Trading Metrics calculated at close of trading on 05-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2007 |
05-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
13,667.21 |
13,673.19 |
5.98 |
0.0% |
13,507.28 |
High |
13,690.38 |
13,673.51 |
-16.87 |
-0.1% |
13,692.00 |
Low |
13,618.78 |
13,551.00 |
-67.78 |
-0.5% |
13,456.73 |
Close |
13,676.32 |
13,595.46 |
-80.86 |
-0.6% |
13,668.11 |
Range |
71.60 |
122.51 |
50.91 |
71.1% |
235.27 |
ATR |
97.71 |
99.68 |
1.97 |
2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,974.19 |
13,907.33 |
13,662.84 |
|
R3 |
13,851.68 |
13,784.82 |
13,629.15 |
|
R2 |
13,729.17 |
13,729.17 |
13,617.92 |
|
R1 |
13,662.31 |
13,662.31 |
13,606.69 |
13,634.49 |
PP |
13,606.66 |
13,606.66 |
13,606.66 |
13,592.74 |
S1 |
13,539.80 |
13,539.80 |
13,584.23 |
13,511.98 |
S2 |
13,484.15 |
13,484.15 |
13,573.00 |
|
S3 |
13,361.64 |
13,417.29 |
13,561.77 |
|
S4 |
13,239.13 |
13,294.78 |
13,528.08 |
|
|
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 |
13,456.73 |
235.27 |
1.7% |
99.89 |
0.7% |
59% |
False |
False |
|
10 |
13,692.00 |
13,423.90 |
268.10 |
2.0% |
103.78 |
0.8% |
64% |
False |
False |
|
20 |
13,692.00 |
13,210.90 |
481.10 |
3.5% |
101.88 |
0.7% |
80% |
False |
False |
|
40 |
13,692.00 |
12,428.22 |
1,263.78 |
9.3% |
97.88 |
0.7% |
92% |
False |
False |
|
60 |
13,692.00 |
11,939.61 |
1,752.39 |
12.9% |
103.69 |
0.8% |
94% |
False |
False |
|
80 |
13,692.00 |
11,939.61 |
1,752.39 |
12.9% |
110.42 |
0.8% |
94% |
False |
False |
|
100 |
13,692.00 |
11,939.61 |
1,752.39 |
12.9% |
104.49 |
0.8% |
94% |
False |
False |
|
120 |
13,692.00 |
11,939.61 |
1,752.39 |
12.9% |
101.91 |
0.7% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,194.18 |
2.618 |
13,994.24 |
1.618 |
13,871.73 |
1.000 |
13,796.02 |
0.618 |
13,749.22 |
HIGH |
13,673.51 |
0.618 |
13,626.71 |
0.500 |
13,612.26 |
0.382 |
13,597.80 |
LOW |
13,551.00 |
0.618 |
13,475.29 |
1.000 |
13,428.49 |
1.618 |
13,352.78 |
2.618 |
13,230.27 |
4.250 |
13,030.33 |
|
|
Fisher Pivots for day following 05-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
13,612.26 |
13,621.50 |
PP |
13,606.66 |
13,612.82 |
S1 |
13,601.06 |
13,604.14 |
|