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 |
1,521.9 |
1,533.3 |
11.4 |
0.7% |
1,527.6 |
High |
1,534.2 |
1,537.7 |
3.5 |
0.2% |
1,535.7 |
Low |
1,512.6 |
1,530.5 |
17.9 |
1.2% |
1,507.8 |
Close |
1,533.9 |
1,532.9 |
-1.0 |
-0.1% |
1,517.3 |
Range |
21.6 |
7.2 |
-14.4 |
-66.7% |
27.9 |
ATR |
12.9 |
12.5 |
-0.4 |
-3.2% |
0.0 |
Volume |
49,644 |
52,693 |
3,049 |
6.1% |
189,557 |
|
Daily Pivots for day following 31-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,555.3 |
1,551.3 |
1,536.9 |
|
R3 |
1,548.1 |
1,544.1 |
1,534.9 |
|
R2 |
1,540.9 |
1,540.9 |
1,534.2 |
|
R1 |
1,536.9 |
1,536.9 |
1,533.6 |
1,535.3 |
PP |
1,533.7 |
1,533.7 |
1,533.7 |
1,532.9 |
S1 |
1,529.7 |
1,529.7 |
1,532.2 |
1,528.1 |
S2 |
1,526.5 |
1,526.5 |
1,531.6 |
|
S3 |
1,519.3 |
1,522.5 |
1,530.9 |
|
S4 |
1,512.1 |
1,515.3 |
1,528.9 |
|
|
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 |
1,537.7 |
1,507.8 |
29.9 |
2.0% |
14.6 |
1.0% |
84% |
True |
False |
42,790 |
10 |
1,537.7 |
1,507.8 |
29.9 |
2.0% |
12.3 |
0.8% |
84% |
True |
False |
38,982 |
20 |
1,537.7 |
1,496.1 |
41.6 |
2.7% |
12.2 |
0.8% |
88% |
True |
False |
36,270 |
40 |
1,537.7 |
1,442.3 |
95.4 |
6.2% |
11.7 |
0.8% |
95% |
True |
False |
32,408 |
60 |
1,537.7 |
1,375.9 |
161.8 |
10.6% |
13.0 |
0.8% |
97% |
True |
False |
41,924 |
80 |
1,537.7 |
1,375.9 |
161.8 |
10.6% |
13.1 |
0.9% |
97% |
True |
False |
34,593 |
100 |
1,537.7 |
1,375.9 |
161.8 |
10.6% |
11.9 |
0.8% |
97% |
True |
False |
28,045 |
120 |
1,537.7 |
1,375.9 |
161.8 |
10.6% |
11.0 |
0.7% |
97% |
True |
False |
23,550 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,568.3 |
2.618 |
1,556.5 |
1.618 |
1,549.3 |
1.000 |
1,544.9 |
0.618 |
1,542.1 |
HIGH |
1,537.7 |
0.618 |
1,534.9 |
0.500 |
1,534.1 |
0.382 |
1,533.3 |
LOW |
1,530.5 |
0.618 |
1,526.1 |
1.000 |
1,523.3 |
1.618 |
1,518.9 |
2.618 |
1,511.7 |
4.250 |
1,499.9 |
|
|
Fisher Pivots for day following 31-May-2007 |
Pivot |
1 day |
3 day |
R1 |
1,534.1 |
1,530.3 |
PP |
1,533.7 |
1,527.7 |
S1 |
1,533.3 |
1,525.2 |
|