Trading Metrics calculated at close of trading on 18-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2007 |
18-May-2007 |
Change |
Change % |
Previous Week |
Open |
1,900.75 |
1,891.25 |
-9.50 |
-0.5% |
1,910.25 |
High |
1,901.00 |
1,906.00 |
5.00 |
0.3% |
1,925.75 |
Low |
1,889.00 |
1,888.75 |
-0.25 |
0.0% |
1,873.75 |
Close |
1,890.25 |
1,905.75 |
15.50 |
0.8% |
1,905.75 |
Range |
12.00 |
17.25 |
5.25 |
43.8% |
52.00 |
ATR |
22.72 |
22.33 |
-0.39 |
-1.7% |
0.00 |
Volume |
367,184 |
295,592 |
-71,592 |
-19.5% |
1,747,047 |
|
Daily Pivots for day following 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,952.00 |
1,946.00 |
1,915.25 |
|
R3 |
1,934.75 |
1,928.75 |
1,910.50 |
|
R2 |
1,917.50 |
1,917.50 |
1,909.00 |
|
R1 |
1,911.50 |
1,911.50 |
1,907.25 |
1,914.50 |
PP |
1,900.25 |
1,900.25 |
1,900.25 |
1,901.50 |
S1 |
1,894.25 |
1,894.25 |
1,904.25 |
1,897.25 |
S2 |
1,883.00 |
1,883.00 |
1,902.50 |
|
S3 |
1,865.75 |
1,877.00 |
1,901.00 |
|
S4 |
1,848.50 |
1,859.75 |
1,896.25 |
|
|
Weekly Pivots for week ending 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,057.75 |
2,033.75 |
1,934.25 |
|
R3 |
2,005.75 |
1,981.75 |
1,920.00 |
|
R2 |
1,953.75 |
1,953.75 |
1,915.25 |
|
R1 |
1,929.75 |
1,929.75 |
1,910.50 |
1,915.75 |
PP |
1,901.75 |
1,901.75 |
1,901.75 |
1,894.75 |
S1 |
1,877.75 |
1,877.75 |
1,901.00 |
1,863.75 |
S2 |
1,849.75 |
1,849.75 |
1,896.25 |
|
S3 |
1,797.75 |
1,825.75 |
1,891.50 |
|
S4 |
1,745.75 |
1,773.75 |
1,877.25 |
|
|
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% |
25.25 |
1.3% |
62% |
False |
False |
349,409 |
10 |
1,925.75 |
1,873.75 |
52.00 |
2.7% |
23.75 |
1.2% |
62% |
False |
False |
317,441 |
20 |
1,925.75 |
1,855.75 |
70.00 |
3.7% |
21.50 |
1.1% |
71% |
False |
False |
294,399 |
40 |
1,925.75 |
1,770.25 |
155.50 |
8.2% |
21.00 |
1.1% |
87% |
False |
False |
262,159 |
60 |
1,925.75 |
1,707.00 |
218.75 |
11.5% |
25.50 |
1.3% |
91% |
False |
False |
238,655 |
80 |
1,925.75 |
1,707.00 |
218.75 |
11.5% |
24.00 |
1.3% |
91% |
False |
False |
179,046 |
100 |
1,925.75 |
1,707.00 |
218.75 |
11.5% |
24.50 |
1.3% |
91% |
False |
False |
143,250 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,979.25 |
2.618 |
1,951.25 |
1.618 |
1,934.00 |
1.000 |
1,923.25 |
0.618 |
1,916.75 |
HIGH |
1,906.00 |
0.618 |
1,899.50 |
0.500 |
1,897.50 |
0.382 |
1,895.25 |
LOW |
1,888.75 |
0.618 |
1,878.00 |
1.000 |
1,871.50 |
1.618 |
1,860.75 |
2.618 |
1,843.50 |
4.250 |
1,815.50 |
|
|
Fisher Pivots for day following 18-May-2007 |
Pivot |
1 day |
3 day |
R1 |
1,903.00 |
1,900.50 |
PP |
1,900.25 |
1,895.25 |
S1 |
1,897.50 |
1,890.00 |
|