Trading Metrics calculated at close of trading on 01-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2007 |
01-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
7,931.5 |
7,999.0 |
67.5 |
0.9% |
7,866.5 |
High |
7,995.0 |
8,100.5 |
105.5 |
1.3% |
8,100.5 |
Low |
7,929.5 |
7,989.5 |
60.0 |
0.8% |
7,775.0 |
Close |
7,976.5 |
8,085.5 |
109.0 |
1.4% |
8,085.5 |
Range |
65.5 |
111.0 |
45.5 |
69.5% |
325.5 |
ATR |
94.4 |
96.5 |
2.1 |
2.2% |
0.0 |
Volume |
8,611 |
14,657 |
6,046 |
70.2% |
25,101 |
|
Daily Pivots for day following 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,391.5 |
8,349.5 |
8,146.6 |
|
R3 |
8,280.5 |
8,238.5 |
8,116.0 |
|
R2 |
8,169.5 |
8,169.5 |
8,105.9 |
|
R1 |
8,127.5 |
8,127.5 |
8,095.7 |
8,148.5 |
PP |
8,058.5 |
8,058.5 |
8,058.5 |
8,069.0 |
S1 |
8,016.5 |
8,016.5 |
8,075.3 |
8,037.5 |
S2 |
7,947.5 |
7,947.5 |
8,065.2 |
|
S3 |
7,836.5 |
7,905.5 |
8,055.0 |
|
S4 |
7,725.5 |
7,794.5 |
8,024.5 |
|
|
Weekly Pivots for week ending 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,963.5 |
8,850.0 |
8,264.5 |
|
R3 |
8,638.0 |
8,524.5 |
8,175.0 |
|
R2 |
8,312.5 |
8,312.5 |
8,145.2 |
|
R1 |
8,199.0 |
8,199.0 |
8,115.3 |
8,255.8 |
PP |
7,987.0 |
7,987.0 |
7,987.0 |
8,015.4 |
S1 |
7,873.5 |
7,873.5 |
8,055.7 |
7,930.3 |
S2 |
7,661.5 |
7,661.5 |
8,025.8 |
|
S3 |
7,336.0 |
7,548.0 |
7,996.0 |
|
S4 |
7,010.5 |
7,222.5 |
7,906.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,100.5 |
7,764.5 |
336.0 |
4.2% |
92.7 |
1.1% |
96% |
True |
False |
5,113 |
10 |
8,100.5 |
7,589.5 |
511.0 |
6.3% |
91.6 |
1.1% |
97% |
True |
False |
2,938 |
20 |
8,100.5 |
7,426.0 |
674.5 |
8.3% |
91.8 |
1.1% |
98% |
True |
False |
1,721 |
40 |
8,100.5 |
7,104.0 |
996.5 |
12.3% |
83.6 |
1.0% |
98% |
True |
False |
1,155 |
60 |
8,100.5 |
6,554.0 |
1,546.5 |
19.1% |
83.9 |
1.0% |
99% |
True |
False |
1,910 |
80 |
8,100.5 |
6,554.0 |
1,546.5 |
19.1% |
82.4 |
1.0% |
99% |
True |
False |
1,523 |
100 |
8,100.5 |
6,554.0 |
1,546.5 |
19.1% |
78.5 |
1.0% |
99% |
True |
False |
1,274 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,572.3 |
2.618 |
8,391.1 |
1.618 |
8,280.1 |
1.000 |
8,211.5 |
0.618 |
8,169.1 |
HIGH |
8,100.5 |
0.618 |
8,058.1 |
0.500 |
8,045.0 |
0.382 |
8,031.9 |
LOW |
7,989.5 |
0.618 |
7,920.9 |
1.000 |
7,878.5 |
1.618 |
7,809.9 |
2.618 |
7,698.9 |
4.250 |
7,517.8 |
|
|
Fisher Pivots for day following 01-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
8,072.0 |
8,036.3 |
PP |
8,058.5 |
7,987.0 |
S1 |
8,045.0 |
7,937.8 |
|