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 |
6,271.0 |
6,307.0 |
36.0 |
0.6% |
6,390.0 |
High |
6,335.0 |
6,324.0 |
-11.0 |
-0.2% |
6,407.0 |
Low |
6,249.0 |
6,234.0 |
-15.0 |
-0.2% |
6,232.0 |
Close |
6,324.0 |
6,262.0 |
-62.0 |
-1.0% |
6,270.0 |
Range |
86.0 |
90.0 |
4.0 |
4.7% |
175.0 |
ATR |
71.6 |
72.9 |
1.3 |
1.8% |
0.0 |
Volume |
17,832 |
26,062 |
8,230 |
46.2% |
95,214 |
|
Daily Pivots for day following 30-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,543.3 |
6,492.7 |
6,311.5 |
|
R3 |
6,453.3 |
6,402.7 |
6,286.8 |
|
R2 |
6,363.3 |
6,363.3 |
6,278.5 |
|
R1 |
6,312.7 |
6,312.7 |
6,270.3 |
6,293.0 |
PP |
6,273.3 |
6,273.3 |
6,273.3 |
6,263.5 |
S1 |
6,222.7 |
6,222.7 |
6,253.8 |
6,203.0 |
S2 |
6,183.3 |
6,183.3 |
6,245.5 |
|
S3 |
6,093.3 |
6,132.7 |
6,237.3 |
|
S4 |
6,003.3 |
6,042.7 |
6,212.5 |
|
|
Weekly Pivots for week ending 25-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,828.0 |
6,724.0 |
6,366.3 |
|
R3 |
6,653.0 |
6,549.0 |
6,318.1 |
|
R2 |
6,478.0 |
6,478.0 |
6,302.1 |
|
R1 |
6,374.0 |
6,374.0 |
6,286.0 |
6,338.5 |
PP |
6,303.0 |
6,303.0 |
6,303.0 |
6,285.3 |
S1 |
6,199.0 |
6,199.0 |
6,254.0 |
6,163.5 |
S2 |
6,128.0 |
6,128.0 |
6,237.9 |
|
S3 |
5,953.0 |
6,024.0 |
6,221.9 |
|
S4 |
5,778.0 |
5,849.0 |
6,173.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,357.0 |
6,232.0 |
125.0 |
2.0% |
72.2 |
1.2% |
24% |
False |
False |
20,926 |
10 |
6,407.0 |
6,232.0 |
175.0 |
2.8% |
64.9 |
1.0% |
17% |
False |
False |
18,602 |
20 |
6,407.0 |
6,232.0 |
175.0 |
2.8% |
59.1 |
0.9% |
17% |
False |
False |
17,982 |
40 |
6,407.0 |
5,941.0 |
466.0 |
7.4% |
60.7 |
1.0% |
69% |
False |
False |
18,018 |
60 |
6,407.0 |
5,665.0 |
742.0 |
11.8% |
61.5 |
1.0% |
80% |
False |
False |
18,974 |
80 |
6,407.0 |
5,665.0 |
742.0 |
11.8% |
54.6 |
0.9% |
80% |
False |
False |
14,338 |
100 |
6,407.0 |
5,541.0 |
866.0 |
13.8% |
49.1 |
0.8% |
83% |
False |
False |
11,503 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,706.5 |
2.618 |
6,559.6 |
1.618 |
6,469.6 |
1.000 |
6,414.0 |
0.618 |
6,379.6 |
HIGH |
6,324.0 |
0.618 |
6,289.6 |
0.500 |
6,279.0 |
0.382 |
6,268.4 |
LOW |
6,234.0 |
0.618 |
6,178.4 |
1.000 |
6,144.0 |
1.618 |
6,088.4 |
2.618 |
5,998.4 |
4.250 |
5,851.5 |
|
|
Fisher Pivots for day following 30-May-2007 |
Pivot |
1 day |
3 day |
R1 |
6,279.0 |
6,284.5 |
PP |
6,273.3 |
6,277.0 |
S1 |
6,267.7 |
6,269.5 |
|