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 |
7,866.5 |
7,833.0 |
-33.5 |
-0.4% |
7,723.0 |
High |
7,886.5 |
7,920.5 |
34.0 |
0.4% |
7,876.0 |
Low |
7,841.0 |
7,775.0 |
-66.0 |
-0.8% |
7,708.5 |
Close |
7,873.0 |
7,863.5 |
-9.5 |
-0.1% |
7,841.0 |
Range |
45.5 |
145.5 |
100.0 |
219.8% |
167.5 |
ATR |
87.4 |
91.6 |
4.1 |
4.7% |
0.0 |
Volume |
386 |
1,447 |
1,061 |
274.9% |
3,230 |
|
Daily Pivots for day following 30-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,289.5 |
8,222.0 |
7,943.5 |
|
R3 |
8,144.0 |
8,076.5 |
7,903.5 |
|
R2 |
7,998.5 |
7,998.5 |
7,890.2 |
|
R1 |
7,931.0 |
7,931.0 |
7,876.8 |
7,964.8 |
PP |
7,853.0 |
7,853.0 |
7,853.0 |
7,869.9 |
S1 |
7,785.5 |
7,785.5 |
7,850.2 |
7,819.3 |
S2 |
7,707.5 |
7,707.5 |
7,836.8 |
|
S3 |
7,562.0 |
7,640.0 |
7,823.5 |
|
S4 |
7,416.5 |
7,494.5 |
7,783.5 |
|
|
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 |
7,920.5 |
7,759.0 |
161.5 |
2.1% |
100.0 |
1.3% |
65% |
True |
False |
871 |
10 |
7,920.5 |
7,570.0 |
350.5 |
4.5% |
84.1 |
1.1% |
84% |
True |
False |
663 |
20 |
7,920.5 |
7,426.0 |
494.5 |
6.3% |
88.5 |
1.1% |
88% |
True |
False |
604 |
40 |
7,920.5 |
7,015.0 |
905.5 |
11.5% |
83.0 |
1.1% |
94% |
True |
False |
591 |
60 |
7,920.5 |
6,554.0 |
1,366.5 |
17.4% |
85.4 |
1.1% |
96% |
True |
False |
1,545 |
80 |
7,920.5 |
6,554.0 |
1,366.5 |
17.4% |
81.0 |
1.0% |
96% |
True |
False |
1,236 |
100 |
7,920.5 |
6,554.0 |
1,366.5 |
17.4% |
77.9 |
1.0% |
96% |
True |
False |
1,053 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,538.9 |
2.618 |
8,301.4 |
1.618 |
8,155.9 |
1.000 |
8,066.0 |
0.618 |
8,010.4 |
HIGH |
7,920.5 |
0.618 |
7,864.9 |
0.500 |
7,847.8 |
0.382 |
7,830.6 |
LOW |
7,775.0 |
0.618 |
7,685.1 |
1.000 |
7,629.5 |
1.618 |
7,539.6 |
2.618 |
7,394.1 |
4.250 |
7,156.6 |
|
|
Fisher Pivots for day following 30-May-2007 |
Pivot |
1 day |
3 day |
R1 |
7,858.3 |
7,856.5 |
PP |
7,853.0 |
7,849.5 |
S1 |
7,847.8 |
7,842.5 |
|