Trading Metrics calculated at close of trading on 30-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2007 |
30-May-2007 |
Change |
Change % |
Previous Week |
Open |
1,517.50 |
1,521.75 |
4.25 |
0.3% |
1,527.50 |
High |
1,524.50 |
1,534.75 |
10.25 |
0.7% |
1,535.75 |
Low |
1,514.25 |
1,512.50 |
-1.75 |
-0.1% |
1,507.75 |
Close |
1,522.50 |
1,534.00 |
11.50 |
0.8% |
1,517.25 |
Range |
10.25 |
22.25 |
12.00 |
117.1% |
28.00 |
ATR |
12.54 |
13.23 |
0.69 |
5.5% |
0.00 |
Volume |
888,322 |
1,132,669 |
244,347 |
27.5% |
6,433,555 |
|
Daily Pivots for day following 30-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,593.75 |
1,586.25 |
1,546.25 |
|
R3 |
1,571.50 |
1,564.00 |
1,540.00 |
|
R2 |
1,549.25 |
1,549.25 |
1,538.00 |
|
R1 |
1,541.75 |
1,541.75 |
1,536.00 |
1,545.50 |
PP |
1,527.00 |
1,527.00 |
1,527.00 |
1,529.00 |
S1 |
1,519.50 |
1,519.50 |
1,532.00 |
1,523.25 |
S2 |
1,504.75 |
1,504.75 |
1,530.00 |
|
S3 |
1,482.50 |
1,497.25 |
1,528.00 |
|
S4 |
1,460.25 |
1,475.00 |
1,521.75 |
|
|
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% |
15.75 |
1.0% |
94% |
False |
False |
1,246,686 |
10 |
1,535.75 |
1,506.00 |
29.75 |
1.9% |
13.00 |
0.9% |
94% |
False |
False |
1,255,437 |
20 |
1,535.75 |
1,492.00 |
43.75 |
2.9% |
12.75 |
0.8% |
96% |
False |
False |
1,169,676 |
40 |
1,535.75 |
1,442.25 |
93.50 |
6.1% |
12.00 |
0.8% |
98% |
False |
False |
1,080,052 |
60 |
1,535.75 |
1,375.25 |
160.50 |
10.5% |
13.50 |
0.9% |
99% |
False |
False |
1,139,677 |
80 |
1,535.75 |
1,375.25 |
160.50 |
10.5% |
14.25 |
0.9% |
99% |
False |
False |
858,842 |
100 |
1,535.75 |
1,375.25 |
160.50 |
10.5% |
13.50 |
0.9% |
99% |
False |
False |
687,456 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,629.25 |
2.618 |
1,593.00 |
1.618 |
1,570.75 |
1.000 |
1,557.00 |
0.618 |
1,548.50 |
HIGH |
1,534.75 |
0.618 |
1,526.25 |
0.500 |
1,523.50 |
0.382 |
1,521.00 |
LOW |
1,512.50 |
0.618 |
1,498.75 |
1.000 |
1,490.25 |
1.618 |
1,476.50 |
2.618 |
1,454.25 |
4.250 |
1,418.00 |
|
|
Fisher Pivots for day following 30-May-2007 |
Pivot |
1 day |
3 day |
R1 |
1,530.50 |
1,530.25 |
PP |
1,527.00 |
1,526.25 |
S1 |
1,523.50 |
1,522.50 |
|