Trading Metrics calculated at close of trading on 16-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2007 |
16-May-2007 |
Change |
Change % |
Previous Week |
Open |
1,896.00 |
1,883.25 |
-12.75 |
-0.7% |
1,907.25 |
High |
1,907.25 |
1,901.50 |
-5.75 |
-0.3% |
1,918.75 |
Low |
1,877.75 |
1,873.75 |
-4.00 |
-0.2% |
1,882.00 |
Close |
1,883.50 |
1,901.25 |
17.75 |
0.9% |
1,910.50 |
Range |
29.50 |
27.75 |
-1.75 |
-5.9% |
36.75 |
ATR |
23.20 |
23.52 |
0.33 |
1.4% |
0.00 |
Volume |
308,603 |
458,374 |
149,771 |
48.5% |
1,427,368 |
|
Daily Pivots for day following 16-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,975.50 |
1,966.00 |
1,916.50 |
|
R3 |
1,947.75 |
1,938.25 |
1,909.00 |
|
R2 |
1,920.00 |
1,920.00 |
1,906.25 |
|
R1 |
1,910.50 |
1,910.50 |
1,903.75 |
1,915.25 |
PP |
1,892.25 |
1,892.25 |
1,892.25 |
1,894.50 |
S1 |
1,882.75 |
1,882.75 |
1,898.75 |
1,887.50 |
S2 |
1,864.50 |
1,864.50 |
1,896.25 |
|
S3 |
1,836.75 |
1,855.00 |
1,893.50 |
|
S4 |
1,809.00 |
1,827.25 |
1,886.00 |
|
|
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 |
1,873.75 |
52.00 |
2.7% |
31.25 |
1.6% |
53% |
False |
True |
363,676 |
10 |
1,925.75 |
1,873.75 |
52.00 |
2.7% |
24.50 |
1.3% |
53% |
False |
True |
298,099 |
20 |
1,925.75 |
1,831.25 |
94.50 |
5.0% |
22.50 |
1.2% |
74% |
False |
False |
288,960 |
40 |
1,925.75 |
1,770.25 |
155.50 |
8.2% |
21.00 |
1.1% |
84% |
False |
False |
262,901 |
60 |
1,925.75 |
1,707.00 |
218.75 |
11.5% |
25.50 |
1.3% |
89% |
False |
False |
227,636 |
80 |
1,925.75 |
1,707.00 |
218.75 |
11.5% |
24.50 |
1.3% |
89% |
False |
False |
170,765 |
100 |
1,925.75 |
1,707.00 |
218.75 |
11.5% |
24.50 |
1.3% |
89% |
False |
False |
136,622 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,019.50 |
2.618 |
1,974.25 |
1.618 |
1,946.50 |
1.000 |
1,929.25 |
0.618 |
1,918.75 |
HIGH |
1,901.50 |
0.618 |
1,891.00 |
0.500 |
1,887.50 |
0.382 |
1,884.25 |
LOW |
1,873.75 |
0.618 |
1,856.50 |
1.000 |
1,846.00 |
1.618 |
1,828.75 |
2.618 |
1,801.00 |
4.250 |
1,755.75 |
|
|
Fisher Pivots for day following 16-May-2007 |
Pivot |
1 day |
3 day |
R1 |
1,896.75 |
1,900.75 |
PP |
1,892.25 |
1,900.25 |
S1 |
1,887.50 |
1,899.75 |
|