Trading Metrics calculated at close of trading on 22-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2007 |
22-May-2007 |
Change |
Change % |
Previous Week |
Open |
1,527.50 |
1,527.50 |
0.00 |
0.0% |
1,512.00 |
High |
1,534.00 |
1,533.25 |
-0.75 |
0.0% |
1,528.25 |
Low |
1,526.25 |
1,525.00 |
-1.25 |
-0.1% |
1,502.75 |
Close |
1,528.00 |
1,525.25 |
-2.75 |
-0.2% |
1,528.00 |
Range |
7.75 |
8.25 |
0.50 |
6.5% |
25.50 |
ATR |
12.30 |
12.01 |
-0.29 |
-2.4% |
0.00 |
Volume |
1,197,238 |
1,023,876 |
-173,362 |
-14.5% |
6,439,523 |
|
Daily Pivots for day following 22-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,552.50 |
1,547.25 |
1,529.75 |
|
R3 |
1,544.25 |
1,539.00 |
1,527.50 |
|
R2 |
1,536.00 |
1,536.00 |
1,526.75 |
|
R1 |
1,530.75 |
1,530.75 |
1,526.00 |
1,529.25 |
PP |
1,527.75 |
1,527.75 |
1,527.75 |
1,527.00 |
S1 |
1,522.50 |
1,522.50 |
1,524.50 |
1,521.00 |
S2 |
1,519.50 |
1,519.50 |
1,523.75 |
|
S3 |
1,511.25 |
1,514.25 |
1,523.00 |
|
S4 |
1,503.00 |
1,506.00 |
1,520.75 |
|
|
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 |
1,534.00 |
1,506.00 |
28.00 |
1.8% |
10.25 |
0.7% |
69% |
False |
False |
1,264,187 |
10 |
1,534.00 |
1,496.00 |
38.00 |
2.5% |
13.00 |
0.9% |
77% |
False |
False |
1,231,698 |
20 |
1,534.00 |
1,482.25 |
51.75 |
3.4% |
11.75 |
0.8% |
83% |
False |
False |
1,136,292 |
40 |
1,534.00 |
1,418.00 |
116.00 |
7.6% |
12.00 |
0.8% |
92% |
False |
False |
1,074,016 |
60 |
1,534.00 |
1,375.25 |
158.75 |
10.4% |
14.50 |
0.9% |
94% |
False |
False |
1,040,262 |
80 |
1,534.00 |
1,375.25 |
158.75 |
10.4% |
13.75 |
0.9% |
94% |
False |
False |
781,060 |
100 |
1,534.00 |
1,375.25 |
158.75 |
10.4% |
13.50 |
0.9% |
94% |
False |
False |
625,138 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,568.25 |
2.618 |
1,554.75 |
1.618 |
1,546.50 |
1.000 |
1,541.50 |
0.618 |
1,538.25 |
HIGH |
1,533.25 |
0.618 |
1,530.00 |
0.500 |
1,529.00 |
0.382 |
1,528.25 |
LOW |
1,525.00 |
0.618 |
1,520.00 |
1.000 |
1,516.75 |
1.618 |
1,511.75 |
2.618 |
1,503.50 |
4.250 |
1,490.00 |
|
|
Fisher Pivots for day following 22-May-2007 |
Pivot |
1 day |
3 day |
R1 |
1,529.00 |
1,524.75 |
PP |
1,527.75 |
1,524.25 |
S1 |
1,526.50 |
1,524.00 |
|