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 |
1,534.0 |
1,528.5 |
-5.5 |
-0.4% |
1,542.7 |
High |
1,539.0 |
1,549.0 |
10.0 |
0.6% |
1,550.5 |
Low |
1,530.5 |
1,527.5 |
-3.0 |
-0.2% |
1,523.3 |
Close |
1,537.3 |
1,548.8 |
11.5 |
0.7% |
1,532.0 |
Range |
8.5 |
21.5 |
13.0 |
152.9% |
27.2 |
ATR |
10.6 |
11.4 |
0.8 |
7.3% |
0.0 |
Volume |
1,829 |
20,717 |
18,888 |
1,032.7% |
19,449 |
|
Daily Pivots for day following 30-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,606.3 |
1,599.0 |
1,560.6 |
|
R3 |
1,584.8 |
1,577.5 |
1,554.7 |
|
R2 |
1,563.3 |
1,563.3 |
1,552.7 |
|
R1 |
1,556.0 |
1,556.0 |
1,550.8 |
1,559.7 |
PP |
1,541.8 |
1,541.8 |
1,541.8 |
1,543.6 |
S1 |
1,534.5 |
1,534.5 |
1,546.8 |
1,538.2 |
S2 |
1,520.3 |
1,520.3 |
1,544.9 |
|
S3 |
1,498.8 |
1,513.0 |
1,542.9 |
|
S4 |
1,477.3 |
1,491.5 |
1,537.0 |
|
|
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% |
14.1 |
0.9% |
94% |
False |
False |
7,146 |
10 |
1,550.5 |
1,521.0 |
29.5 |
1.9% |
11.1 |
0.7% |
94% |
False |
False |
5,069 |
20 |
1,550.5 |
1,511.1 |
39.4 |
2.5% |
10.1 |
0.6% |
96% |
False |
False |
3,865 |
40 |
1,550.5 |
1,459.9 |
90.6 |
5.8% |
8.2 |
0.5% |
98% |
False |
False |
2,139 |
60 |
1,550.5 |
1,388.4 |
162.1 |
10.5% |
7.4 |
0.5% |
99% |
False |
False |
1,484 |
80 |
1,550.5 |
1,388.4 |
162.1 |
10.5% |
6.7 |
0.4% |
99% |
False |
False |
1,157 |
100 |
1,550.5 |
1,388.4 |
162.1 |
10.5% |
5.8 |
0.4% |
99% |
False |
False |
995 |
120 |
1,550.5 |
1,388.4 |
162.1 |
10.5% |
5.0 |
0.3% |
99% |
False |
False |
959 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,640.4 |
2.618 |
1,605.3 |
1.618 |
1,583.8 |
1.000 |
1,570.5 |
0.618 |
1,562.3 |
HIGH |
1,549.0 |
0.618 |
1,540.8 |
0.500 |
1,538.3 |
0.382 |
1,535.7 |
LOW |
1,527.5 |
0.618 |
1,514.2 |
1.000 |
1,506.0 |
1.618 |
1,492.7 |
2.618 |
1,471.2 |
4.250 |
1,436.1 |
|
|
Fisher Pivots for day following 30-May-2007 |
Pivot |
1 day |
3 day |
R1 |
1,545.3 |
1,545.3 |
PP |
1,541.8 |
1,541.8 |
S1 |
1,538.3 |
1,538.3 |
|