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 |
1,892.00 |
1,906.00 |
14.00 |
0.7% |
1,905.25 |
High |
1,911.75 |
1,924.75 |
13.00 |
0.7% |
1,931.50 |
Low |
1,891.25 |
1,887.50 |
-3.75 |
-0.2% |
1,874.00 |
Close |
1,906.50 |
1,922.50 |
16.00 |
0.8% |
1,893.00 |
Range |
20.50 |
37.25 |
16.75 |
81.7% |
57.50 |
ATR |
23.05 |
24.06 |
1.01 |
4.4% |
0.00 |
Volume |
236,944 |
318,843 |
81,899 |
34.6% |
1,788,454 |
|
Daily Pivots for day following 30-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,023.25 |
2,010.25 |
1,943.00 |
|
R3 |
1,986.00 |
1,973.00 |
1,932.75 |
|
R2 |
1,948.75 |
1,948.75 |
1,929.25 |
|
R1 |
1,935.75 |
1,935.75 |
1,926.00 |
1,942.25 |
PP |
1,911.50 |
1,911.50 |
1,911.50 |
1,915.00 |
S1 |
1,898.50 |
1,898.50 |
1,919.00 |
1,905.00 |
S2 |
1,874.25 |
1,874.25 |
1,915.75 |
|
S3 |
1,837.00 |
1,861.25 |
1,912.25 |
|
S4 |
1,799.75 |
1,824.00 |
1,902.00 |
|
|
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% |
28.50 |
1.5% |
84% |
False |
False |
340,442 |
10 |
1,931.50 |
1,873.75 |
57.75 |
3.0% |
24.00 |
1.2% |
84% |
False |
False |
346,539 |
20 |
1,931.50 |
1,873.75 |
57.75 |
3.0% |
24.00 |
1.2% |
84% |
False |
False |
315,866 |
40 |
1,931.50 |
1,802.25 |
129.25 |
6.7% |
21.25 |
1.1% |
93% |
False |
False |
272,625 |
60 |
1,931.50 |
1,731.50 |
200.00 |
10.4% |
22.50 |
1.2% |
96% |
False |
False |
277,470 |
80 |
1,931.50 |
1,707.00 |
224.50 |
11.7% |
24.50 |
1.3% |
96% |
False |
False |
208,341 |
100 |
1,931.50 |
1,707.00 |
224.50 |
11.7% |
24.50 |
1.3% |
96% |
False |
False |
166,691 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,083.00 |
2.618 |
2,022.25 |
1.618 |
1,985.00 |
1.000 |
1,962.00 |
0.618 |
1,947.75 |
HIGH |
1,924.75 |
0.618 |
1,910.50 |
0.500 |
1,906.00 |
0.382 |
1,901.75 |
LOW |
1,887.50 |
0.618 |
1,864.50 |
1.000 |
1,850.25 |
1.618 |
1,827.25 |
2.618 |
1,790.00 |
4.250 |
1,729.25 |
|
|
Fisher Pivots for day following 30-May-2007 |
Pivot |
1 day |
3 day |
R1 |
1,917.00 |
1,916.00 |
PP |
1,911.50 |
1,909.25 |
S1 |
1,906.00 |
1,902.50 |
|