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 |
13,553 |
13,657 |
104 |
0.8% |
13,596 |
High |
13,663 |
13,695 |
32 |
0.2% |
13,653 |
Low |
13,470 |
13,631 |
161 |
1.2% |
13,449 |
Close |
13,656 |
13,650 |
-6 |
0.0% |
13,527 |
Range |
193 |
64 |
-129 |
-66.8% |
204 |
ATR |
112 |
108 |
-3 |
-3.0% |
0 |
Volume |
129,611 |
172,862 |
43,251 |
33.4% |
710,669 |
|
Daily Pivots for day following 31-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,851 |
13,814 |
13,685 |
|
R3 |
13,787 |
13,750 |
13,668 |
|
R2 |
13,723 |
13,723 |
13,662 |
|
R1 |
13,686 |
13,686 |
13,656 |
13,673 |
PP |
13,659 |
13,659 |
13,659 |
13,652 |
S1 |
13,622 |
13,622 |
13,644 |
13,609 |
S2 |
13,595 |
13,595 |
13,638 |
|
S3 |
13,531 |
13,558 |
13,633 |
|
S4 |
13,467 |
13,494 |
13,615 |
|
|
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 |
13,695 |
13,449 |
246 |
1.8% |
127 |
0.9% |
82% |
True |
False |
155,178 |
10 |
13,695 |
13,449 |
246 |
1.8% |
105 |
0.8% |
82% |
True |
False |
139,935 |
20 |
13,695 |
13,230 |
465 |
3.4% |
104 |
0.8% |
90% |
True |
False |
134,081 |
40 |
13,695 |
12,487 |
1,208 |
8.8% |
101 |
0.7% |
96% |
True |
False |
120,403 |
60 |
13,695 |
12,035 |
1,660 |
12.2% |
110 |
0.8% |
97% |
True |
False |
125,419 |
80 |
13,695 |
12,035 |
1,660 |
12.2% |
115 |
0.8% |
97% |
True |
False |
94,161 |
100 |
13,695 |
12,035 |
1,660 |
12.2% |
104 |
0.8% |
97% |
True |
False |
75,335 |
120 |
13,695 |
12,035 |
1,660 |
12.2% |
92 |
0.7% |
97% |
True |
False |
62,787 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,967 |
2.618 |
13,863 |
1.618 |
13,799 |
1.000 |
13,759 |
0.618 |
13,735 |
HIGH |
13,695 |
0.618 |
13,671 |
0.500 |
13,663 |
0.382 |
13,656 |
LOW |
13,631 |
0.618 |
13,592 |
1.000 |
13,567 |
1.618 |
13,528 |
2.618 |
13,464 |
4.250 |
13,359 |
|
|
Fisher Pivots for day following 31-May-2007 |
Pivot |
1 day |
3 day |
R1 |
13,663 |
13,628 |
PP |
13,659 |
13,605 |
S1 |
13,654 |
13,583 |
|