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 |
7,771.5 |
7,866.5 |
95.0 |
1.2% |
7,723.0 |
High |
7,860.5 |
7,886.5 |
26.0 |
0.3% |
7,876.0 |
Low |
7,764.5 |
7,841.0 |
76.5 |
1.0% |
7,708.5 |
Close |
7,841.0 |
7,873.0 |
32.0 |
0.4% |
7,841.0 |
Range |
96.0 |
45.5 |
-50.5 |
-52.6% |
167.5 |
ATR |
90.6 |
87.4 |
-3.2 |
-3.6% |
0.0 |
Volume |
466 |
386 |
-80 |
-17.2% |
3,230 |
|
Daily Pivots for day following 29-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,003.3 |
7,983.7 |
7,898.0 |
|
R3 |
7,957.8 |
7,938.2 |
7,885.5 |
|
R2 |
7,912.3 |
7,912.3 |
7,881.3 |
|
R1 |
7,892.7 |
7,892.7 |
7,877.2 |
7,902.5 |
PP |
7,866.8 |
7,866.8 |
7,866.8 |
7,871.8 |
S1 |
7,847.2 |
7,847.2 |
7,868.8 |
7,857.0 |
S2 |
7,821.3 |
7,821.3 |
7,864.7 |
|
S3 |
7,775.8 |
7,801.7 |
7,860.5 |
|
S4 |
7,730.3 |
7,756.2 |
7,848.0 |
|
|
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 |
7,886.5 |
7,711.0 |
175.5 |
2.2% |
84.3 |
1.1% |
92% |
True |
False |
679 |
10 |
7,886.5 |
7,524.0 |
362.5 |
4.6% |
80.2 |
1.0% |
96% |
True |
False |
554 |
20 |
7,886.5 |
7,426.0 |
460.5 |
5.8% |
84.7 |
1.1% |
97% |
True |
False |
547 |
40 |
7,886.5 |
6,978.0 |
908.5 |
11.5% |
80.8 |
1.0% |
99% |
True |
False |
562 |
60 |
7,886.5 |
6,554.0 |
1,332.5 |
16.9% |
86.5 |
1.1% |
99% |
True |
False |
1,536 |
80 |
7,886.5 |
6,554.0 |
1,332.5 |
16.9% |
79.7 |
1.0% |
99% |
True |
False |
1,224 |
100 |
7,886.5 |
6,554.0 |
1,332.5 |
16.9% |
76.9 |
1.0% |
99% |
True |
False |
1,042 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,079.9 |
2.618 |
8,005.6 |
1.618 |
7,960.1 |
1.000 |
7,932.0 |
0.618 |
7,914.6 |
HIGH |
7,886.5 |
0.618 |
7,869.1 |
0.500 |
7,863.8 |
0.382 |
7,858.4 |
LOW |
7,841.0 |
0.618 |
7,812.9 |
1.000 |
7,795.5 |
1.618 |
7,767.4 |
2.618 |
7,721.9 |
4.250 |
7,647.6 |
|
|
Fisher Pivots for day following 29-May-2007 |
Pivot |
1 day |
3 day |
R1 |
7,869.9 |
7,856.4 |
PP |
7,866.8 |
7,839.8 |
S1 |
7,863.8 |
7,823.3 |
|