Trading Metrics calculated at close of trading on 24-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2007 |
24-May-2007 |
Change |
Change % |
Previous Week |
Open |
1,525.50 |
1,525.25 |
-0.25 |
0.0% |
1,512.00 |
High |
1,535.75 |
1,532.50 |
-3.25 |
-0.2% |
1,528.25 |
Low |
1,524.00 |
1,507.75 |
-16.25 |
-1.1% |
1,502.75 |
Close |
1,525.50 |
1,511.50 |
-14.00 |
-0.9% |
1,528.00 |
Range |
11.75 |
24.75 |
13.00 |
110.6% |
25.50 |
ATR |
11.99 |
12.90 |
0.91 |
7.6% |
0.00 |
Volume |
969,947 |
1,313,246 |
343,299 |
35.4% |
6,439,523 |
|
Daily Pivots for day following 24-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,591.50 |
1,576.25 |
1,525.00 |
|
R3 |
1,566.75 |
1,551.50 |
1,518.25 |
|
R2 |
1,542.00 |
1,542.00 |
1,516.00 |
|
R1 |
1,526.75 |
1,526.75 |
1,513.75 |
1,522.00 |
PP |
1,517.25 |
1,517.25 |
1,517.25 |
1,515.00 |
S1 |
1,502.00 |
1,502.00 |
1,509.25 |
1,497.25 |
S2 |
1,492.50 |
1,492.50 |
1,507.00 |
|
S3 |
1,467.75 |
1,477.25 |
1,504.75 |
|
S4 |
1,443.00 |
1,452.50 |
1,498.00 |
|
|
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 |
1,535.75 |
1,507.75 |
28.00 |
1.9% |
13.50 |
0.9% |
13% |
False |
True |
1,124,953 |
10 |
1,535.75 |
1,496.00 |
39.75 |
2.6% |
13.50 |
0.9% |
39% |
False |
False |
1,259,968 |
20 |
1,535.75 |
1,482.25 |
53.50 |
3.5% |
12.50 |
0.8% |
55% |
False |
False |
1,129,301 |
40 |
1,535.75 |
1,418.00 |
117.75 |
7.8% |
12.00 |
0.8% |
79% |
False |
False |
1,072,168 |
60 |
1,535.75 |
1,375.25 |
160.50 |
10.6% |
14.00 |
0.9% |
85% |
False |
False |
1,077,131 |
80 |
1,535.75 |
1,375.25 |
160.50 |
10.6% |
14.00 |
0.9% |
85% |
False |
False |
809,526 |
100 |
1,535.75 |
1,375.25 |
160.50 |
10.6% |
13.50 |
0.9% |
85% |
False |
False |
647,968 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,637.75 |
2.618 |
1,597.25 |
1.618 |
1,572.50 |
1.000 |
1,557.25 |
0.618 |
1,547.75 |
HIGH |
1,532.50 |
0.618 |
1,523.00 |
0.500 |
1,520.00 |
0.382 |
1,517.25 |
LOW |
1,507.75 |
0.618 |
1,492.50 |
1.000 |
1,483.00 |
1.618 |
1,467.75 |
2.618 |
1,443.00 |
4.250 |
1,402.50 |
|
|
Fisher Pivots for day following 24-May-2007 |
Pivot |
1 day |
3 day |
R1 |
1,520.00 |
1,521.75 |
PP |
1,517.25 |
1,518.25 |
S1 |
1,514.50 |
1,515.00 |
|