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 |
1,881.50 |
1,892.00 |
10.50 |
0.6% |
1,905.25 |
High |
1,898.00 |
1,911.75 |
13.75 |
0.7% |
1,931.50 |
Low |
1,880.50 |
1,891.25 |
10.75 |
0.6% |
1,874.00 |
Close |
1,893.00 |
1,906.50 |
13.50 |
0.7% |
1,893.00 |
Range |
17.50 |
20.50 |
3.00 |
17.1% |
57.50 |
ATR |
23.24 |
23.05 |
-0.20 |
-0.8% |
0.00 |
Volume |
551,000 |
236,944 |
-314,056 |
-57.0% |
1,788,454 |
|
Daily Pivots for day following 29-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,964.75 |
1,956.00 |
1,917.75 |
|
R3 |
1,944.25 |
1,935.50 |
1,912.25 |
|
R2 |
1,923.75 |
1,923.75 |
1,910.25 |
|
R1 |
1,915.00 |
1,915.00 |
1,908.50 |
1,919.50 |
PP |
1,903.25 |
1,903.25 |
1,903.25 |
1,905.25 |
S1 |
1,894.50 |
1,894.50 |
1,904.50 |
1,899.00 |
S2 |
1,882.75 |
1,882.75 |
1,902.75 |
|
S3 |
1,862.25 |
1,874.00 |
1,900.75 |
|
S4 |
1,841.75 |
1,853.50 |
1,895.25 |
|
|
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% |
24.25 |
1.3% |
57% |
False |
False |
346,152 |
10 |
1,931.50 |
1,873.75 |
57.75 |
3.0% |
23.25 |
1.2% |
57% |
False |
False |
345,515 |
20 |
1,931.50 |
1,868.00 |
63.50 |
3.3% |
23.00 |
1.2% |
61% |
False |
False |
312,909 |
40 |
1,931.50 |
1,789.75 |
141.75 |
7.4% |
21.00 |
1.1% |
82% |
False |
False |
269,808 |
60 |
1,931.50 |
1,731.50 |
200.00 |
10.5% |
22.50 |
1.2% |
88% |
False |
False |
272,290 |
80 |
1,931.50 |
1,707.00 |
224.50 |
11.8% |
24.25 |
1.3% |
89% |
False |
False |
204,356 |
100 |
1,931.50 |
1,707.00 |
224.50 |
11.8% |
24.25 |
1.3% |
89% |
False |
False |
163,503 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,999.00 |
2.618 |
1,965.50 |
1.618 |
1,945.00 |
1.000 |
1,932.25 |
0.618 |
1,924.50 |
HIGH |
1,911.75 |
0.618 |
1,904.00 |
0.500 |
1,901.50 |
0.382 |
1,899.00 |
LOW |
1,891.25 |
0.618 |
1,878.50 |
1.000 |
1,870.75 |
1.618 |
1,858.00 |
2.618 |
1,837.50 |
4.250 |
1,804.00 |
|
|
Fisher Pivots for day following 29-May-2007 |
Pivot |
1 day |
3 day |
R1 |
1,904.75 |
1,903.00 |
PP |
1,903.25 |
1,899.25 |
S1 |
1,901.50 |
1,895.75 |
|