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 |
13,517.89 |
13,633.00 |
115.11 |
0.9% |
13,556.53 |
High |
13,636.09 |
13,673.07 |
36.98 |
0.3% |
13,624.55 |
Low |
13,456.73 |
13,614.72 |
157.99 |
1.2% |
13,423.90 |
Close |
13,633.08 |
13,627.64 |
-5.44 |
0.0% |
13,507.28 |
Range |
179.36 |
58.35 |
-121.01 |
-67.5% |
200.65 |
ATR |
105.56 |
102.19 |
-3.37 |
-3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,813.53 |
13,778.93 |
13,659.73 |
|
R3 |
13,755.18 |
13,720.58 |
13,643.69 |
|
R2 |
13,696.83 |
13,696.83 |
13,638.34 |
|
R1 |
13,662.23 |
13,662.23 |
13,632.99 |
13,650.36 |
PP |
13,638.48 |
13,638.48 |
13,638.48 |
13,632.54 |
S1 |
13,603.88 |
13,603.88 |
13,622.29 |
13,592.01 |
S2 |
13,580.13 |
13,580.13 |
13,616.94 |
|
S3 |
13,521.78 |
13,545.53 |
13,611.59 |
|
S4 |
13,463.43 |
13,487.18 |
13,595.55 |
|
|
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 |
13,673.07 |
13,423.90 |
249.17 |
1.8% |
122.75 |
0.9% |
82% |
True |
False |
|
10 |
13,673.07 |
13,423.90 |
249.17 |
1.8% |
98.39 |
0.7% |
82% |
True |
False |
|
20 |
13,673.07 |
13,196.03 |
477.04 |
3.5% |
96.96 |
0.7% |
90% |
True |
False |
|
40 |
13,673.07 |
12,428.22 |
1,244.85 |
9.1% |
95.24 |
0.7% |
96% |
True |
False |
|
60 |
13,673.07 |
11,939.61 |
1,733.46 |
12.7% |
104.17 |
0.8% |
97% |
True |
False |
|
80 |
13,673.07 |
11,939.61 |
1,733.46 |
12.7% |
109.73 |
0.8% |
97% |
True |
False |
|
100 |
13,673.07 |
11,939.61 |
1,733.46 |
12.7% |
104.89 |
0.8% |
97% |
True |
False |
|
120 |
13,673.07 |
11,939.61 |
1,733.46 |
12.7% |
101.62 |
0.7% |
97% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,921.06 |
2.618 |
13,825.83 |
1.618 |
13,767.48 |
1.000 |
13,731.42 |
0.618 |
13,709.13 |
HIGH |
13,673.07 |
0.618 |
13,650.78 |
0.500 |
13,643.90 |
0.382 |
13,637.01 |
LOW |
13,614.72 |
0.618 |
13,578.66 |
1.000 |
13,556.37 |
1.618 |
13,520.31 |
2.618 |
13,461.96 |
4.250 |
13,366.73 |
|
|
Fisher Pivots for day following 31-May-2007 |
Pivot |
1 day |
3 day |
R1 |
13,643.90 |
13,606.73 |
PP |
13,638.48 |
13,585.81 |
S1 |
13,633.06 |
13,564.90 |
|