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 |
13,534 |
13,553 |
19 |
0.1% |
13,596 |
High |
13,595 |
13,663 |
68 |
0.5% |
13,653 |
Low |
13,488 |
13,470 |
-18 |
-0.1% |
13,449 |
Close |
13,558 |
13,656 |
98 |
0.7% |
13,527 |
Range |
107 |
193 |
86 |
80.4% |
204 |
ATR |
105 |
112 |
6 |
5.9% |
0 |
Volume |
100,832 |
129,611 |
28,779 |
28.5% |
710,669 |
|
Daily Pivots for day following 30-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,175 |
14,109 |
13,762 |
|
R3 |
13,982 |
13,916 |
13,709 |
|
R2 |
13,789 |
13,789 |
13,692 |
|
R1 |
13,723 |
13,723 |
13,674 |
13,756 |
PP |
13,596 |
13,596 |
13,596 |
13,613 |
S1 |
13,530 |
13,530 |
13,638 |
13,563 |
S2 |
13,403 |
13,403 |
13,621 |
|
S3 |
13,210 |
13,337 |
13,603 |
|
S4 |
13,017 |
13,144 |
13,550 |
|
|
Weekly Pivots for week ending 25-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,155 |
14,045 |
13,639 |
|
R3 |
13,951 |
13,841 |
13,583 |
|
R2 |
13,747 |
13,747 |
13,565 |
|
R1 |
13,637 |
13,637 |
13,546 |
13,590 |
PP |
13,543 |
13,543 |
13,543 |
13,520 |
S1 |
13,433 |
13,433 |
13,508 |
13,386 |
S2 |
13,339 |
13,339 |
13,490 |
|
S3 |
13,135 |
13,229 |
13,471 |
|
S4 |
12,931 |
13,025 |
13,415 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,663 |
13,449 |
214 |
1.6% |
135 |
1.0% |
97% |
True |
False |
142,562 |
10 |
13,663 |
13,402 |
261 |
1.9% |
111 |
0.8% |
97% |
True |
False |
146,029 |
20 |
13,663 |
13,174 |
489 |
3.6% |
107 |
0.8% |
99% |
True |
False |
132,976 |
40 |
13,663 |
12,487 |
1,176 |
8.6% |
101 |
0.7% |
99% |
True |
False |
119,144 |
60 |
13,663 |
12,035 |
1,628 |
11.9% |
110 |
0.8% |
100% |
True |
False |
122,568 |
80 |
13,663 |
12,035 |
1,628 |
11.9% |
114 |
0.8% |
100% |
True |
False |
92,001 |
100 |
13,663 |
12,035 |
1,628 |
11.9% |
103 |
0.8% |
100% |
True |
False |
73,606 |
120 |
13,663 |
12,035 |
1,628 |
11.9% |
91 |
0.7% |
100% |
True |
False |
61,346 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,483 |
2.618 |
14,168 |
1.618 |
13,975 |
1.000 |
13,856 |
0.618 |
13,782 |
HIGH |
13,663 |
0.618 |
13,589 |
0.500 |
13,567 |
0.382 |
13,544 |
LOW |
13,470 |
0.618 |
13,351 |
1.000 |
13,277 |
1.618 |
13,158 |
2.618 |
12,965 |
4.250 |
12,650 |
|
|
Fisher Pivots for day following 30-May-2007 |
Pivot |
1 day |
3 day |
R1 |
13,626 |
13,626 |
PP |
13,596 |
13,596 |
S1 |
13,567 |
13,567 |
|