5,593.0 |
5,678.0 |
6,096.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,428.0 |
6,198.0 |
230.0 |
3.7% |
52.0 |
0.8% |
11% |
False |
True |
23,238 |
10 |
6,428.0 |
6,198.0 |
230.0 |
3.7% |
57.6 |
0.9% |
11% |
False |
True |
21,660 |
20 |
6,428.0 |
6,198.0 |
230.0 |
3.7% |
56.4 |
0.9% |
11% |
False |
True |
19,693 |
40 |
6,428.0 |
6,152.0 |
276.0 |
4.4% |
58.6 |
0.9% |
26% |
False |
False |
18,942 |
60 |
6,428.0 |
5,775.0 |
653.0 |
10.5% |
58.2 |
0.9% |
69% |
False |
False |
19,229 |
80 |
6,428.0 |
5,665.0 |
763.0 |
12.3% |
56.5 |
0.9% |
73% |
False |
False |
16,295 |
100 |
6,428.0 |
5,656.0 |
772.0 |
12.4% |
50.3 |
0.8% |
73% |
False |
False |
13,083 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,465.8 |
2.618 |
6,382.5 |
1.618 |
6,331.5 |
1.000 |
6,300.0 |
0.618 |
6,280.5 |
HIGH |
6,249.0 |
0.618 |
6,229.5 |
0.500 |
6,223.5 |
0.382 |
6,217.5 |
LOW |
6,198.0 |
0.618 |
6,166.5 |
1.000 |
6,147.0 |
1.618 |
6,115.5 |
2.618 |
6,064.5 |
4.250 |
5,981.3 |
|
|
Fisher Pivots for day following 08-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
6,223.5 |
6,293.0 |
PP |
6,223.3 |
6,269.7 |
S1 |
6,223.2 |
6,246.3 |
|