Trading Metrics calculated at close of trading on 15-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2007 |
15-May-2007 |
Change |
Change % |
Previous Week |
Open |
1,512.00 |
1,508.25 |
-3.75 |
-0.2% |
1,513.25 |
High |
1,516.25 |
1,519.75 |
3.50 |
0.2% |
1,519.00 |
Low |
1,502.75 |
1,503.00 |
0.25 |
0.0% |
1,496.00 |
Close |
1,508.75 |
1,508.50 |
-0.25 |
0.0% |
1,512.25 |
Range |
13.50 |
16.75 |
3.25 |
24.1% |
23.00 |
ATR |
12.51 |
12.81 |
0.30 |
2.4% |
0.00 |
Volume |
1,218,503 |
1,121,195 |
-97,308 |
-8.0% |
5,309,351 |
|
Daily Pivots for day following 15-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,560.75 |
1,551.25 |
1,517.75 |
|
R3 |
1,544.00 |
1,534.50 |
1,513.00 |
|
R2 |
1,527.25 |
1,527.25 |
1,511.50 |
|
R1 |
1,517.75 |
1,517.75 |
1,510.00 |
1,522.50 |
PP |
1,510.50 |
1,510.50 |
1,510.50 |
1,512.75 |
S1 |
1,501.00 |
1,501.00 |
1,507.00 |
1,505.75 |
S2 |
1,493.75 |
1,493.75 |
1,505.50 |
|
S3 |
1,477.00 |
1,484.25 |
1,504.00 |
|
S4 |
1,460.25 |
1,467.50 |
1,499.25 |
|
|
Weekly Pivots for week ending 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,578.00 |
1,568.25 |
1,525.00 |
|
R3 |
1,555.00 |
1,545.25 |
1,518.50 |
|
R2 |
1,532.00 |
1,532.00 |
1,516.50 |
|
R1 |
1,522.25 |
1,522.25 |
1,514.25 |
1,515.50 |
PP |
1,509.00 |
1,509.00 |
1,509.00 |
1,505.75 |
S1 |
1,499.25 |
1,499.25 |
1,510.25 |
1,492.50 |
S2 |
1,486.00 |
1,486.00 |
1,508.00 |
|
S3 |
1,463.00 |
1,476.25 |
1,506.00 |
|
S4 |
1,440.00 |
1,453.25 |
1,499.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,519.75 |
1,496.00 |
23.75 |
1.6% |
15.50 |
1.0% |
53% |
True |
False |
1,199,209 |
10 |
1,519.75 |
1,492.00 |
27.75 |
1.8% |
12.50 |
0.8% |
59% |
True |
False |
1,083,916 |
20 |
1,519.75 |
1,468.25 |
51.50 |
3.4% |
12.25 |
0.8% |
78% |
True |
False |
1,126,275 |
40 |
1,519.75 |
1,418.00 |
101.75 |
6.7% |
12.50 |
0.8% |
89% |
True |
False |
1,059,700 |
60 |
1,519.75 |
1,375.25 |
144.50 |
9.6% |
15.25 |
1.0% |
92% |
True |
False |
935,597 |
80 |
1,519.75 |
1,375.25 |
144.50 |
9.6% |
14.00 |
0.9% |
92% |
True |
False |
702,198 |
100 |
1,519.75 |
1,375.25 |
144.50 |
9.6% |
13.25 |
0.9% |
92% |
True |
False |
561,946 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,591.00 |
2.618 |
1,563.50 |
1.618 |
1,546.75 |
1.000 |
1,536.50 |
0.618 |
1,530.00 |
HIGH |
1,519.75 |
0.618 |
1,513.25 |
0.500 |
1,511.50 |
0.382 |
1,509.50 |
LOW |
1,503.00 |
0.618 |
1,492.75 |
1.000 |
1,486.25 |
1.618 |
1,476.00 |
2.618 |
1,459.25 |
4.250 |
1,431.75 |
|
|
Fisher Pivots for day following 15-May-2007 |
Pivot |
1 day |
3 day |
R1 |
1,511.50 |
1,508.25 |
PP |
1,510.50 |
1,508.00 |
S1 |
1,509.50 |
1,508.00 |
|