Trading Metrics calculated at close of trading on 25-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2007 |
25-May-2007 |
Change |
Change % |
Previous Week |
Open |
1,525.25 |
1,511.25 |
-14.00 |
-0.9% |
1,527.50 |
High |
1,532.50 |
1,520.50 |
-12.00 |
-0.8% |
1,535.75 |
Low |
1,507.75 |
1,510.25 |
2.50 |
0.2% |
1,507.75 |
Close |
1,511.50 |
1,517.25 |
5.75 |
0.4% |
1,517.25 |
Range |
24.75 |
10.25 |
-14.50 |
-58.6% |
28.00 |
ATR |
12.90 |
12.71 |
-0.19 |
-1.5% |
0.00 |
Volume |
1,313,246 |
1,929,248 |
616,002 |
46.9% |
6,433,555 |
|
Daily Pivots for day following 25-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,546.75 |
1,542.25 |
1,523.00 |
|
R3 |
1,536.50 |
1,532.00 |
1,520.00 |
|
R2 |
1,526.25 |
1,526.25 |
1,519.25 |
|
R1 |
1,521.75 |
1,521.75 |
1,518.25 |
1,524.00 |
PP |
1,516.00 |
1,516.00 |
1,516.00 |
1,517.00 |
S1 |
1,511.50 |
1,511.50 |
1,516.25 |
1,513.75 |
S2 |
1,505.75 |
1,505.75 |
1,515.25 |
|
S3 |
1,495.50 |
1,501.25 |
1,514.50 |
|
S4 |
1,485.25 |
1,491.00 |
1,511.50 |
|
|
Weekly Pivots for week ending 25-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,604.25 |
1,588.75 |
1,532.75 |
|
R3 |
1,576.25 |
1,560.75 |
1,525.00 |
|
R2 |
1,548.25 |
1,548.25 |
1,522.50 |
|
R1 |
1,532.75 |
1,532.75 |
1,519.75 |
1,526.50 |
PP |
1,520.25 |
1,520.25 |
1,520.25 |
1,517.00 |
S1 |
1,504.75 |
1,504.75 |
1,514.75 |
1,498.50 |
S2 |
1,492.25 |
1,492.25 |
1,512.00 |
|
S3 |
1,464.25 |
1,476.75 |
1,509.50 |
|
S4 |
1,436.25 |
1,448.75 |
1,501.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,535.75 |
1,507.75 |
28.00 |
1.8% |
12.50 |
0.8% |
34% |
False |
False |
1,286,711 |
10 |
1,535.75 |
1,502.75 |
33.00 |
2.2% |
13.00 |
0.8% |
44% |
False |
False |
1,287,307 |
20 |
1,535.75 |
1,482.25 |
53.50 |
3.5% |
12.50 |
0.8% |
65% |
False |
False |
1,177,148 |
40 |
1,535.75 |
1,425.75 |
110.00 |
7.2% |
11.75 |
0.8% |
83% |
False |
False |
1,087,124 |
60 |
1,535.75 |
1,375.25 |
160.50 |
10.6% |
13.75 |
0.9% |
88% |
False |
False |
1,108,661 |
80 |
1,535.75 |
1,375.25 |
160.50 |
10.6% |
14.00 |
0.9% |
88% |
False |
False |
833,631 |
100 |
1,535.75 |
1,375.25 |
160.50 |
10.6% |
13.50 |
0.9% |
88% |
False |
False |
667,255 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,564.00 |
2.618 |
1,547.25 |
1.618 |
1,537.00 |
1.000 |
1,530.75 |
0.618 |
1,526.75 |
HIGH |
1,520.50 |
0.618 |
1,516.50 |
0.500 |
1,515.50 |
0.382 |
1,514.25 |
LOW |
1,510.25 |
0.618 |
1,504.00 |
1.000 |
1,500.00 |
1.618 |
1,493.75 |
2.618 |
1,483.50 |
4.250 |
1,466.75 |
|
|
Fisher Pivots for day following 25-May-2007 |
Pivot |
1 day |
3 day |
R1 |
1,516.50 |
1,521.75 |
PP |
1,516.00 |
1,520.25 |
S1 |
1,515.50 |
1,518.75 |
|