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 |
13,441.94 |
13,507.28 |
65.34 |
0.5% |
13,556.53 |
High |
13,516.14 |
13,564.66 |
48.52 |
0.4% |
13,624.55 |
Low |
13,440.07 |
13,465.35 |
25.28 |
0.2% |
13,423.90 |
Close |
13,507.28 |
13,521.34 |
14.06 |
0.1% |
13,507.28 |
Range |
76.07 |
99.31 |
23.24 |
30.6% |
200.65 |
ATR |
99.93 |
99.88 |
-0.04 |
0.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,815.05 |
13,767.50 |
13,575.96 |
|
R3 |
13,715.74 |
13,668.19 |
13,548.65 |
|
R2 |
13,616.43 |
13,616.43 |
13,539.55 |
|
R1 |
13,568.88 |
13,568.88 |
13,530.44 |
13,592.66 |
PP |
13,517.12 |
13,517.12 |
13,517.12 |
13,529.00 |
S1 |
13,469.57 |
13,469.57 |
13,512.24 |
13,493.35 |
S2 |
13,417.81 |
13,417.81 |
13,503.13 |
|
S3 |
13,318.50 |
13,370.26 |
13,494.03 |
|
S4 |
13,219.19 |
13,270.95 |
13,466.72 |
|
|
Weekly Pivots for week ending 25-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,120.53 |
14,014.55 |
13,617.64 |
|
R3 |
13,919.88 |
13,813.90 |
13,562.46 |
|
R2 |
13,719.23 |
13,719.23 |
13,544.07 |
|
R1 |
13,613.25 |
13,613.25 |
13,525.67 |
13,565.92 |
PP |
13,518.58 |
13,518.58 |
13,518.58 |
13,494.91 |
S1 |
13,412.60 |
13,412.60 |
13,488.89 |
13,365.27 |
S2 |
13,317.93 |
13,317.93 |
13,470.49 |
|
S3 |
13,117.28 |
13,211.95 |
13,452.10 |
|
S4 |
12,916.63 |
13,011.30 |
13,396.92 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,624.55 |
13,423.90 |
200.65 |
1.5% |
107.66 |
0.8% |
49% |
False |
False |
|
10 |
13,624.55 |
13,339.47 |
285.08 |
2.1% |
101.40 |
0.7% |
64% |
False |
False |
|
20 |
13,624.55 |
13,041.30 |
583.25 |
4.3% |
96.19 |
0.7% |
82% |
False |
False |
|
40 |
13,624.55 |
12,324.28 |
1,300.27 |
9.6% |
94.95 |
0.7% |
92% |
False |
False |
|
60 |
13,624.55 |
11,939.61 |
1,684.94 |
12.5% |
105.60 |
0.8% |
94% |
False |
False |
|
80 |
13,624.55 |
11,939.61 |
1,684.94 |
12.5% |
107.97 |
0.8% |
94% |
False |
False |
|
100 |
13,624.55 |
11,939.61 |
1,684.94 |
12.5% |
104.72 |
0.8% |
94% |
False |
False |
|
120 |
13,624.55 |
11,939.61 |
1,684.94 |
12.5% |
101.09 |
0.7% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,986.73 |
2.618 |
13,824.65 |
1.618 |
13,725.34 |
1.000 |
13,663.97 |
0.618 |
13,626.03 |
HIGH |
13,564.66 |
0.618 |
13,526.72 |
0.500 |
13,515.01 |
0.382 |
13,503.29 |
LOW |
13,465.35 |
0.618 |
13,403.98 |
1.000 |
13,366.04 |
1.618 |
13,304.67 |
2.618 |
13,205.36 |
4.250 |
13,043.28 |
|
|
Fisher Pivots for day following 29-May-2007 |
Pivot |
1 day |
3 day |
R1 |
13,519.23 |
13,524.23 |
PP |
13,517.12 |
13,523.26 |
S1 |
13,515.01 |
13,522.30 |
|