Trading Metrics calculated at close of trading on 04-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2007 |
04-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
1,553.3 |
1,549.0 |
-4.3 |
-0.3% |
1,534.0 |
High |
1,557.0 |
1,557.7 |
0.7 |
0.0% |
1,557.0 |
Low |
1,550.0 |
1,548.8 |
-1.2 |
-0.1% |
1,527.5 |
Close |
1,554.7 |
1,555.4 |
0.7 |
0.0% |
1,554.7 |
Range |
7.0 |
8.9 |
1.9 |
27.1% |
29.5 |
ATR |
10.9 |
10.8 |
-0.1 |
-1.3% |
0.0 |
Volume |
19,861 |
23,762 |
3,901 |
19.6% |
59,425 |
|
Daily Pivots for day following 04-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,580.7 |
1,576.9 |
1,560.3 |
|
R3 |
1,571.8 |
1,568.0 |
1,557.8 |
|
R2 |
1,562.9 |
1,562.9 |
1,557.0 |
|
R1 |
1,559.1 |
1,559.1 |
1,556.2 |
1,561.0 |
PP |
1,554.0 |
1,554.0 |
1,554.0 |
1,554.9 |
S1 |
1,550.2 |
1,550.2 |
1,554.6 |
1,552.1 |
S2 |
1,545.1 |
1,545.1 |
1,553.8 |
|
S3 |
1,536.2 |
1,541.3 |
1,553.0 |
|
S4 |
1,527.3 |
1,532.4 |
1,550.5 |
|
|
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 |
1,557.7 |
1,527.5 |
30.2 |
1.9% |
10.5 |
0.7% |
92% |
True |
False |
16,637 |
10 |
1,557.7 |
1,523.3 |
34.4 |
2.2% |
10.7 |
0.7% |
93% |
True |
False |
10,263 |
20 |
1,557.7 |
1,511.1 |
46.6 |
3.0% |
10.2 |
0.7% |
95% |
True |
False |
6,783 |
40 |
1,557.7 |
1,460.6 |
97.1 |
6.2% |
8.5 |
0.5% |
98% |
True |
False |
3,590 |
60 |
1,557.7 |
1,388.4 |
169.3 |
10.9% |
7.7 |
0.5% |
99% |
True |
False |
2,493 |
80 |
1,557.7 |
1,388.4 |
169.3 |
10.9% |
6.9 |
0.4% |
99% |
True |
False |
1,909 |
100 |
1,557.7 |
1,388.4 |
169.3 |
10.9% |
5.9 |
0.4% |
99% |
True |
False |
1,601 |
120 |
1,557.7 |
1,388.4 |
169.3 |
10.9% |
5.1 |
0.3% |
99% |
True |
False |
1,457 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,595.5 |
2.618 |
1,581.0 |
1.618 |
1,572.1 |
1.000 |
1,566.6 |
0.618 |
1,563.2 |
HIGH |
1,557.7 |
0.618 |
1,554.3 |
0.500 |
1,553.3 |
0.382 |
1,552.2 |
LOW |
1,548.8 |
0.618 |
1,543.3 |
1.000 |
1,539.9 |
1.618 |
1,534.4 |
2.618 |
1,525.5 |
4.250 |
1,511.0 |
|
|
Fisher Pivots for day following 04-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
1,554.7 |
1,554.2 |
PP |
1,554.0 |
1,553.0 |
S1 |
1,553.3 |
1,551.9 |
|