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 |
6,660.0 |
6,692.0 |
32.0 |
0.5% |
6,631.0 |
High |
6,719.0 |
6,707.0 |
-12.0 |
-0.2% |
6,719.0 |
Low |
6,660.0 |
6,683.0 |
23.0 |
0.3% |
6,575.0 |
Close |
6,717.5 |
6,704.0 |
-13.5 |
-0.2% |
6,717.5 |
Range |
59.0 |
24.0 |
-35.0 |
-59.3% |
144.0 |
ATR |
49.8 |
48.7 |
-1.1 |
-2.2% |
0.0 |
Volume |
3,289 |
3,289 |
0 |
0.0% |
11,937 |
|
Daily Pivots for day following 04-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,770.0 |
6,761.0 |
6,717.0 |
|
R3 |
6,746.0 |
6,737.0 |
6,710.5 |
|
R2 |
6,722.0 |
6,722.0 |
6,708.5 |
|
R1 |
6,713.0 |
6,713.0 |
6,706.0 |
6,717.5 |
PP |
6,698.0 |
6,698.0 |
6,698.0 |
6,700.0 |
S1 |
6,689.0 |
6,689.0 |
6,702.0 |
6,693.5 |
S2 |
6,674.0 |
6,674.0 |
6,699.5 |
|
S3 |
6,650.0 |
6,665.0 |
6,697.5 |
|
S4 |
6,626.0 |
6,641.0 |
6,691.0 |
|
|
Weekly Pivots for week ending 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,102.5 |
7,054.0 |
6,796.5 |
|
R3 |
6,958.5 |
6,910.0 |
6,757.0 |
|
R2 |
6,814.5 |
6,814.5 |
6,744.0 |
|
R1 |
6,766.0 |
6,766.0 |
6,730.5 |
6,790.0 |
PP |
6,670.5 |
6,670.5 |
6,670.5 |
6,682.5 |
S1 |
6,622.0 |
6,622.0 |
6,704.5 |
6,646.0 |
S2 |
6,526.5 |
6,526.5 |
6,691.0 |
|
S3 |
6,382.5 |
6,478.0 |
6,678.0 |
|
S4 |
6,238.5 |
6,334.0 |
6,638.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,719.0 |
6,575.0 |
144.0 |
2.1% |
45.0 |
0.7% |
90% |
False |
False |
3,045 |
10 |
6,721.0 |
6,575.0 |
146.0 |
2.2% |
41.0 |
0.6% |
88% |
False |
False |
1,877 |
20 |
6,721.0 |
6,498.5 |
222.5 |
3.3% |
44.5 |
0.7% |
92% |
False |
False |
1,238 |
40 |
6,721.0 |
6,413.5 |
307.5 |
4.6% |
37.0 |
0.6% |
94% |
False |
False |
708 |
60 |
6,721.0 |
6,062.5 |
658.5 |
9.8% |
38.0 |
0.6% |
97% |
False |
False |
567 |
80 |
6,721.0 |
6,062.5 |
658.5 |
9.8% |
31.0 |
0.5% |
97% |
False |
False |
453 |
100 |
6,721.0 |
6,062.5 |
658.5 |
9.8% |
26.5 |
0.4% |
97% |
False |
False |
384 |
120 |
6,721.0 |
6,062.5 |
658.5 |
9.8% |
23.5 |
0.3% |
97% |
False |
False |
321 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,809.0 |
2.618 |
6,770.0 |
1.618 |
6,746.0 |
1.000 |
6,731.0 |
0.618 |
6,722.0 |
HIGH |
6,707.0 |
0.618 |
6,698.0 |
0.500 |
6,695.0 |
0.382 |
6,692.0 |
LOW |
6,683.0 |
0.618 |
6,668.0 |
1.000 |
6,659.0 |
1.618 |
6,644.0 |
2.618 |
6,620.0 |
4.250 |
6,581.0 |
|
|
Fisher Pivots for day following 04-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
6,701.0 |
6,697.0 |
PP |
6,698.0 |
6,690.0 |
S1 |
6,695.0 |
6,683.0 |
|