Trading Metrics calculated at close of trading on 31-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2007 |
31-May-2007 |
Change |
Change % |
Previous Week |
Open |
1,528.5 |
1,550.5 |
22.0 |
1.4% |
1,542.7 |
High |
1,549.0 |
1,552.5 |
3.5 |
0.2% |
1,550.5 |
Low |
1,527.5 |
1,546.0 |
18.5 |
1.2% |
1,523.3 |
Close |
1,548.8 |
1,547.9 |
-0.9 |
-0.1% |
1,532.0 |
Range |
21.5 |
6.5 |
-15.0 |
-69.8% |
27.2 |
ATR |
11.4 |
11.0 |
-0.3 |
-3.1% |
0.0 |
Volume |
20,717 |
17,018 |
-3,699 |
-17.9% |
19,449 |
|
Daily Pivots for day following 31-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,568.3 |
1,564.6 |
1,551.5 |
|
R3 |
1,561.8 |
1,558.1 |
1,549.7 |
|
R2 |
1,555.3 |
1,555.3 |
1,549.1 |
|
R1 |
1,551.6 |
1,551.6 |
1,548.5 |
1,550.2 |
PP |
1,548.8 |
1,548.8 |
1,548.8 |
1,548.1 |
S1 |
1,545.1 |
1,545.1 |
1,547.3 |
1,543.7 |
S2 |
1,542.3 |
1,542.3 |
1,546.7 |
|
S3 |
1,535.8 |
1,538.6 |
1,546.1 |
|
S4 |
1,529.3 |
1,532.1 |
1,544.3 |
|
|
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 |
1,552.5 |
1,523.3 |
29.2 |
1.9% |
13.2 |
0.9% |
84% |
True |
False |
9,399 |
10 |
1,552.5 |
1,523.3 |
29.2 |
1.9% |
10.6 |
0.7% |
84% |
True |
False |
6,456 |
20 |
1,552.5 |
1,511.1 |
41.4 |
2.7% |
10.2 |
0.7% |
89% |
True |
False |
4,675 |
40 |
1,552.5 |
1,459.9 |
92.6 |
6.0% |
8.3 |
0.5% |
95% |
True |
False |
2,502 |
60 |
1,552.5 |
1,388.4 |
164.1 |
10.6% |
7.6 |
0.5% |
97% |
True |
False |
1,767 |
80 |
1,552.5 |
1,388.4 |
164.1 |
10.6% |
6.8 |
0.4% |
97% |
True |
False |
1,365 |
100 |
1,552.5 |
1,388.4 |
164.1 |
10.6% |
5.9 |
0.4% |
97% |
True |
False |
1,165 |
120 |
1,552.5 |
1,388.4 |
164.1 |
10.6% |
5.0 |
0.3% |
97% |
True |
False |
1,094 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,580.1 |
2.618 |
1,569.5 |
1.618 |
1,563.0 |
1.000 |
1,559.0 |
0.618 |
1,556.5 |
HIGH |
1,552.5 |
0.618 |
1,550.0 |
0.500 |
1,549.3 |
0.382 |
1,548.5 |
LOW |
1,546.0 |
0.618 |
1,542.0 |
1.000 |
1,539.5 |
1.618 |
1,535.5 |
2.618 |
1,529.0 |
4.250 |
1,518.4 |
|
|
Fisher Pivots for day following 31-May-2007 |
Pivot |
1 day |
3 day |
R1 |
1,549.3 |
1,545.3 |
PP |
1,548.8 |
1,542.6 |
S1 |
1,548.4 |
1,540.0 |
|