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 |
6,550.0 |
6,602.0 |
52.0 |
0.8% |
6,666.0 |
High |
6,583.5 |
6,618.0 |
34.5 |
0.5% |
6,683.5 |
Low |
6,536.0 |
6,573.0 |
37.0 |
0.6% |
6,536.0 |
Close |
6,567.5 |
6,597.0 |
29.5 |
0.4% |
6,567.5 |
Range |
47.5 |
45.0 |
-2.5 |
-5.3% |
147.5 |
ATR |
61.4 |
60.7 |
-0.8 |
-1.3% |
0.0 |
Volume |
94,932 |
75,819 |
-19,113 |
-20.1% |
425,875 |
|
Daily Pivots for day following 29-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,731.0 |
6,709.0 |
6,622.0 |
|
R3 |
6,686.0 |
6,664.0 |
6,609.5 |
|
R2 |
6,641.0 |
6,641.0 |
6,605.0 |
|
R1 |
6,619.0 |
6,619.0 |
6,601.0 |
6,607.5 |
PP |
6,596.0 |
6,596.0 |
6,596.0 |
6,590.0 |
S1 |
6,574.0 |
6,574.0 |
6,593.0 |
6,562.5 |
S2 |
6,551.0 |
6,551.0 |
6,589.0 |
|
S3 |
6,506.0 |
6,529.0 |
6,584.5 |
|
S4 |
6,461.0 |
6,484.0 |
6,572.0 |
|
|
Weekly Pivots for week ending 25-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,038.0 |
6,950.5 |
6,648.5 |
|
R3 |
6,890.5 |
6,803.0 |
6,608.0 |
|
R2 |
6,743.0 |
6,743.0 |
6,594.5 |
|
R1 |
6,655.5 |
6,655.5 |
6,581.0 |
6,625.5 |
PP |
6,595.5 |
6,595.5 |
6,595.5 |
6,581.0 |
S1 |
6,508.0 |
6,508.0 |
6,554.0 |
6,478.0 |
S2 |
6,448.0 |
6,448.0 |
6,540.5 |
|
S3 |
6,300.5 |
6,360.5 |
6,527.0 |
|
S4 |
6,153.0 |
6,213.0 |
6,486.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,652.0 |
6,536.0 |
116.0 |
1.8% |
48.0 |
0.7% |
53% |
False |
False |
80,867 |
10 |
6,683.5 |
6,536.0 |
147.5 |
2.2% |
51.5 |
0.8% |
41% |
False |
False |
81,601 |
20 |
6,683.5 |
6,410.0 |
273.5 |
4.1% |
62.0 |
0.9% |
68% |
False |
False |
77,961 |
40 |
6,683.5 |
6,307.0 |
376.5 |
5.7% |
58.0 |
0.9% |
77% |
False |
False |
79,678 |
60 |
6,683.5 |
5,981.5 |
702.0 |
10.6% |
62.5 |
0.9% |
88% |
False |
False |
79,897 |
80 |
6,683.5 |
5,981.5 |
702.0 |
10.6% |
60.0 |
0.9% |
88% |
False |
False |
60,177 |
100 |
6,683.5 |
5,981.5 |
702.0 |
10.6% |
58.0 |
0.9% |
88% |
False |
False |
48,187 |
120 |
6,683.5 |
5,981.5 |
702.0 |
10.6% |
50.0 |
0.8% |
88% |
False |
False |
40,283 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,809.0 |
2.618 |
6,736.0 |
1.618 |
6,691.0 |
1.000 |
6,663.0 |
0.618 |
6,646.0 |
HIGH |
6,618.0 |
0.618 |
6,601.0 |
0.500 |
6,595.5 |
0.382 |
6,590.0 |
LOW |
6,573.0 |
0.618 |
6,545.0 |
1.000 |
6,528.0 |
1.618 |
6,500.0 |
2.618 |
6,455.0 |
4.250 |
6,382.0 |
|
|
Fisher Pivots for day following 29-May-2007 |
Pivot |
1 day |
3 day |
R1 |
6,596.5 |
6,591.5 |
PP |
6,596.0 |
6,586.0 |
S1 |
6,595.5 |
6,580.5 |
|