Trading Metrics calculated at close of trading on 08-Jun-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2007 |
08-Jun-2007 |
Change |
Change % |
Previous Week |
Open |
13,463.48 |
13,267.14 |
-196.34 |
-1.5% |
13,667.21 |
High |
13,480.22 |
13,431.22 |
-49.00 |
-0.4% |
13,690.38 |
Low |
13,259.82 |
13,251.53 |
-8.29 |
-0.1% |
13,251.53 |
Close |
13,266.73 |
13,424.39 |
157.66 |
1.2% |
13,424.39 |
Range |
220.40 |
179.69 |
-40.71 |
-18.5% |
438.85 |
ATR |
112.18 |
117.00 |
4.82 |
4.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,908.12 |
13,845.94 |
13,523.22 |
|
R3 |
13,728.43 |
13,666.25 |
13,473.80 |
|
R2 |
13,548.74 |
13,548.74 |
13,457.33 |
|
R1 |
13,486.56 |
13,486.56 |
13,440.86 |
13,517.65 |
PP |
13,369.05 |
13,369.05 |
13,369.05 |
13,384.59 |
S1 |
13,306.87 |
13,306.87 |
13,407.92 |
13,337.96 |
S2 |
13,189.36 |
13,189.36 |
13,391.45 |
|
S3 |
13,009.67 |
13,127.18 |
13,374.98 |
|
S4 |
12,829.98 |
12,947.49 |
13,325.56 |
|
|
Weekly Pivots for week ending 08-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,771.98 |
14,537.04 |
13,665.76 |
|
R3 |
14,333.13 |
14,098.19 |
13,545.07 |
|
R2 |
13,894.28 |
13,894.28 |
13,504.85 |
|
R1 |
13,659.34 |
13,659.34 |
13,464.62 |
13,557.39 |
PP |
13,455.43 |
13,455.43 |
13,455.43 |
13,404.46 |
S1 |
13,220.49 |
13,220.49 |
13,384.16 |
13,118.54 |
S2 |
13,016.58 |
13,016.58 |
13,343.93 |
|
S3 |
12,577.73 |
12,781.64 |
13,303.71 |
|
S4 |
12,138.88 |
12,342.79 |
13,183.02 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,690.38 |
13,251.53 |
438.85 |
3.3% |
149.59 |
1.1% |
39% |
False |
True |
|
10 |
13,692.00 |
13,251.53 |
440.47 |
3.3% |
122.87 |
0.9% |
39% |
False |
True |
|
20 |
13,692.00 |
13,212.04 |
479.96 |
3.6% |
113.77 |
0.8% |
44% |
False |
False |
|
40 |
13,692.00 |
12,530.21 |
1,161.79 |
8.7% |
104.42 |
0.8% |
77% |
False |
False |
|
60 |
13,692.00 |
12,082.13 |
1,609.87 |
12.0% |
103.87 |
0.8% |
83% |
False |
False |
|
80 |
13,692.00 |
11,939.61 |
1,752.39 |
13.1% |
113.46 |
0.8% |
85% |
False |
False |
|
100 |
13,692.00 |
11,939.61 |
1,752.39 |
13.1% |
107.84 |
0.8% |
85% |
False |
False |
|
120 |
13,692.00 |
11,939.61 |
1,752.39 |
13.1% |
104.81 |
0.8% |
85% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,194.90 |
2.618 |
13,901.65 |
1.618 |
13,721.96 |
1.000 |
13,610.91 |
0.618 |
13,542.27 |
HIGH |
13,431.22 |
0.618 |
13,362.58 |
0.500 |
13,341.38 |
0.382 |
13,320.17 |
LOW |
13,251.53 |
0.618 |
13,140.48 |
1.000 |
13,071.84 |
1.618 |
12,960.79 |
2.618 |
12,781.10 |
4.250 |
12,487.85 |
|
|
Fisher Pivots for day following 08-Jun-2007 |
Pivot |
1 day |
3 day |
R1 |
13,396.72 |
13,423.36 |
PP |
13,369.05 |
13,422.33 |
S1 |
13,341.38 |
13,421.30 |
|