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 |
6,307.0 |
6,309.0 |
2.0 |
0.0% |
6,390.0 |
High |
6,324.0 |
6,354.0 |
30.0 |
0.5% |
6,407.0 |
Low |
6,234.0 |
6,308.0 |
74.0 |
1.2% |
6,232.0 |
Close |
6,262.0 |
6,332.0 |
70.0 |
1.1% |
6,270.0 |
Range |
90.0 |
46.0 |
-44.0 |
-48.9% |
175.0 |
ATR |
72.9 |
74.3 |
1.4 |
1.9% |
0.0 |
Volume |
26,062 |
27,279 |
1,217 |
4.7% |
95,214 |
|
Daily Pivots for day following 31-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,469.3 |
6,446.7 |
6,357.3 |
|
R3 |
6,423.3 |
6,400.7 |
6,344.7 |
|
R2 |
6,377.3 |
6,377.3 |
6,340.4 |
|
R1 |
6,354.7 |
6,354.7 |
6,336.2 |
6,366.0 |
PP |
6,331.3 |
6,331.3 |
6,331.3 |
6,337.0 |
S1 |
6,308.7 |
6,308.7 |
6,327.8 |
6,320.0 |
S2 |
6,285.3 |
6,285.3 |
6,323.6 |
|
S3 |
6,239.3 |
6,262.7 |
6,319.4 |
|
S4 |
6,193.3 |
6,216.7 |
6,306.7 |
|
|
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 |
6,354.0 |
6,232.0 |
122.0 |
1.9% |
67.0 |
1.1% |
82% |
True |
False |
21,008 |
10 |
6,407.0 |
6,232.0 |
175.0 |
2.8% |
62.9 |
1.0% |
57% |
False |
False |
19,660 |
20 |
6,407.0 |
6,232.0 |
175.0 |
2.8% |
59.4 |
0.9% |
57% |
False |
False |
18,496 |
40 |
6,407.0 |
5,980.0 |
427.0 |
6.7% |
59.6 |
0.9% |
82% |
False |
False |
18,160 |
60 |
6,407.0 |
5,670.0 |
737.0 |
11.6% |
60.3 |
1.0% |
90% |
False |
False |
19,414 |
80 |
6,407.0 |
5,665.0 |
742.0 |
11.7% |
54.9 |
0.9% |
90% |
False |
False |
14,677 |
100 |
6,407.0 |
5,541.0 |
866.0 |
13.7% |
49.1 |
0.8% |
91% |
False |
False |
11,776 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,549.5 |
2.618 |
6,474.4 |
1.618 |
6,428.4 |
1.000 |
6,400.0 |
0.618 |
6,382.4 |
HIGH |
6,354.0 |
0.618 |
6,336.4 |
0.500 |
6,331.0 |
0.382 |
6,325.6 |
LOW |
6,308.0 |
0.618 |
6,279.6 |
1.000 |
6,262.0 |
1.618 |
6,233.6 |
2.618 |
6,187.6 |
4.250 |
6,112.5 |
|
|
Fisher Pivots for day following 31-May-2007 |
Pivot |
1 day |
3 day |
R1 |
6,331.7 |
6,319.3 |
PP |
6,331.3 |
6,306.7 |
S1 |
6,331.0 |
6,294.0 |
|