Trading Metrics calculated at close of trading on 25-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2007 |
25-May-2007 |
Change |
Change % |
Previous Week |
Open |
7,810.5 |
7,771.5 |
-39.0 |
-0.5% |
7,723.0 |
High |
7,876.0 |
7,860.5 |
-15.5 |
-0.2% |
7,876.0 |
Low |
7,760.0 |
7,764.5 |
4.5 |
0.1% |
7,708.5 |
Close |
7,795.5 |
7,841.0 |
45.5 |
0.6% |
7,841.0 |
Range |
116.0 |
96.0 |
-20.0 |
-17.2% |
167.5 |
ATR |
90.2 |
90.6 |
0.4 |
0.5% |
0.0 |
Volume |
693 |
466 |
-227 |
-32.8% |
3,230 |
|
Daily Pivots for day following 25-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,110.0 |
8,071.5 |
7,893.8 |
|
R3 |
8,014.0 |
7,975.5 |
7,867.4 |
|
R2 |
7,918.0 |
7,918.0 |
7,858.6 |
|
R1 |
7,879.5 |
7,879.5 |
7,849.8 |
7,898.8 |
PP |
7,822.0 |
7,822.0 |
7,822.0 |
7,831.6 |
S1 |
7,783.5 |
7,783.5 |
7,832.2 |
7,802.8 |
S2 |
7,726.0 |
7,726.0 |
7,823.4 |
|
S3 |
7,630.0 |
7,687.5 |
7,814.6 |
|
S4 |
7,534.0 |
7,591.5 |
7,788.2 |
|
|
Weekly Pivots for week ending 25-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,311.0 |
8,243.5 |
7,933.1 |
|
R3 |
8,143.5 |
8,076.0 |
7,887.1 |
|
R2 |
7,976.0 |
7,976.0 |
7,871.7 |
|
R1 |
7,908.5 |
7,908.5 |
7,856.4 |
7,942.3 |
PP |
7,808.5 |
7,808.5 |
7,808.5 |
7,825.4 |
S1 |
7,741.0 |
7,741.0 |
7,825.6 |
7,774.8 |
S2 |
7,641.0 |
7,641.0 |
7,810.3 |
|
S3 |
7,473.5 |
7,573.5 |
7,794.9 |
|
S4 |
7,306.0 |
7,406.0 |
7,748.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,876.0 |
7,708.5 |
167.5 |
2.1% |
82.9 |
1.1% |
79% |
False |
False |
646 |
10 |
7,876.0 |
7,524.0 |
352.0 |
4.5% |
86.0 |
1.1% |
90% |
False |
False |
557 |
20 |
7,876.0 |
7,426.0 |
450.0 |
5.7% |
86.2 |
1.1% |
92% |
False |
False |
546 |
40 |
7,876.0 |
6,920.0 |
956.0 |
12.2% |
81.5 |
1.0% |
96% |
False |
False |
563 |
60 |
7,876.0 |
6,554.0 |
1,322.0 |
16.9% |
87.2 |
1.1% |
97% |
False |
False |
1,537 |
80 |
7,876.0 |
6,554.0 |
1,322.0 |
16.9% |
80.0 |
1.0% |
97% |
False |
False |
1,221 |
100 |
7,876.0 |
6,554.0 |
1,322.0 |
16.9% |
77.1 |
1.0% |
97% |
False |
False |
1,043 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,268.5 |
2.618 |
8,111.8 |
1.618 |
8,015.8 |
1.000 |
7,956.5 |
0.618 |
7,919.8 |
HIGH |
7,860.5 |
0.618 |
7,823.8 |
0.500 |
7,812.5 |
0.382 |
7,801.2 |
LOW |
7,764.5 |
0.618 |
7,705.2 |
1.000 |
7,668.5 |
1.618 |
7,609.2 |
2.618 |
7,513.2 |
4.250 |
7,356.5 |
|
|
Fisher Pivots for day following 25-May-2007 |
Pivot |
1 day |
3 day |
R1 |
7,831.5 |
7,833.2 |
PP |
7,822.0 |
7,825.3 |
S1 |
7,812.5 |
7,817.5 |
|