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 |
13,633.00 |
13,628.69 |
-4.31 |
0.0% |
13,507.28 |
High |
13,673.07 |
13,692.00 |
18.93 |
0.1% |
13,692.00 |
Low |
13,614.72 |
13,624.39 |
9.67 |
0.1% |
13,456.73 |
Close |
13,627.64 |
13,668.11 |
40.47 |
0.3% |
13,668.11 |
Range |
58.35 |
67.61 |
9.26 |
15.9% |
235.27 |
ATR |
102.19 |
99.72 |
-2.47 |
-2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,864.33 |
13,833.83 |
13,705.30 |
|
R3 |
13,796.72 |
13,766.22 |
13,686.70 |
|
R2 |
13,729.11 |
13,729.11 |
13,680.51 |
|
R1 |
13,698.61 |
13,698.61 |
13,674.31 |
13,713.86 |
PP |
13,661.50 |
13,661.50 |
13,661.50 |
13,669.13 |
S1 |
13,631.00 |
13,631.00 |
13,661.91 |
13,646.25 |
S2 |
13,593.89 |
13,593.89 |
13,655.71 |
|
S3 |
13,526.28 |
13,563.39 |
13,649.52 |
|
S4 |
13,458.67 |
13,495.78 |
13,630.92 |
|
|
Weekly Pivots for week ending 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,311.42 |
14,225.04 |
13,797.51 |
|
R3 |
14,076.15 |
13,989.77 |
13,732.81 |
|
R2 |
13,840.88 |
13,840.88 |
13,711.24 |
|
R1 |
13,754.50 |
13,754.50 |
13,689.68 |
13,797.69 |
PP |
13,605.61 |
13,605.61 |
13,605.61 |
13,627.21 |
S1 |
13,519.23 |
13,519.23 |
13,646.54 |
13,562.42 |
S2 |
13,370.34 |
13,370.34 |
13,624.98 |
|
S3 |
13,135.07 |
13,283.96 |
13,603.41 |
|
S4 |
12,899.80 |
13,048.69 |
13,538.71 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,692.00 |
13,440.07 |
251.93 |
1.8% |
96.14 |
0.7% |
91% |
True |
False |
|
10 |
13,692.00 |
13,423.90 |
268.10 |
2.0% |
98.26 |
0.7% |
91% |
True |
False |
|
20 |
13,692.00 |
13,210.90 |
481.10 |
3.5% |
97.81 |
0.7% |
95% |
True |
False |
|
40 |
13,692.00 |
12,428.22 |
1,263.78 |
9.2% |
95.79 |
0.7% |
98% |
True |
False |
|
60 |
13,692.00 |
11,939.61 |
1,752.39 |
12.8% |
104.00 |
0.8% |
99% |
True |
False |
|
80 |
13,692.00 |
11,939.61 |
1,752.39 |
12.8% |
109.99 |
0.8% |
99% |
True |
False |
|
100 |
13,692.00 |
11,939.61 |
1,752.39 |
12.8% |
104.48 |
0.8% |
99% |
True |
False |
|
120 |
13,692.00 |
11,939.61 |
1,752.39 |
12.8% |
101.84 |
0.7% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,979.34 |
2.618 |
13,869.00 |
1.618 |
13,801.39 |
1.000 |
13,759.61 |
0.618 |
13,733.78 |
HIGH |
13,692.00 |
0.618 |
13,666.17 |
0.500 |
13,658.20 |
0.382 |
13,650.22 |
LOW |
13,624.39 |
0.618 |
13,582.61 |
1.000 |
13,556.78 |
1.618 |
13,515.00 |
2.618 |
13,447.39 |
4.250 |
13,337.05 |
|
|
Fisher Pivots for day following 01-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
13,664.81 |
13,636.86 |
PP |
13,661.50 |
13,605.61 |
S1 |
13,658.20 |
13,574.37 |
|