Trading Metrics calculated at close of trading on 18-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2007 |
18-May-2007 |
Change |
Change % |
Previous Week |
Open |
1,517.75 |
1,515.50 |
-2.25 |
-0.1% |
1,512.00 |
High |
1,521.75 |
1,528.25 |
6.50 |
0.4% |
1,528.25 |
Low |
1,513.00 |
1,513.75 |
0.75 |
0.0% |
1,502.75 |
Close |
1,515.25 |
1,528.00 |
12.75 |
0.8% |
1,528.00 |
Range |
8.75 |
14.50 |
5.75 |
65.7% |
25.50 |
ATR |
12.50 |
12.65 |
0.14 |
1.1% |
0.00 |
Volume |
1,261,371 |
1,120,458 |
-140,913 |
-11.2% |
6,439,523 |
|
Daily Pivots for day following 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,566.75 |
1,562.00 |
1,536.00 |
|
R3 |
1,552.25 |
1,547.50 |
1,532.00 |
|
R2 |
1,537.75 |
1,537.75 |
1,530.75 |
|
R1 |
1,533.00 |
1,533.00 |
1,529.25 |
1,535.50 |
PP |
1,523.25 |
1,523.25 |
1,523.25 |
1,524.50 |
S1 |
1,518.50 |
1,518.50 |
1,526.75 |
1,521.00 |
S2 |
1,508.75 |
1,508.75 |
1,525.25 |
|
S3 |
1,494.25 |
1,504.00 |
1,524.00 |
|
S4 |
1,479.75 |
1,489.50 |
1,520.00 |
|
|
Weekly Pivots for week ending 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,596.25 |
1,587.50 |
1,542.00 |
|
R3 |
1,570.75 |
1,562.00 |
1,535.00 |
|
R2 |
1,545.25 |
1,545.25 |
1,532.75 |
|
R1 |
1,536.50 |
1,536.50 |
1,530.25 |
1,541.00 |
PP |
1,519.75 |
1,519.75 |
1,519.75 |
1,521.75 |
S1 |
1,511.00 |
1,511.00 |
1,525.75 |
1,515.50 |
S2 |
1,494.25 |
1,494.25 |
1,523.25 |
|
S3 |
1,468.75 |
1,485.50 |
1,521.00 |
|
S4 |
1,443.25 |
1,460.00 |
1,514.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,528.25 |
1,502.75 |
25.50 |
1.7% |
13.25 |
0.9% |
99% |
True |
False |
1,287,904 |
10 |
1,528.25 |
1,496.00 |
32.25 |
2.1% |
12.75 |
0.8% |
99% |
True |
False |
1,174,887 |
20 |
1,528.25 |
1,480.25 |
48.00 |
3.1% |
12.00 |
0.8% |
99% |
True |
False |
1,151,471 |
40 |
1,528.25 |
1,418.00 |
110.25 |
7.2% |
12.25 |
0.8% |
100% |
True |
False |
1,066,947 |
60 |
1,528.25 |
1,375.25 |
153.00 |
10.0% |
15.50 |
1.0% |
100% |
True |
False |
1,003,545 |
80 |
1,528.25 |
1,375.25 |
153.00 |
10.0% |
13.75 |
0.9% |
100% |
True |
False |
753,371 |
100 |
1,528.25 |
1,375.25 |
153.00 |
10.0% |
13.50 |
0.9% |
100% |
True |
False |
602,928 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,590.00 |
2.618 |
1,566.25 |
1.618 |
1,551.75 |
1.000 |
1,542.75 |
0.618 |
1,537.25 |
HIGH |
1,528.25 |
0.618 |
1,522.75 |
0.500 |
1,521.00 |
0.382 |
1,519.25 |
LOW |
1,513.75 |
0.618 |
1,504.75 |
1.000 |
1,499.25 |
1.618 |
1,490.25 |
2.618 |
1,475.75 |
4.250 |
1,452.00 |
|
|
Fisher Pivots for day following 18-May-2007 |
Pivot |
1 day |
3 day |
R1 |
1,525.75 |
1,524.50 |
PP |
1,523.25 |
1,520.75 |
S1 |
1,521.00 |
1,517.00 |
|