Trading Metrics calculated at close of trading on 16-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2007 |
16-May-2007 |
Change |
Change % |
Previous Week |
Open |
1,508.25 |
1,508.00 |
-0.25 |
0.0% |
1,513.25 |
High |
1,519.75 |
1,518.50 |
-1.25 |
-0.1% |
1,519.00 |
Low |
1,503.00 |
1,506.00 |
3.00 |
0.2% |
1,496.00 |
Close |
1,508.50 |
1,518.00 |
9.50 |
0.6% |
1,512.25 |
Range |
16.75 |
12.50 |
-4.25 |
-25.4% |
23.00 |
ATR |
12.81 |
12.79 |
-0.02 |
-0.2% |
0.00 |
Volume |
1,121,195 |
1,717,996 |
596,801 |
53.2% |
5,309,351 |
|
Daily Pivots for day following 16-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,551.75 |
1,547.25 |
1,525.00 |
|
R3 |
1,539.25 |
1,534.75 |
1,521.50 |
|
R2 |
1,526.75 |
1,526.75 |
1,520.25 |
|
R1 |
1,522.25 |
1,522.25 |
1,519.25 |
1,524.50 |
PP |
1,514.25 |
1,514.25 |
1,514.25 |
1,515.25 |
S1 |
1,509.75 |
1,509.75 |
1,516.75 |
1,512.00 |
S2 |
1,501.75 |
1,501.75 |
1,515.75 |
|
S3 |
1,489.25 |
1,497.25 |
1,514.50 |
|
S4 |
1,476.75 |
1,484.75 |
1,511.00 |
|
|
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% |
15.75 |
1.0% |
93% |
False |
False |
1,366,617 |
10 |
1,519.75 |
1,496.00 |
23.75 |
1.6% |
12.50 |
0.8% |
93% |
False |
False |
1,131,710 |
20 |
1,519.75 |
1,468.25 |
51.50 |
3.4% |
12.25 |
0.8% |
97% |
False |
False |
1,147,159 |
40 |
1,519.75 |
1,418.00 |
101.75 |
6.7% |
12.00 |
0.8% |
98% |
False |
False |
1,076,034 |
60 |
1,519.75 |
1,375.25 |
144.50 |
9.5% |
15.25 |
1.0% |
99% |
False |
False |
964,205 |
80 |
1,519.75 |
1,375.25 |
144.50 |
9.5% |
14.00 |
0.9% |
99% |
False |
False |
723,666 |
100 |
1,519.75 |
1,375.25 |
144.50 |
9.5% |
13.25 |
0.9% |
99% |
False |
False |
579,121 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,571.50 |
2.618 |
1,551.25 |
1.618 |
1,538.75 |
1.000 |
1,531.00 |
0.618 |
1,526.25 |
HIGH |
1,518.50 |
0.618 |
1,513.75 |
0.500 |
1,512.25 |
0.382 |
1,510.75 |
LOW |
1,506.00 |
0.618 |
1,498.25 |
1.000 |
1,493.50 |
1.618 |
1,485.75 |
2.618 |
1,473.25 |
4.250 |
1,453.00 |
|
|
Fisher Pivots for day following 16-May-2007 |
Pivot |
1 day |
3 day |
R1 |
1,516.00 |
1,515.75 |
PP |
1,514.25 |
1,513.50 |
S1 |
1,512.25 |
1,511.25 |
|