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 |
7,825.0 |
7,662.0 |
-163.0 |
-2.1% |
8,065.5 |
High |
7,874.5 |
7,757.5 |
-117.0 |
-1.5% |
8,109.0 |
Low |
7,640.0 |
7,585.0 |
-55.0 |
-0.7% |
7,585.0 |
Close |
7,700.0 |
7,667.5 |
-32.5 |
-0.4% |
7,667.5 |
Range |
234.5 |
172.5 |
-62.0 |
-26.4% |
524.0 |
ATR |
118.3 |
122.2 |
3.9 |
3.3% |
0.0 |
Volume |
7,905 |
17,042 |
9,137 |
115.6% |
38,248 |
|
Daily Pivots for day following 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,187.5 |
8,100.0 |
7,762.4 |
|
R3 |
8,015.0 |
7,927.5 |
7,714.9 |
|
R2 |
7,842.5 |
7,842.5 |
7,699.1 |
|
R1 |
7,755.0 |
7,755.0 |
7,683.3 |
7,798.8 |
PP |
7,670.0 |
7,670.0 |
7,670.0 |
7,691.9 |
S1 |
7,582.5 |
7,582.5 |
7,651.7 |
7,626.3 |
S2 |
7,497.5 |
7,497.5 |
7,635.9 |
|
S3 |
7,325.0 |
7,410.0 |
7,620.1 |
|
S4 |
7,152.5 |
7,237.5 |
7,572.6 |
|
|
Weekly Pivots for week ending 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,359.2 |
9,037.3 |
7,955.7 |
|
R3 |
8,835.2 |
8,513.3 |
7,811.6 |
|
R2 |
8,311.2 |
8,311.2 |
7,763.6 |
|
R1 |
7,989.3 |
7,989.3 |
7,715.5 |
7,888.3 |
PP |
7,787.2 |
7,787.2 |
7,787.2 |
7,736.6 |
S1 |
7,465.3 |
7,465.3 |
7,619.5 |
7,364.3 |
S2 |
7,263.2 |
7,263.2 |
7,571.4 |
|
S3 |
6,739.2 |
6,941.3 |
7,523.4 |
|
S4 |
6,215.2 |
6,417.3 |
7,379.3 |
|
|
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 |
7,585.0 |
524.0 |
6.8% |
175.5 |
2.3% |
16% |
False |
True |
7,649 |
10 |
8,109.0 |
7,585.0 |
524.0 |
6.8% |
134.1 |
1.7% |
16% |
False |
True |
6,381 |
20 |
8,109.0 |
7,426.0 |
683.0 |
8.9% |
114.5 |
1.5% |
35% |
False |
False |
3,523 |
40 |
8,109.0 |
7,213.5 |
895.5 |
11.7% |
97.6 |
1.3% |
51% |
False |
False |
2,040 |
60 |
8,109.0 |
6,554.0 |
1,555.0 |
20.3% |
92.1 |
1.2% |
72% |
False |
False |
2,330 |
80 |
8,109.0 |
6,554.0 |
1,555.0 |
20.3% |
90.6 |
1.2% |
72% |
False |
False |
1,993 |
100 |
8,109.0 |
6,554.0 |
1,555.0 |
20.3% |
83.9 |
1.1% |
72% |
False |
False |
1,643 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,490.6 |
2.618 |
8,209.1 |
1.618 |
8,036.6 |
1.000 |
7,930.0 |
0.618 |
7,864.1 |
HIGH |
7,757.5 |
0.618 |
7,691.6 |
0.500 |
7,671.3 |
0.382 |
7,650.9 |
LOW |
7,585.0 |
0.618 |
7,478.4 |
1.000 |
7,412.5 |
1.618 |
7,305.9 |
2.618 |
7,133.4 |
4.250 |
6,851.9 |
|
|
Fisher Pivots for day following 08-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
7,671.3 |
7,805.0 |
PP |
7,670.0 |
7,759.2 |
S1 |
7,668.8 |
7,713.3 |
|