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 |
13,587 |
13,377 |
-210 |
-1.5% |
13,789 |
High |
13,638 |
13,563 |
-75 |
-0.5% |
13,825 |
Low |
13,366 |
13,315 |
-51 |
-0.4% |
13,315 |
Close |
13,380 |
13,545 |
165 |
1.2% |
13,545 |
Range |
272 |
248 |
-24 |
-8.8% |
510 |
ATR |
110 |
120 |
10 |
9.0% |
0 |
Volume |
9,106 |
159,595 |
150,489 |
1,652.6% |
172,291 |
|
Daily Pivots for day following 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,218 |
14,130 |
13,682 |
|
R3 |
13,970 |
13,882 |
13,613 |
|
R2 |
13,722 |
13,722 |
13,591 |
|
R1 |
13,634 |
13,634 |
13,568 |
13,678 |
PP |
13,474 |
13,474 |
13,474 |
13,497 |
S1 |
13,386 |
13,386 |
13,522 |
13,430 |
S2 |
13,226 |
13,226 |
13,500 |
|
S3 |
12,978 |
13,138 |
13,477 |
|
S4 |
12,730 |
12,890 |
13,409 |
|
|
Weekly Pivots for week ending 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,092 |
14,828 |
13,826 |
|
R3 |
14,582 |
14,318 |
13,685 |
|
R2 |
14,072 |
14,072 |
13,639 |
|
R1 |
13,808 |
13,808 |
13,592 |
13,685 |
PP |
13,562 |
13,562 |
13,562 |
13,500 |
S1 |
13,298 |
13,298 |
13,498 |
13,175 |
S2 |
13,052 |
13,052 |
13,452 |
|
S3 |
12,542 |
12,788 |
13,405 |
|
S4 |
12,032 |
12,278 |
13,265 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,825 |
13,315 |
510 |
3.8% |
179 |
1.3% |
45% |
False |
True |
34,458 |
10 |
13,826 |
13,315 |
511 |
3.8% |
136 |
1.0% |
45% |
False |
True |
17,895 |
20 |
13,826 |
13,315 |
511 |
3.8% |
117 |
0.9% |
45% |
False |
True |
9,046 |
40 |
13,826 |
12,711 |
1,115 |
8.2% |
97 |
0.7% |
75% |
False |
False |
4,548 |
60 |
13,826 |
12,320 |
1,506 |
11.1% |
76 |
0.6% |
81% |
False |
False |
3,035 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,617 |
2.618 |
14,212 |
1.618 |
13,964 |
1.000 |
13,811 |
0.618 |
13,716 |
HIGH |
13,563 |
0.618 |
13,468 |
0.500 |
13,439 |
0.382 |
13,410 |
LOW |
13,315 |
0.618 |
13,162 |
1.000 |
13,067 |
1.618 |
12,914 |
2.618 |
12,666 |
4.250 |
12,261 |
|
|
Fisher Pivots for day following 08-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
13,510 |
13,541 |
PP |
13,474 |
13,537 |
S1 |
13,439 |
13,534 |
|