Trading Metrics calculated at close of trading on 23-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2007 |
23-May-2007 |
Change |
Change % |
Previous Week |
Open |
1,916.00 |
1,920.50 |
4.50 |
0.2% |
1,910.25 |
High |
1,928.75 |
1,931.50 |
2.75 |
0.1% |
1,925.75 |
Low |
1,912.25 |
1,907.75 |
-4.50 |
-0.2% |
1,873.75 |
Close |
1,920.25 |
1,910.25 |
-10.00 |
-0.5% |
1,905.75 |
Range |
16.50 |
23.75 |
7.25 |
43.9% |
52.00 |
ATR |
22.04 |
22.16 |
0.12 |
0.6% |
0.00 |
Volume |
347,396 |
267,781 |
-79,615 |
-22.9% |
1,747,047 |
|
Daily Pivots for day following 23-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,987.75 |
1,972.75 |
1,923.25 |
|
R3 |
1,964.00 |
1,949.00 |
1,916.75 |
|
R2 |
1,940.25 |
1,940.25 |
1,914.50 |
|
R1 |
1,925.25 |
1,925.25 |
1,912.50 |
1,921.00 |
PP |
1,916.50 |
1,916.50 |
1,916.50 |
1,914.25 |
S1 |
1,901.50 |
1,901.50 |
1,908.00 |
1,897.00 |
S2 |
1,892.75 |
1,892.75 |
1,906.00 |
|
S3 |
1,869.00 |
1,877.75 |
1,903.75 |
|
S4 |
1,845.25 |
1,854.00 |
1,897.25 |
|
|
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 |
1,931.50 |
1,888.75 |
42.75 |
2.2% |
18.75 |
1.0% |
50% |
True |
False |
314,517 |
10 |
1,931.50 |
1,873.75 |
57.75 |
3.0% |
25.00 |
1.3% |
63% |
True |
False |
339,096 |
20 |
1,931.50 |
1,868.00 |
63.50 |
3.3% |
22.00 |
1.1% |
67% |
True |
False |
298,050 |
40 |
1,931.50 |
1,770.25 |
161.25 |
8.4% |
21.00 |
1.1% |
87% |
True |
False |
267,320 |
60 |
1,931.50 |
1,707.00 |
224.50 |
11.8% |
23.75 |
1.2% |
91% |
True |
False |
253,751 |
80 |
1,931.50 |
1,707.00 |
224.50 |
11.8% |
24.00 |
1.3% |
91% |
True |
False |
190,415 |
100 |
1,931.50 |
1,707.00 |
224.50 |
11.8% |
24.75 |
1.3% |
91% |
True |
False |
152,348 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,032.50 |
2.618 |
1,993.75 |
1.618 |
1,970.00 |
1.000 |
1,955.25 |
0.618 |
1,946.25 |
HIGH |
1,931.50 |
0.618 |
1,922.50 |
0.500 |
1,919.50 |
0.382 |
1,916.75 |
LOW |
1,907.75 |
0.618 |
1,893.00 |
1.000 |
1,884.00 |
1.618 |
1,869.25 |
2.618 |
1,845.50 |
4.250 |
1,806.75 |
|
|
Fisher Pivots for day following 23-May-2007 |
Pivot |
1 day |
3 day |
R1 |
1,919.50 |
1,917.25 |
PP |
1,916.50 |
1,915.00 |
S1 |
1,913.50 |
1,912.50 |
|