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 |
13,507.28 |
13,517.89 |
10.61 |
0.1% |
13,556.53 |
High |
13,564.66 |
13,636.09 |
71.43 |
0.5% |
13,624.55 |
Low |
13,465.35 |
13,456.73 |
-8.62 |
-0.1% |
13,423.90 |
Close |
13,521.34 |
13,633.08 |
111.74 |
0.8% |
13,507.28 |
Range |
99.31 |
179.36 |
80.05 |
80.6% |
200.65 |
ATR |
99.88 |
105.56 |
5.68 |
5.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,113.38 |
14,052.59 |
13,731.73 |
|
R3 |
13,934.02 |
13,873.23 |
13,682.40 |
|
R2 |
13,754.66 |
13,754.66 |
13,665.96 |
|
R1 |
13,693.87 |
13,693.87 |
13,649.52 |
13,724.27 |
PP |
13,575.30 |
13,575.30 |
13,575.30 |
13,590.50 |
S1 |
13,514.51 |
13,514.51 |
13,616.64 |
13,544.91 |
S2 |
13,395.94 |
13,395.94 |
13,600.20 |
|
S3 |
13,216.58 |
13,335.15 |
13,583.76 |
|
S4 |
13,037.22 |
13,155.79 |
13,534.43 |
|
|
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 |
13,636.09 |
13,423.90 |
212.19 |
1.6% |
132.00 |
1.0% |
99% |
True |
False |
|
10 |
13,636.09 |
13,363.93 |
272.16 |
2.0% |
105.12 |
0.8% |
99% |
True |
False |
|
20 |
13,636.09 |
13,130.53 |
505.56 |
3.7% |
100.34 |
0.7% |
99% |
True |
False |
|
40 |
13,636.09 |
12,379.05 |
1,257.04 |
9.2% |
97.67 |
0.7% |
100% |
True |
False |
|
60 |
13,636.09 |
11,939.61 |
1,696.48 |
12.4% |
106.10 |
0.8% |
100% |
True |
False |
|
80 |
13,636.09 |
11,939.61 |
1,696.48 |
12.4% |
109.64 |
0.8% |
100% |
True |
False |
|
100 |
13,636.09 |
11,939.61 |
1,696.48 |
12.4% |
105.45 |
0.8% |
100% |
True |
False |
|
120 |
13,636.09 |
11,939.61 |
1,696.48 |
12.4% |
101.63 |
0.7% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,398.37 |
2.618 |
14,105.65 |
1.618 |
13,926.29 |
1.000 |
13,815.45 |
0.618 |
13,746.93 |
HIGH |
13,636.09 |
0.618 |
13,567.57 |
0.500 |
13,546.41 |
0.382 |
13,525.25 |
LOW |
13,456.73 |
0.618 |
13,345.89 |
1.000 |
13,277.37 |
1.618 |
13,166.53 |
2.618 |
12,987.17 |
4.250 |
12,694.45 |
|
|
Fisher Pivots for day following 30-May-2007 |
Pivot |
1 day |
3 day |
R1 |
13,604.19 |
13,601.41 |
PP |
13,575.30 |
13,569.75 |
S1 |
13,546.41 |
13,538.08 |
|