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 |
1,511.3 |
1,517.8 |
6.5 |
0.4% |
1,527.6 |
High |
1,520.2 |
1,524.2 |
4.0 |
0.3% |
1,535.7 |
Low |
1,510.4 |
1,514.3 |
3.9 |
0.3% |
1,507.8 |
Close |
1,517.3 |
1,522.5 |
5.2 |
0.3% |
1,517.3 |
Range |
9.8 |
9.9 |
0.1 |
1.0% |
27.9 |
ATR |
12.5 |
12.3 |
-0.2 |
-1.5% |
0.0 |
Volume |
47,224 |
27,447 |
-19,777 |
-41.9% |
189,557 |
|
Daily Pivots for day following 29-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,550.0 |
1,546.2 |
1,527.9 |
|
R3 |
1,540.1 |
1,536.3 |
1,525.2 |
|
R2 |
1,530.2 |
1,530.2 |
1,524.3 |
|
R1 |
1,526.4 |
1,526.4 |
1,523.4 |
1,528.3 |
PP |
1,520.3 |
1,520.3 |
1,520.3 |
1,521.3 |
S1 |
1,516.5 |
1,516.5 |
1,521.6 |
1,518.4 |
S2 |
1,510.4 |
1,510.4 |
1,520.7 |
|
S3 |
1,500.5 |
1,506.6 |
1,519.8 |
|
S4 |
1,490.6 |
1,496.7 |
1,517.1 |
|
|
Weekly Pivots for week ending 25-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,604.0 |
1,588.5 |
1,532.6 |
|
R3 |
1,576.1 |
1,560.6 |
1,525.0 |
|
R2 |
1,548.2 |
1,548.2 |
1,522.4 |
|
R1 |
1,532.7 |
1,532.7 |
1,519.9 |
1,526.5 |
PP |
1,520.3 |
1,520.3 |
1,520.3 |
1,517.2 |
S1 |
1,504.8 |
1,504.8 |
1,514.7 |
1,498.6 |
S2 |
1,492.4 |
1,492.4 |
1,512.2 |
|
S3 |
1,464.5 |
1,476.9 |
1,509.6 |
|
S4 |
1,436.6 |
1,449.0 |
1,502.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,535.7 |
1,507.8 |
27.9 |
1.8% |
12.8 |
0.8% |
53% |
False |
False |
35,957 |
10 |
1,535.7 |
1,502.8 |
32.9 |
2.2% |
12.3 |
0.8% |
60% |
False |
False |
36,511 |
20 |
1,535.7 |
1,482.2 |
53.5 |
3.5% |
11.9 |
0.8% |
75% |
False |
False |
34,623 |
40 |
1,535.7 |
1,433.3 |
102.4 |
6.7% |
11.6 |
0.8% |
87% |
False |
False |
31,521 |
60 |
1,535.7 |
1,375.9 |
159.8 |
10.5% |
12.9 |
0.9% |
92% |
False |
False |
42,232 |
80 |
1,535.7 |
1,375.9 |
159.8 |
10.5% |
12.9 |
0.8% |
92% |
False |
False |
33,329 |
100 |
1,535.7 |
1,375.9 |
159.8 |
10.5% |
11.8 |
0.8% |
92% |
False |
False |
27,026 |
120 |
1,535.7 |
1,375.9 |
159.8 |
10.5% |
10.9 |
0.7% |
92% |
False |
False |
22,715 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,566.3 |
2.618 |
1,550.1 |
1.618 |
1,540.2 |
1.000 |
1,534.1 |
0.618 |
1,530.3 |
HIGH |
1,524.2 |
0.618 |
1,520.4 |
0.500 |
1,519.3 |
0.382 |
1,518.1 |
LOW |
1,514.3 |
0.618 |
1,508.2 |
1.000 |
1,504.4 |
1.618 |
1,498.3 |
2.618 |
1,488.4 |
4.250 |
1,472.2 |
|
|
Fisher Pivots for day following 29-May-2007 |
Pivot |
1 day |
3 day |
R1 |
1,521.4 |
1,521.7 |
PP |
1,520.3 |
1,520.9 |
S1 |
1,519.3 |
1,520.2 |
|