Trading Metrics calculated at close of trading on 21-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2007 |
21-May-2007 |
Change |
Change % |
Previous Week |
Open |
1,891.25 |
1,905.25 |
14.00 |
0.7% |
1,910.25 |
High |
1,906.00 |
1,927.25 |
21.25 |
1.1% |
1,925.75 |
Low |
1,888.75 |
1,903.00 |
14.25 |
0.8% |
1,873.75 |
Close |
1,905.75 |
1,916.25 |
10.50 |
0.6% |
1,905.75 |
Range |
17.25 |
24.25 |
7.00 |
40.6% |
52.00 |
ATR |
22.33 |
22.47 |
0.14 |
0.6% |
0.00 |
Volume |
295,592 |
294,634 |
-958 |
-0.3% |
1,747,047 |
|
Daily Pivots for day following 21-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,988.25 |
1,976.50 |
1,929.50 |
|
R3 |
1,964.00 |
1,952.25 |
1,923.00 |
|
R2 |
1,939.75 |
1,939.75 |
1,920.75 |
|
R1 |
1,928.00 |
1,928.00 |
1,918.50 |
1,934.00 |
PP |
1,915.50 |
1,915.50 |
1,915.50 |
1,918.50 |
S1 |
1,903.75 |
1,903.75 |
1,914.00 |
1,909.50 |
S2 |
1,891.25 |
1,891.25 |
1,911.75 |
|
S3 |
1,867.00 |
1,879.50 |
1,909.50 |
|
S4 |
1,842.75 |
1,855.25 |
1,903.00 |
|
|
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 |
1,927.25 |
1,873.75 |
53.50 |
2.8% |
22.25 |
1.2% |
79% |
True |
False |
344,877 |
10 |
1,927.25 |
1,873.75 |
53.50 |
2.8% |
25.25 |
1.3% |
79% |
True |
False |
320,978 |
20 |
1,927.25 |
1,855.75 |
71.50 |
3.7% |
22.25 |
1.2% |
85% |
True |
False |
293,706 |
40 |
1,927.25 |
1,770.25 |
157.00 |
8.2% |
21.00 |
1.1% |
93% |
True |
False |
264,706 |
60 |
1,927.25 |
1,707.00 |
220.25 |
11.5% |
25.25 |
1.3% |
95% |
True |
False |
243,536 |
80 |
1,927.25 |
1,707.00 |
220.25 |
11.5% |
24.00 |
1.3% |
95% |
True |
False |
182,727 |
100 |
1,927.25 |
1,707.00 |
220.25 |
11.5% |
24.75 |
1.3% |
95% |
True |
False |
146,196 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,030.25 |
2.618 |
1,990.75 |
1.618 |
1,966.50 |
1.000 |
1,951.50 |
0.618 |
1,942.25 |
HIGH |
1,927.25 |
0.618 |
1,918.00 |
0.500 |
1,915.00 |
0.382 |
1,912.25 |
LOW |
1,903.00 |
0.618 |
1,888.00 |
1.000 |
1,878.75 |
1.618 |
1,863.75 |
2.618 |
1,839.50 |
4.250 |
1,800.00 |
|
|
Fisher Pivots for day following 21-May-2007 |
Pivot |
1 day |
3 day |
R1 |
1,916.00 |
1,913.50 |
PP |
1,915.50 |
1,910.75 |
S1 |
1,915.00 |
1,908.00 |
|