Trading Metrics calculated at close of trading on 17-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2007 |
17-May-2007 |
Change |
Change % |
Previous Week |
Open |
1,508.00 |
1,517.75 |
9.75 |
0.6% |
1,513.25 |
High |
1,518.50 |
1,521.75 |
3.25 |
0.2% |
1,519.00 |
Low |
1,506.00 |
1,513.00 |
7.00 |
0.5% |
1,496.00 |
Close |
1,518.00 |
1,515.25 |
-2.75 |
-0.2% |
1,512.25 |
Range |
12.50 |
8.75 |
-3.75 |
-30.0% |
23.00 |
ATR |
12.79 |
12.50 |
-0.29 |
-2.3% |
0.00 |
Volume |
1,717,996 |
1,261,371 |
-456,625 |
-26.6% |
5,309,351 |
|
Daily Pivots for day following 17-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,543.00 |
1,537.75 |
1,520.00 |
|
R3 |
1,534.25 |
1,529.00 |
1,517.75 |
|
R2 |
1,525.50 |
1,525.50 |
1,516.75 |
|
R1 |
1,520.25 |
1,520.25 |
1,516.00 |
1,518.50 |
PP |
1,516.75 |
1,516.75 |
1,516.75 |
1,515.75 |
S1 |
1,511.50 |
1,511.50 |
1,514.50 |
1,509.75 |
S2 |
1,508.00 |
1,508.00 |
1,513.75 |
|
S3 |
1,499.25 |
1,502.75 |
1,512.75 |
|
S4 |
1,490.50 |
1,494.00 |
1,510.50 |
|
|
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 |
1,521.75 |
1,496.00 |
25.75 |
1.7% |
13.75 |
0.9% |
75% |
True |
False |
1,394,983 |
10 |
1,521.75 |
1,496.00 |
25.75 |
1.7% |
12.25 |
0.8% |
75% |
True |
False |
1,159,370 |
20 |
1,521.75 |
1,478.75 |
43.00 |
2.8% |
12.00 |
0.8% |
85% |
True |
False |
1,155,359 |
40 |
1,521.75 |
1,418.00 |
103.75 |
6.8% |
12.00 |
0.8% |
94% |
True |
False |
1,067,337 |
60 |
1,521.75 |
1,375.25 |
146.50 |
9.7% |
15.25 |
1.0% |
96% |
True |
False |
985,155 |
80 |
1,521.75 |
1,375.25 |
146.50 |
9.7% |
13.75 |
0.9% |
96% |
True |
False |
739,392 |
100 |
1,521.75 |
1,375.25 |
146.50 |
9.7% |
13.25 |
0.9% |
96% |
True |
False |
591,728 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,559.00 |
2.618 |
1,544.75 |
1.618 |
1,536.00 |
1.000 |
1,530.50 |
0.618 |
1,527.25 |
HIGH |
1,521.75 |
0.618 |
1,518.50 |
0.500 |
1,517.50 |
0.382 |
1,516.25 |
LOW |
1,513.00 |
0.618 |
1,507.50 |
1.000 |
1,504.25 |
1.618 |
1,498.75 |
2.618 |
1,490.00 |
4.250 |
1,475.75 |
|
|
Fisher Pivots for day following 17-May-2007 |
Pivot |
1 day |
3 day |
R1 |
1,517.50 |
1,514.25 |
PP |
1,516.75 |
1,513.25 |
S1 |
1,516.00 |
1,512.50 |
|