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 |
6,631.0 |
6,594.0 |
-37.0 |
-0.6% |
6,701.5 |
High |
6,641.0 |
6,648.0 |
7.0 |
0.1% |
6,721.0 |
Low |
6,612.0 |
6,575.0 |
-37.0 |
-0.6% |
6,579.5 |
Close |
6,635.5 |
6,644.5 |
9.0 |
0.1% |
6,606.0 |
Range |
29.0 |
73.0 |
44.0 |
151.7% |
141.5 |
ATR |
46.8 |
48.6 |
1.9 |
4.0% |
0.0 |
Volume |
3,073 |
229 |
-2,844 |
-92.5% |
3,550 |
|
Daily Pivots for day following 30-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,841.5 |
6,816.0 |
6,684.5 |
|
R3 |
6,768.5 |
6,743.0 |
6,664.5 |
|
R2 |
6,695.5 |
6,695.5 |
6,658.0 |
|
R1 |
6,670.0 |
6,670.0 |
6,651.0 |
6,683.0 |
PP |
6,622.5 |
6,622.5 |
6,622.5 |
6,629.0 |
S1 |
6,597.0 |
6,597.0 |
6,638.0 |
6,610.0 |
S2 |
6,549.5 |
6,549.5 |
6,631.0 |
|
S3 |
6,476.5 |
6,524.0 |
6,624.5 |
|
S4 |
6,403.5 |
6,451.0 |
6,604.5 |
|
|
Weekly Pivots for week ending 25-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,060.0 |
6,974.5 |
6,684.0 |
|
R3 |
6,918.5 |
6,833.0 |
6,645.0 |
|
R2 |
6,777.0 |
6,777.0 |
6,632.0 |
|
R1 |
6,691.5 |
6,691.5 |
6,619.0 |
6,663.5 |
PP |
6,635.5 |
6,635.5 |
6,635.5 |
6,621.5 |
S1 |
6,550.0 |
6,550.0 |
6,593.0 |
6,522.0 |
S2 |
6,494.0 |
6,494.0 |
6,580.0 |
|
S3 |
6,352.5 |
6,408.5 |
6,567.0 |
|
S4 |
6,211.0 |
6,267.0 |
6,528.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,685.0 |
6,575.0 |
110.0 |
1.7% |
41.5 |
0.6% |
63% |
False |
True |
673 |
10 |
6,721.0 |
6,575.0 |
146.0 |
2.2% |
38.0 |
0.6% |
48% |
False |
True |
693 |
20 |
6,721.0 |
6,498.5 |
222.5 |
3.3% |
41.5 |
0.6% |
66% |
False |
False |
651 |
40 |
6,721.0 |
6,387.5 |
333.5 |
5.0% |
37.0 |
0.6% |
77% |
False |
False |
433 |
60 |
6,721.0 |
6,062.5 |
658.5 |
9.9% |
36.0 |
0.5% |
88% |
False |
False |
382 |
80 |
6,721.0 |
6,062.5 |
658.5 |
9.9% |
29.5 |
0.4% |
88% |
False |
False |
304 |
100 |
6,721.0 |
6,062.5 |
658.5 |
9.9% |
26.5 |
0.4% |
88% |
False |
False |
265 |
120 |
6,721.0 |
6,062.5 |
658.5 |
9.9% |
22.5 |
0.3% |
88% |
False |
False |
221 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,958.0 |
2.618 |
6,839.0 |
1.618 |
6,766.0 |
1.000 |
6,721.0 |
0.618 |
6,693.0 |
HIGH |
6,648.0 |
0.618 |
6,620.0 |
0.500 |
6,611.5 |
0.382 |
6,603.0 |
LOW |
6,575.0 |
0.618 |
6,530.0 |
1.000 |
6,502.0 |
1.618 |
6,457.0 |
2.618 |
6,384.0 |
4.250 |
6,265.0 |
|
|
Fisher Pivots for day following 30-May-2007 |
Pivot |
1 day |
3 day |
R1 |
6,633.5 |
6,633.5 |
PP |
6,622.5 |
6,622.5 |
S1 |
6,611.5 |
6,611.5 |
|