Trading Metrics calculated at close of trading on 15-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2007 |
15-May-2007 |
Change |
Change % |
Previous Week |
Open |
1,910.25 |
1,896.00 |
-14.25 |
-0.7% |
1,907.25 |
High |
1,925.75 |
1,907.25 |
-18.50 |
-1.0% |
1,918.75 |
Low |
1,886.25 |
1,877.75 |
-8.50 |
-0.5% |
1,882.00 |
Close |
1,896.25 |
1,883.50 |
-12.75 |
-0.7% |
1,910.50 |
Range |
39.50 |
29.50 |
-10.00 |
-25.3% |
36.75 |
ATR |
22.72 |
23.20 |
0.48 |
2.1% |
0.00 |
Volume |
317,294 |
308,603 |
-8,691 |
-2.7% |
1,427,368 |
|
Daily Pivots for day following 15-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,978.00 |
1,960.25 |
1,899.75 |
|
R3 |
1,948.50 |
1,930.75 |
1,891.50 |
|
R2 |
1,919.00 |
1,919.00 |
1,889.00 |
|
R1 |
1,901.25 |
1,901.25 |
1,886.25 |
1,895.50 |
PP |
1,889.50 |
1,889.50 |
1,889.50 |
1,886.50 |
S1 |
1,871.75 |
1,871.75 |
1,880.75 |
1,866.00 |
S2 |
1,860.00 |
1,860.00 |
1,878.00 |
|
S3 |
1,830.50 |
1,842.25 |
1,875.50 |
|
S4 |
1,801.00 |
1,812.75 |
1,867.25 |
|
|
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 |
1,877.75 |
48.00 |
2.5% |
30.25 |
1.6% |
12% |
False |
True |
330,049 |
10 |
1,925.75 |
1,877.75 |
48.00 |
2.5% |
24.00 |
1.3% |
12% |
False |
True |
285,193 |
20 |
1,925.75 |
1,831.25 |
94.50 |
5.0% |
22.00 |
1.2% |
55% |
False |
False |
277,626 |
40 |
1,925.75 |
1,770.25 |
155.50 |
8.3% |
21.50 |
1.1% |
73% |
False |
False |
257,082 |
60 |
1,925.75 |
1,707.00 |
218.75 |
11.6% |
25.25 |
1.3% |
81% |
False |
False |
219,998 |
80 |
1,925.75 |
1,707.00 |
218.75 |
11.6% |
24.50 |
1.3% |
81% |
False |
False |
165,036 |
100 |
1,925.75 |
1,707.00 |
218.75 |
11.6% |
24.50 |
1.3% |
81% |
False |
False |
132,039 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,032.50 |
2.618 |
1,984.50 |
1.618 |
1,955.00 |
1.000 |
1,936.75 |
0.618 |
1,925.50 |
HIGH |
1,907.25 |
0.618 |
1,896.00 |
0.500 |
1,892.50 |
0.382 |
1,889.00 |
LOW |
1,877.75 |
0.618 |
1,859.50 |
1.000 |
1,848.25 |
1.618 |
1,830.00 |
2.618 |
1,800.50 |
4.250 |
1,752.50 |
|
|
Fisher Pivots for day following 15-May-2007 |
Pivot |
1 day |
3 day |
R1 |
1,892.50 |
1,901.75 |
PP |
1,889.50 |
1,895.75 |
S1 |
1,886.50 |
1,889.50 |
|