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 |
1,530.0 |
1,534.0 |
4.0 |
0.3% |
1,542.7 |
High |
1,534.0 |
1,539.0 |
5.0 |
0.3% |
1,550.5 |
Low |
1,528.2 |
1,530.5 |
2.3 |
0.2% |
1,523.3 |
Close |
1,532.0 |
1,537.3 |
5.3 |
0.3% |
1,532.0 |
Range |
5.8 |
8.5 |
2.7 |
46.6% |
27.2 |
ATR |
10.8 |
10.6 |
-0.2 |
-1.5% |
0.0 |
Volume |
6,677 |
1,829 |
-4,848 |
-72.6% |
19,449 |
|
Daily Pivots for day following 29-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,561.1 |
1,557.7 |
1,542.0 |
|
R3 |
1,552.6 |
1,549.2 |
1,539.6 |
|
R2 |
1,544.1 |
1,544.1 |
1,538.9 |
|
R1 |
1,540.7 |
1,540.7 |
1,538.1 |
1,542.4 |
PP |
1,535.6 |
1,535.6 |
1,535.6 |
1,536.5 |
S1 |
1,532.2 |
1,532.2 |
1,536.5 |
1,533.9 |
S2 |
1,527.1 |
1,527.1 |
1,535.7 |
|
S3 |
1,518.6 |
1,523.7 |
1,535.0 |
|
S4 |
1,510.1 |
1,515.2 |
1,532.6 |
|
|
Weekly Pivots for week ending 25-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,616.9 |
1,601.6 |
1,547.0 |
|
R3 |
1,589.7 |
1,574.4 |
1,539.5 |
|
R2 |
1,562.5 |
1,562.5 |
1,537.0 |
|
R1 |
1,547.2 |
1,547.2 |
1,534.5 |
1,541.3 |
PP |
1,535.3 |
1,535.3 |
1,535.3 |
1,532.3 |
S1 |
1,520.0 |
1,520.0 |
1,529.5 |
1,514.1 |
S2 |
1,508.1 |
1,508.1 |
1,527.0 |
|
S3 |
1,480.9 |
1,492.8 |
1,524.5 |
|
S4 |
1,453.7 |
1,465.6 |
1,517.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,550.5 |
1,523.3 |
27.2 |
1.8% |
11.3 |
0.7% |
51% |
False |
False |
3,780 |
10 |
1,550.5 |
1,520.3 |
30.2 |
2.0% |
10.3 |
0.7% |
56% |
False |
False |
3,398 |
20 |
1,550.5 |
1,497.4 |
53.1 |
3.5% |
9.5 |
0.6% |
75% |
False |
False |
2,851 |
40 |
1,550.5 |
1,459.0 |
91.5 |
6.0% |
7.7 |
0.5% |
86% |
False |
False |
1,622 |
60 |
1,550.5 |
1,388.4 |
162.1 |
10.5% |
7.3 |
0.5% |
92% |
False |
False |
1,140 |
80 |
1,550.5 |
1,388.4 |
162.1 |
10.5% |
6.5 |
0.4% |
92% |
False |
False |
904 |
100 |
1,550.5 |
1,388.4 |
162.1 |
10.5% |
5.6 |
0.4% |
92% |
False |
False |
791 |
120 |
1,550.5 |
1,388.4 |
162.1 |
10.5% |
4.8 |
0.3% |
92% |
False |
False |
786 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,575.1 |
2.618 |
1,561.3 |
1.618 |
1,552.8 |
1.000 |
1,547.5 |
0.618 |
1,544.3 |
HIGH |
1,539.0 |
0.618 |
1,535.8 |
0.500 |
1,534.8 |
0.382 |
1,533.7 |
LOW |
1,530.5 |
0.618 |
1,525.2 |
1.000 |
1,522.0 |
1.618 |
1,516.7 |
2.618 |
1,508.2 |
4.250 |
1,494.4 |
|
|
Fisher Pivots for day following 29-May-2007 |
Pivot |
1 day |
3 day |
R1 |
1,536.5 |
1,536.6 |
PP |
1,535.6 |
1,535.8 |
S1 |
1,534.8 |
1,535.1 |
|