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 |
7,755.0 |
7,846.5 |
91.5 |
1.2% |
7,642.5 |
High |
7,837.0 |
7,908.5 |
71.5 |
0.9% |
7,795.0 |
Low |
7,689.0 |
7,843.0 |
154.0 |
2.0% |
7,618.5 |
Close |
7,777.5 |
7,890.0 |
112.5 |
1.4% |
7,755.0 |
Range |
148.0 |
65.5 |
-82.5 |
-55.7% |
176.5 |
ATR |
99.4 |
101.7 |
2.3 |
2.3% |
0.0 |
Volume |
219,290 |
189,361 |
-29,929 |
-13.6% |
873,860 |
|
Daily Pivots for day following 31-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,077.0 |
8,049.0 |
7,926.0 |
|
R3 |
8,011.5 |
7,983.5 |
7,908.0 |
|
R2 |
7,946.0 |
7,946.0 |
7,902.0 |
|
R1 |
7,918.0 |
7,918.0 |
7,896.0 |
7,932.0 |
PP |
7,880.5 |
7,880.5 |
7,880.5 |
7,887.5 |
S1 |
7,852.5 |
7,852.5 |
7,884.0 |
7,866.5 |
S2 |
7,815.0 |
7,815.0 |
7,878.0 |
|
S3 |
7,749.5 |
7,787.0 |
7,872.0 |
|
S4 |
7,684.0 |
7,721.5 |
7,854.0 |
|
|
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 |
7,908.5 |
7,674.0 |
234.5 |
3.0% |
108.3 |
1.4% |
92% |
True |
False |
162,254 |
10 |
7,908.5 |
7,502.0 |
406.5 |
5.2% |
95.1 |
1.2% |
95% |
True |
False |
160,940 |
20 |
7,908.5 |
7,333.0 |
575.5 |
7.3% |
97.4 |
1.2% |
97% |
True |
False |
173,654 |
40 |
7,908.5 |
7,026.0 |
882.5 |
11.2% |
89.4 |
1.1% |
98% |
True |
False |
166,975 |
60 |
7,908.5 |
6,483.0 |
1,425.5 |
18.1% |
89.0 |
1.1% |
99% |
True |
False |
156,575 |
80 |
7,908.5 |
6,483.0 |
1,425.5 |
18.1% |
87.7 |
1.1% |
99% |
True |
False |
117,915 |
100 |
7,908.5 |
6,483.0 |
1,425.5 |
18.1% |
83.7 |
1.1% |
99% |
True |
False |
94,497 |
120 |
7,908.5 |
6,475.0 |
1,433.5 |
18.2% |
79.6 |
1.0% |
99% |
True |
False |
79,204 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,186.9 |
2.618 |
8,080.0 |
1.618 |
8,014.5 |
1.000 |
7,974.0 |
0.618 |
7,949.0 |
HIGH |
7,908.5 |
0.618 |
7,883.5 |
0.500 |
7,875.8 |
0.382 |
7,868.0 |
LOW |
7,843.0 |
0.618 |
7,802.5 |
1.000 |
7,777.5 |
1.618 |
7,737.0 |
2.618 |
7,671.5 |
4.250 |
7,564.6 |
|
|
Fisher Pivots for day following 31-May-2007 |
Pivot |
1 day |
3 day |
R1 |
7,885.3 |
7,857.3 |
PP |
7,880.5 |
7,824.7 |
S1 |
7,875.8 |
7,792.0 |
|