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 |
8,076.5 |
8,019.0 |
-57.5 |
-0.7% |
7,866.5 |
High |
8,101.0 |
8,025.0 |
-76.0 |
-0.9% |
8,100.5 |
Low |
7,950.0 |
7,780.0 |
-170.0 |
-2.1% |
7,775.0 |
Close |
8,019.0 |
7,841.0 |
-178.0 |
-2.2% |
8,085.5 |
Range |
151.0 |
245.0 |
94.0 |
62.3% |
325.5 |
ATR |
98.9 |
109.4 |
10.4 |
10.5% |
0.0 |
Volume |
7,243 |
0 |
-7,243 |
-100.0% |
25,101 |
|
Daily Pivots for day following 06-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,617.0 |
8,474.0 |
7,975.8 |
|
R3 |
8,372.0 |
8,229.0 |
7,908.4 |
|
R2 |
8,127.0 |
8,127.0 |
7,885.9 |
|
R1 |
7,984.0 |
7,984.0 |
7,863.5 |
7,933.0 |
PP |
7,882.0 |
7,882.0 |
7,882.0 |
7,856.5 |
S1 |
7,739.0 |
7,739.0 |
7,818.5 |
7,688.0 |
S2 |
7,637.0 |
7,637.0 |
7,796.1 |
|
S3 |
7,392.0 |
7,494.0 |
7,773.6 |
|
S4 |
7,147.0 |
7,249.0 |
7,706.3 |
|
|
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 |
8,109.0 |
7,780.0 |
329.0 |
4.2% |
129.4 |
1.7% |
19% |
False |
True |
7,313 |
10 |
8,109.0 |
7,759.0 |
350.0 |
4.5% |
114.7 |
1.5% |
23% |
False |
False |
4,092 |
20 |
8,109.0 |
7,426.0 |
683.0 |
8.7% |
105.8 |
1.3% |
61% |
False |
False |
2,340 |
40 |
8,109.0 |
7,213.5 |
895.5 |
11.4% |
90.6 |
1.2% |
70% |
False |
False |
1,447 |
60 |
8,109.0 |
6,554.0 |
1,555.0 |
19.8% |
87.9 |
1.1% |
83% |
False |
False |
2,062 |
80 |
8,109.0 |
6,554.0 |
1,555.0 |
19.8% |
86.8 |
1.1% |
83% |
False |
False |
1,684 |
100 |
8,109.0 |
6,554.0 |
1,555.0 |
19.8% |
80.5 |
1.0% |
83% |
False |
False |
1,397 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,066.3 |
2.618 |
8,666.4 |
1.618 |
8,421.4 |
1.000 |
8,270.0 |
0.618 |
8,176.4 |
HIGH |
8,025.0 |
0.618 |
7,931.4 |
0.500 |
7,902.5 |
0.382 |
7,873.6 |
LOW |
7,780.0 |
0.618 |
7,628.6 |
1.000 |
7,535.0 |
1.618 |
7,383.6 |
2.618 |
7,138.6 |
4.250 |
6,738.8 |
|
|
Fisher Pivots for day following 06-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
7,902.5 |
7,944.5 |
PP |
7,882.0 |
7,910.0 |
S1 |
7,861.5 |
7,875.5 |
|