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 |
1,910.25 |
1,881.50 |
-28.75 |
-1.5% |
1,905.25 |
High |
1,917.50 |
1,898.00 |
-19.50 |
-1.0% |
1,931.50 |
Low |
1,874.00 |
1,880.50 |
6.50 |
0.3% |
1,874.00 |
Close |
1,882.00 |
1,893.00 |
11.00 |
0.6% |
1,893.00 |
Range |
43.50 |
17.50 |
-26.00 |
-59.8% |
57.50 |
ATR |
23.69 |
23.24 |
-0.44 |
-1.9% |
0.00 |
Volume |
327,643 |
551,000 |
223,357 |
68.2% |
1,788,454 |
|
Daily Pivots for day following 25-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,943.00 |
1,935.50 |
1,902.50 |
|
R3 |
1,925.50 |
1,918.00 |
1,897.75 |
|
R2 |
1,908.00 |
1,908.00 |
1,896.25 |
|
R1 |
1,900.50 |
1,900.50 |
1,894.50 |
1,904.25 |
PP |
1,890.50 |
1,890.50 |
1,890.50 |
1,892.50 |
S1 |
1,883.00 |
1,883.00 |
1,891.50 |
1,886.75 |
S2 |
1,873.00 |
1,873.00 |
1,889.75 |
|
S3 |
1,855.50 |
1,865.50 |
1,888.25 |
|
S4 |
1,838.00 |
1,848.00 |
1,883.50 |
|
|
Weekly Pivots for week ending 25-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,072.00 |
2,040.00 |
1,924.50 |
|
R3 |
2,014.50 |
1,982.50 |
1,908.75 |
|
R2 |
1,957.00 |
1,957.00 |
1,903.50 |
|
R1 |
1,925.00 |
1,925.00 |
1,898.25 |
1,912.25 |
PP |
1,899.50 |
1,899.50 |
1,899.50 |
1,893.00 |
S1 |
1,867.50 |
1,867.50 |
1,887.75 |
1,854.75 |
S2 |
1,842.00 |
1,842.00 |
1,882.50 |
|
S3 |
1,784.50 |
1,810.00 |
1,877.25 |
|
S4 |
1,727.00 |
1,752.50 |
1,861.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,931.50 |
1,874.00 |
57.50 |
3.0% |
25.00 |
1.3% |
33% |
False |
False |
357,690 |
10 |
1,931.50 |
1,873.75 |
57.75 |
3.1% |
25.25 |
1.3% |
33% |
False |
False |
353,550 |
20 |
1,931.50 |
1,868.00 |
63.50 |
3.4% |
23.50 |
1.2% |
39% |
False |
False |
312,765 |
40 |
1,931.50 |
1,778.25 |
153.25 |
8.1% |
21.00 |
1.1% |
75% |
False |
False |
271,275 |
60 |
1,931.50 |
1,707.00 |
224.50 |
11.9% |
23.25 |
1.2% |
83% |
False |
False |
268,351 |
80 |
1,931.50 |
1,707.00 |
224.50 |
11.9% |
24.25 |
1.3% |
83% |
False |
False |
201,395 |
100 |
1,931.50 |
1,707.00 |
224.50 |
11.9% |
24.25 |
1.3% |
83% |
False |
False |
161,134 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,972.50 |
2.618 |
1,943.75 |
1.618 |
1,926.25 |
1.000 |
1,915.50 |
0.618 |
1,908.75 |
HIGH |
1,898.00 |
0.618 |
1,891.25 |
0.500 |
1,889.25 |
0.382 |
1,887.25 |
LOW |
1,880.50 |
0.618 |
1,869.75 |
1.000 |
1,863.00 |
1.618 |
1,852.25 |
2.618 |
1,834.75 |
4.250 |
1,806.00 |
|
|
Fisher Pivots for day following 25-May-2007 |
Pivot |
1 day |
3 day |
R1 |
1,891.75 |
1,902.75 |
PP |
1,890.50 |
1,899.50 |
S1 |
1,889.25 |
1,896.25 |
|