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 |
7,694.0 |
7,755.0 |
61.0 |
0.8% |
7,642.5 |
High |
7,779.0 |
7,837.0 |
58.0 |
0.7% |
7,795.0 |
Low |
7,675.5 |
7,689.0 |
13.5 |
0.2% |
7,618.5 |
Close |
7,755.0 |
7,777.5 |
22.5 |
0.3% |
7,755.0 |
Range |
103.5 |
148.0 |
44.5 |
43.0% |
176.5 |
ATR |
95.7 |
99.4 |
3.7 |
3.9% |
0.0 |
Volume |
0 |
219,290 |
219,290 |
|
873,860 |
|
Daily Pivots for day following 30-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,211.8 |
8,142.7 |
7,858.9 |
|
R3 |
8,063.8 |
7,994.7 |
7,818.2 |
|
R2 |
7,915.8 |
7,915.8 |
7,804.6 |
|
R1 |
7,846.7 |
7,846.7 |
7,791.1 |
7,881.3 |
PP |
7,767.8 |
7,767.8 |
7,767.8 |
7,785.1 |
S1 |
7,698.7 |
7,698.7 |
7,763.9 |
7,733.3 |
S2 |
7,619.8 |
7,619.8 |
7,750.4 |
|
S3 |
7,471.8 |
7,550.7 |
7,736.8 |
|
S4 |
7,323.8 |
7,402.7 |
7,696.1 |
|
|
Weekly Pivots for week ending 25-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,252.3 |
8,180.2 |
7,852.1 |
|
R3 |
8,075.8 |
8,003.7 |
7,803.5 |
|
R2 |
7,899.3 |
7,899.3 |
7,787.4 |
|
R1 |
7,827.2 |
7,827.2 |
7,771.2 |
7,863.3 |
PP |
7,722.8 |
7,722.8 |
7,722.8 |
7,740.9 |
S1 |
7,650.7 |
7,650.7 |
7,738.8 |
7,686.8 |
S2 |
7,546.3 |
7,546.3 |
7,722.6 |
|
S3 |
7,369.8 |
7,474.2 |
7,706.5 |
|
S4 |
7,193.3 |
7,297.7 |
7,657.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,837.0 |
7,672.5 |
164.5 |
2.1% |
115.0 |
1.5% |
64% |
True |
False |
161,832 |
10 |
7,837.0 |
7,483.5 |
353.5 |
4.5% |
94.9 |
1.2% |
83% |
True |
False |
159,075 |
20 |
7,837.0 |
7,333.0 |
504.0 |
6.5% |
97.4 |
1.3% |
88% |
True |
False |
171,949 |
40 |
7,837.0 |
6,943.5 |
893.5 |
11.5% |
89.7 |
1.2% |
93% |
True |
False |
166,008 |
60 |
7,837.0 |
6,483.0 |
1,354.0 |
17.4% |
90.1 |
1.2% |
96% |
True |
False |
153,522 |
80 |
7,837.0 |
6,483.0 |
1,354.0 |
17.4% |
87.2 |
1.1% |
96% |
True |
False |
115,557 |
100 |
7,837.0 |
6,483.0 |
1,354.0 |
17.4% |
83.7 |
1.1% |
96% |
True |
False |
92,613 |
120 |
7,837.0 |
6,470.0 |
1,367.0 |
17.6% |
79.4 |
1.0% |
96% |
True |
False |
77,636 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,466.0 |
2.618 |
8,224.5 |
1.618 |
8,076.5 |
1.000 |
7,985.0 |
0.618 |
7,928.5 |
HIGH |
7,837.0 |
0.618 |
7,780.5 |
0.500 |
7,763.0 |
0.382 |
7,745.5 |
LOW |
7,689.0 |
0.618 |
7,597.5 |
1.000 |
7,541.0 |
1.618 |
7,449.5 |
2.618 |
7,301.5 |
4.250 |
7,060.0 |
|
|
Fisher Pivots for day following 30-May-2007 |
Pivot |
1 day |
3 day |
R1 |
7,772.7 |
7,770.4 |
PP |
7,767.8 |
7,763.3 |
S1 |
7,763.0 |
7,756.3 |
|