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 |
1,550.5 |
1,553.3 |
2.8 |
0.2% |
1,534.0 |
High |
1,552.5 |
1,557.0 |
4.5 |
0.3% |
1,557.0 |
Low |
1,546.0 |
1,550.0 |
4.0 |
0.3% |
1,527.5 |
Close |
1,547.9 |
1,554.7 |
6.8 |
0.4% |
1,554.7 |
Range |
6.5 |
7.0 |
0.5 |
7.7% |
29.5 |
ATR |
11.0 |
10.9 |
-0.1 |
-1.3% |
0.0 |
Volume |
17,018 |
19,861 |
2,843 |
16.7% |
59,425 |
|
Daily Pivots for day following 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,574.9 |
1,571.8 |
1,558.6 |
|
R3 |
1,567.9 |
1,564.8 |
1,556.6 |
|
R2 |
1,560.9 |
1,560.9 |
1,556.0 |
|
R1 |
1,557.8 |
1,557.8 |
1,555.3 |
1,559.4 |
PP |
1,553.9 |
1,553.9 |
1,553.9 |
1,554.7 |
S1 |
1,550.8 |
1,550.8 |
1,554.1 |
1,552.4 |
S2 |
1,546.9 |
1,546.9 |
1,553.4 |
|
S3 |
1,539.9 |
1,543.8 |
1,552.8 |
|
S4 |
1,532.9 |
1,536.8 |
1,550.9 |
|
|
Weekly Pivots for week ending 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,634.9 |
1,624.3 |
1,570.9 |
|
R3 |
1,605.4 |
1,594.8 |
1,562.8 |
|
R2 |
1,575.9 |
1,575.9 |
1,560.1 |
|
R1 |
1,565.3 |
1,565.3 |
1,557.4 |
1,570.6 |
PP |
1,546.4 |
1,546.4 |
1,546.4 |
1,549.1 |
S1 |
1,535.8 |
1,535.8 |
1,552.0 |
1,541.1 |
S2 |
1,516.9 |
1,516.9 |
1,549.3 |
|
S3 |
1,487.4 |
1,506.3 |
1,546.6 |
|
S4 |
1,457.9 |
1,476.8 |
1,538.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,557.0 |
1,527.5 |
29.5 |
1.9% |
9.9 |
0.6% |
92% |
True |
False |
13,220 |
10 |
1,557.0 |
1,523.3 |
33.7 |
2.2% |
10.5 |
0.7% |
93% |
True |
False |
8,027 |
20 |
1,557.0 |
1,511.1 |
45.9 |
3.0% |
10.2 |
0.7% |
95% |
True |
False |
5,661 |
40 |
1,557.0 |
1,460.6 |
96.4 |
6.2% |
8.3 |
0.5% |
98% |
True |
False |
2,996 |
60 |
1,557.0 |
1,388.4 |
168.6 |
10.8% |
7.6 |
0.5% |
99% |
True |
False |
2,097 |
80 |
1,557.0 |
1,388.4 |
168.6 |
10.8% |
6.9 |
0.4% |
99% |
True |
False |
1,612 |
100 |
1,557.0 |
1,388.4 |
168.6 |
10.8% |
6.0 |
0.4% |
99% |
True |
False |
1,363 |
120 |
1,557.0 |
1,388.4 |
168.6 |
10.8% |
5.0 |
0.3% |
99% |
True |
False |
1,259 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,586.8 |
2.618 |
1,575.3 |
1.618 |
1,568.3 |
1.000 |
1,564.0 |
0.618 |
1,561.3 |
HIGH |
1,557.0 |
0.618 |
1,554.3 |
0.500 |
1,553.5 |
0.382 |
1,552.7 |
LOW |
1,550.0 |
0.618 |
1,545.7 |
1.000 |
1,543.0 |
1.618 |
1,538.7 |
2.618 |
1,531.7 |
4.250 |
1,520.3 |
|
|
Fisher Pivots for day following 01-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
1,554.3 |
1,550.6 |
PP |
1,553.9 |
1,546.4 |
S1 |
1,553.5 |
1,542.3 |
|