Trading Metrics calculated at close of trading on 06-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2007 |
06-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
13,673.19 |
13,590.66 |
-82.53 |
-0.6% |
13,507.28 |
High |
13,673.51 |
13,591.07 |
-82.44 |
-0.6% |
13,692.00 |
Low |
13,551.00 |
13,437.31 |
-113.69 |
-0.8% |
13,456.73 |
Close |
13,595.46 |
13,465.67 |
-129.79 |
-1.0% |
13,668.11 |
Range |
122.51 |
153.76 |
31.25 |
25.5% |
235.27 |
ATR |
99.68 |
103.86 |
4.18 |
4.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,959.30 |
13,866.24 |
13,550.24 |
|
R3 |
13,805.54 |
13,712.48 |
13,507.95 |
|
R2 |
13,651.78 |
13,651.78 |
13,493.86 |
|
R1 |
13,558.72 |
13,558.72 |
13,479.76 |
13,528.37 |
PP |
13,498.02 |
13,498.02 |
13,498.02 |
13,482.84 |
S1 |
13,404.96 |
13,404.96 |
13,451.58 |
13,374.61 |
S2 |
13,344.26 |
13,344.26 |
13,437.48 |
|
S3 |
13,190.50 |
13,251.20 |
13,423.39 |
|
S4 |
13,036.74 |
13,097.44 |
13,381.10 |
|
|
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 |
13,437.31 |
254.69 |
1.9% |
94.77 |
0.7% |
11% |
False |
True |
|
10 |
13,692.00 |
13,423.90 |
268.10 |
2.0% |
113.38 |
0.8% |
16% |
False |
False |
|
20 |
13,692.00 |
13,210.90 |
481.10 |
3.6% |
105.72 |
0.8% |
53% |
False |
False |
|
40 |
13,692.00 |
12,428.22 |
1,263.78 |
9.4% |
100.75 |
0.7% |
82% |
False |
False |
|
60 |
13,692.00 |
11,939.61 |
1,752.39 |
13.0% |
104.53 |
0.8% |
87% |
False |
False |
|
80 |
13,692.00 |
11,939.61 |
1,752.39 |
13.0% |
110.71 |
0.8% |
87% |
False |
False |
|
100 |
13,692.00 |
11,939.61 |
1,752.39 |
13.0% |
105.01 |
0.8% |
87% |
False |
False |
|
120 |
13,692.00 |
11,939.61 |
1,752.39 |
13.0% |
102.72 |
0.8% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,244.55 |
2.618 |
13,993.61 |
1.618 |
13,839.85 |
1.000 |
13,744.83 |
0.618 |
13,686.09 |
HIGH |
13,591.07 |
0.618 |
13,532.33 |
0.500 |
13,514.19 |
0.382 |
13,496.05 |
LOW |
13,437.31 |
0.618 |
13,342.29 |
1.000 |
13,283.55 |
1.618 |
13,188.53 |
2.618 |
13,034.77 |
4.250 |
12,783.83 |
|
|
Fisher Pivots for day following 06-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
13,514.19 |
13,563.85 |
PP |
13,498.02 |
13,531.12 |
S1 |
13,481.84 |
13,498.40 |
|