Trading Metrics calculated at close of trading on 14-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2007 |
14-May-2007 |
Change |
Change % |
Previous Week |
Open |
1,886.50 |
1,910.25 |
23.75 |
1.3% |
1,907.25 |
High |
1,911.75 |
1,925.75 |
14.00 |
0.7% |
1,918.75 |
Low |
1,882.25 |
1,886.25 |
4.00 |
0.2% |
1,882.00 |
Close |
1,910.50 |
1,896.25 |
-14.25 |
-0.7% |
1,910.50 |
Range |
29.50 |
39.50 |
10.00 |
33.9% |
36.75 |
ATR |
21.42 |
22.72 |
1.29 |
6.0% |
0.00 |
Volume |
448,685 |
317,294 |
-131,391 |
-29.3% |
1,427,368 |
|
Daily Pivots for day following 14-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,021.25 |
1,998.25 |
1,918.00 |
|
R3 |
1,981.75 |
1,958.75 |
1,907.00 |
|
R2 |
1,942.25 |
1,942.25 |
1,903.50 |
|
R1 |
1,919.25 |
1,919.25 |
1,899.75 |
1,911.00 |
PP |
1,902.75 |
1,902.75 |
1,902.75 |
1,898.50 |
S1 |
1,879.75 |
1,879.75 |
1,892.75 |
1,871.50 |
S2 |
1,863.25 |
1,863.25 |
1,889.00 |
|
S3 |
1,823.75 |
1,840.25 |
1,885.50 |
|
S4 |
1,784.25 |
1,800.75 |
1,874.50 |
|
|
Weekly Pivots for week ending 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,014.00 |
1,999.00 |
1,930.75 |
|
R3 |
1,977.25 |
1,962.25 |
1,920.50 |
|
R2 |
1,940.50 |
1,940.50 |
1,917.25 |
|
R1 |
1,925.50 |
1,925.50 |
1,913.75 |
1,933.00 |
PP |
1,903.75 |
1,903.75 |
1,903.75 |
1,907.50 |
S1 |
1,888.75 |
1,888.75 |
1,907.25 |
1,896.25 |
S2 |
1,867.00 |
1,867.00 |
1,903.75 |
|
S3 |
1,830.25 |
1,852.00 |
1,900.50 |
|
S4 |
1,793.50 |
1,815.25 |
1,890.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,925.75 |
1,882.00 |
43.75 |
2.3% |
28.25 |
1.5% |
33% |
True |
False |
297,080 |
10 |
1,925.75 |
1,868.00 |
57.75 |
3.0% |
23.00 |
1.2% |
49% |
True |
False |
280,304 |
20 |
1,925.75 |
1,831.25 |
94.50 |
5.0% |
21.00 |
1.1% |
69% |
True |
False |
273,896 |
40 |
1,925.75 |
1,770.25 |
155.50 |
8.2% |
21.25 |
1.1% |
81% |
True |
False |
255,694 |
60 |
1,925.75 |
1,707.00 |
218.75 |
11.5% |
25.25 |
1.3% |
87% |
True |
False |
214,859 |
80 |
1,925.75 |
1,707.00 |
218.75 |
11.5% |
24.25 |
1.3% |
87% |
True |
False |
161,179 |
100 |
1,925.75 |
1,707.00 |
218.75 |
11.5% |
24.25 |
1.3% |
87% |
True |
False |
128,953 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,093.50 |
2.618 |
2,029.25 |
1.618 |
1,989.75 |
1.000 |
1,965.25 |
0.618 |
1,950.25 |
HIGH |
1,925.75 |
0.618 |
1,910.75 |
0.500 |
1,906.00 |
0.382 |
1,901.25 |
LOW |
1,886.25 |
0.618 |
1,861.75 |
1.000 |
1,846.75 |
1.618 |
1,822.25 |
2.618 |
1,782.75 |
4.250 |
1,718.50 |
|
|
Fisher Pivots for day following 14-May-2007 |
Pivot |
1 day |
3 day |
R1 |
1,906.00 |
1,904.00 |
PP |
1,902.75 |
1,901.25 |
S1 |
1,899.50 |
1,898.75 |
|