Trading Metrics calculated at close of trading on 17-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2007 |
17-May-2007 |
Change |
Change % |
Previous Week |
Open |
1,883.25 |
1,900.75 |
17.50 |
0.9% |
1,907.25 |
High |
1,901.50 |
1,901.00 |
-0.50 |
0.0% |
1,918.75 |
Low |
1,873.75 |
1,889.00 |
15.25 |
0.8% |
1,882.00 |
Close |
1,901.25 |
1,890.25 |
-11.00 |
-0.6% |
1,910.50 |
Range |
27.75 |
12.00 |
-15.75 |
-56.8% |
36.75 |
ATR |
23.52 |
22.72 |
-0.81 |
-3.4% |
0.00 |
Volume |
458,374 |
367,184 |
-91,190 |
-19.9% |
1,427,368 |
|
Daily Pivots for day following 17-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,929.50 |
1,921.75 |
1,896.75 |
|
R3 |
1,917.50 |
1,909.75 |
1,893.50 |
|
R2 |
1,905.50 |
1,905.50 |
1,892.50 |
|
R1 |
1,897.75 |
1,897.75 |
1,891.25 |
1,895.50 |
PP |
1,893.50 |
1,893.50 |
1,893.50 |
1,892.25 |
S1 |
1,885.75 |
1,885.75 |
1,889.25 |
1,883.50 |
S2 |
1,881.50 |
1,881.50 |
1,888.00 |
|
S3 |
1,869.50 |
1,873.75 |
1,887.00 |
|
S4 |
1,857.50 |
1,861.75 |
1,883.75 |
|
|
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 |
2.8% |
27.75 |
1.5% |
32% |
False |
False |
380,028 |
10 |
1,925.75 |
1,873.75 |
52.00 |
2.8% |
24.50 |
1.3% |
32% |
False |
False |
309,976 |
20 |
1,925.75 |
1,846.75 |
79.00 |
4.2% |
22.00 |
1.2% |
55% |
False |
False |
294,120 |
40 |
1,925.75 |
1,770.25 |
155.50 |
8.2% |
21.00 |
1.1% |
77% |
False |
False |
261,910 |
60 |
1,925.75 |
1,707.00 |
218.75 |
11.6% |
25.50 |
1.3% |
84% |
False |
False |
233,753 |
80 |
1,925.75 |
1,707.00 |
218.75 |
11.6% |
24.00 |
1.3% |
84% |
False |
False |
175,353 |
100 |
1,925.75 |
1,707.00 |
218.75 |
11.6% |
24.25 |
1.3% |
84% |
False |
False |
140,294 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,952.00 |
2.618 |
1,932.50 |
1.618 |
1,920.50 |
1.000 |
1,913.00 |
0.618 |
1,908.50 |
HIGH |
1,901.00 |
0.618 |
1,896.50 |
0.500 |
1,895.00 |
0.382 |
1,893.50 |
LOW |
1,889.00 |
0.618 |
1,881.50 |
1.000 |
1,877.00 |
1.618 |
1,869.50 |
2.618 |
1,857.50 |
4.250 |
1,838.00 |
|
|
Fisher Pivots for day following 17-May-2007 |
Pivot |
1 day |
3 day |
R1 |
1,895.00 |
1,890.50 |
PP |
1,893.50 |
1,890.50 |
S1 |
1,891.75 |
1,890.25 |
|