Trading Metrics calculated at close of trading on 31-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2007 |
31-May-2007 |
Change |
Change % |
Previous Week |
Open |
1,521.75 |
1,533.25 |
11.50 |
0.8% |
1,527.50 |
High |
1,534.75 |
1,538.00 |
3.25 |
0.2% |
1,535.75 |
Low |
1,512.50 |
1,530.25 |
17.75 |
1.2% |
1,507.75 |
Close |
1,534.00 |
1,533.00 |
-1.00 |
-0.1% |
1,517.25 |
Range |
22.25 |
7.75 |
-14.50 |
-65.2% |
28.00 |
ATR |
13.23 |
12.84 |
-0.39 |
-3.0% |
0.00 |
Volume |
1,132,669 |
1,575,491 |
442,822 |
39.1% |
6,433,555 |
|
Daily Pivots for day following 31-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,557.00 |
1,552.75 |
1,537.25 |
|
R3 |
1,549.25 |
1,545.00 |
1,535.25 |
|
R2 |
1,541.50 |
1,541.50 |
1,534.50 |
|
R1 |
1,537.25 |
1,537.25 |
1,533.75 |
1,535.50 |
PP |
1,533.75 |
1,533.75 |
1,533.75 |
1,533.00 |
S1 |
1,529.50 |
1,529.50 |
1,532.25 |
1,527.75 |
S2 |
1,526.00 |
1,526.00 |
1,531.50 |
|
S3 |
1,518.25 |
1,521.75 |
1,530.75 |
|
S4 |
1,510.50 |
1,514.00 |
1,528.75 |
|
|
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 |
1,538.00 |
1,507.75 |
30.25 |
2.0% |
15.00 |
1.0% |
83% |
True |
False |
1,367,795 |
10 |
1,538.00 |
1,507.75 |
30.25 |
2.0% |
12.50 |
0.8% |
83% |
True |
False |
1,241,186 |
20 |
1,538.00 |
1,496.00 |
42.00 |
2.7% |
12.50 |
0.8% |
88% |
True |
False |
1,186,448 |
40 |
1,538.00 |
1,442.25 |
95.75 |
6.2% |
12.00 |
0.8% |
95% |
True |
False |
1,094,229 |
60 |
1,538.00 |
1,375.25 |
162.75 |
10.6% |
13.25 |
0.9% |
97% |
True |
False |
1,165,030 |
80 |
1,538.00 |
1,375.25 |
162.75 |
10.6% |
14.25 |
0.9% |
97% |
True |
False |
878,527 |
100 |
1,538.00 |
1,375.25 |
162.75 |
10.6% |
13.50 |
0.9% |
97% |
True |
False |
703,205 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,571.00 |
2.618 |
1,558.25 |
1.618 |
1,550.50 |
1.000 |
1,545.75 |
0.618 |
1,542.75 |
HIGH |
1,538.00 |
0.618 |
1,535.00 |
0.500 |
1,534.00 |
0.382 |
1,533.25 |
LOW |
1,530.25 |
0.618 |
1,525.50 |
1.000 |
1,522.50 |
1.618 |
1,517.75 |
2.618 |
1,510.00 |
4.250 |
1,497.25 |
|
|
Fisher Pivots for day following 31-May-2007 |
Pivot |
1 day |
3 day |
R1 |
1,534.00 |
1,530.50 |
PP |
1,533.75 |
1,527.75 |
S1 |
1,533.50 |
1,525.25 |
|