Trading Metrics calculated at close of trading on 29-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2007 |
29-May-2007 |
Change |
Change % |
Previous Week |
Open |
1,511.25 |
1,517.50 |
6.25 |
0.4% |
1,527.50 |
High |
1,520.50 |
1,524.50 |
4.00 |
0.3% |
1,535.75 |
Low |
1,510.25 |
1,514.25 |
4.00 |
0.3% |
1,507.75 |
Close |
1,517.25 |
1,522.50 |
5.25 |
0.3% |
1,517.25 |
Range |
10.25 |
10.25 |
0.00 |
0.0% |
28.00 |
ATR |
12.71 |
12.54 |
-0.18 |
-1.4% |
0.00 |
Volume |
1,929,248 |
888,322 |
-1,040,926 |
-54.0% |
6,433,555 |
|
Daily Pivots for day following 29-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,551.25 |
1,547.00 |
1,528.25 |
|
R3 |
1,541.00 |
1,536.75 |
1,525.25 |
|
R2 |
1,530.75 |
1,530.75 |
1,524.50 |
|
R1 |
1,526.50 |
1,526.50 |
1,523.50 |
1,528.50 |
PP |
1,520.50 |
1,520.50 |
1,520.50 |
1,521.50 |
S1 |
1,516.25 |
1,516.25 |
1,521.50 |
1,518.50 |
S2 |
1,510.25 |
1,510.25 |
1,520.50 |
|
S3 |
1,500.00 |
1,506.00 |
1,519.75 |
|
S4 |
1,489.75 |
1,495.75 |
1,516.75 |
|
|
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% |
13.00 |
0.9% |
53% |
False |
False |
1,224,927 |
10 |
1,535.75 |
1,503.00 |
32.75 |
2.2% |
12.50 |
0.8% |
60% |
False |
False |
1,254,289 |
20 |
1,535.75 |
1,482.25 |
53.50 |
3.5% |
12.25 |
0.8% |
75% |
False |
False |
1,172,532 |
40 |
1,535.75 |
1,433.25 |
102.50 |
6.7% |
11.75 |
0.8% |
87% |
False |
False |
1,074,349 |
60 |
1,535.75 |
1,375.25 |
160.50 |
10.5% |
13.50 |
0.9% |
92% |
False |
False |
1,122,415 |
80 |
1,535.75 |
1,375.25 |
160.50 |
10.5% |
14.00 |
0.9% |
92% |
False |
False |
844,698 |
100 |
1,535.75 |
1,375.25 |
160.50 |
10.5% |
13.25 |
0.9% |
92% |
False |
False |
676,135 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,568.00 |
2.618 |
1,551.25 |
1.618 |
1,541.00 |
1.000 |
1,534.75 |
0.618 |
1,530.75 |
HIGH |
1,524.50 |
0.618 |
1,520.50 |
0.500 |
1,519.50 |
0.382 |
1,518.25 |
LOW |
1,514.25 |
0.618 |
1,508.00 |
1.000 |
1,504.00 |
1.618 |
1,497.75 |
2.618 |
1,487.50 |
4.250 |
1,470.75 |
|
|
Fisher Pivots for day following 29-May-2007 |
Pivot |
1 day |
3 day |
R1 |
1,521.50 |
1,521.75 |
PP |
1,520.50 |
1,521.00 |
S1 |
1,519.50 |
1,520.00 |
|