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 |
1,906.00 |
1,922.50 |
16.50 |
0.9% |
1,905.25 |
High |
1,924.75 |
1,935.75 |
11.00 |
0.6% |
1,931.50 |
Low |
1,887.50 |
1,922.25 |
34.75 |
1.8% |
1,874.00 |
Close |
1,922.50 |
1,932.25 |
9.75 |
0.5% |
1,893.00 |
Range |
37.25 |
13.50 |
-23.75 |
-63.8% |
57.50 |
ATR |
24.06 |
23.31 |
-0.75 |
-3.1% |
0.00 |
Volume |
318,843 |
417,179 |
98,336 |
30.8% |
1,788,454 |
|
Daily Pivots for day following 31-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,970.50 |
1,965.00 |
1,939.75 |
|
R3 |
1,957.00 |
1,951.50 |
1,936.00 |
|
R2 |
1,943.50 |
1,943.50 |
1,934.75 |
|
R1 |
1,938.00 |
1,938.00 |
1,933.50 |
1,940.75 |
PP |
1,930.00 |
1,930.00 |
1,930.00 |
1,931.50 |
S1 |
1,924.50 |
1,924.50 |
1,931.00 |
1,927.25 |
S2 |
1,916.50 |
1,916.50 |
1,929.75 |
|
S3 |
1,903.00 |
1,911.00 |
1,928.50 |
|
S4 |
1,889.50 |
1,897.50 |
1,924.75 |
|
|
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 |
1,935.75 |
1,874.00 |
61.75 |
3.2% |
26.50 |
1.4% |
94% |
True |
False |
370,321 |
10 |
1,935.75 |
1,874.00 |
61.75 |
3.2% |
22.50 |
1.2% |
94% |
True |
False |
342,419 |
20 |
1,935.75 |
1,873.75 |
62.00 |
3.2% |
23.50 |
1.2% |
94% |
True |
False |
320,259 |
40 |
1,935.75 |
1,802.25 |
133.50 |
6.9% |
21.50 |
1.1% |
97% |
True |
False |
276,243 |
60 |
1,935.75 |
1,731.50 |
204.25 |
10.6% |
22.50 |
1.2% |
98% |
True |
False |
284,237 |
80 |
1,935.75 |
1,707.00 |
228.75 |
11.8% |
24.25 |
1.3% |
98% |
True |
False |
213,554 |
100 |
1,935.75 |
1,707.00 |
228.75 |
11.8% |
24.25 |
1.3% |
98% |
True |
False |
170,862 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,993.00 |
2.618 |
1,971.00 |
1.618 |
1,957.50 |
1.000 |
1,949.25 |
0.618 |
1,944.00 |
HIGH |
1,935.75 |
0.618 |
1,930.50 |
0.500 |
1,929.00 |
0.382 |
1,927.50 |
LOW |
1,922.25 |
0.618 |
1,914.00 |
1.000 |
1,908.75 |
1.618 |
1,900.50 |
2.618 |
1,887.00 |
4.250 |
1,865.00 |
|
|
Fisher Pivots for day following 31-May-2007 |
Pivot |
1 day |
3 day |
R1 |
1,931.25 |
1,925.50 |
PP |
1,930.00 |
1,918.50 |
S1 |
1,929.00 |
1,911.50 |
|