Trading Metrics calculated at close of trading on 24-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2007 |
24-May-2007 |
Change |
Change % |
Previous Week |
Open |
1,920.50 |
1,910.25 |
-10.25 |
-0.5% |
1,910.25 |
High |
1,931.50 |
1,917.50 |
-14.00 |
-0.7% |
1,925.75 |
Low |
1,907.75 |
1,874.00 |
-33.75 |
-1.8% |
1,873.75 |
Close |
1,910.25 |
1,882.00 |
-28.25 |
-1.5% |
1,905.75 |
Range |
23.75 |
43.50 |
19.75 |
83.2% |
52.00 |
ATR |
22.16 |
23.69 |
1.52 |
6.9% |
0.00 |
Volume |
267,781 |
327,643 |
59,862 |
22.4% |
1,747,047 |
|
Daily Pivots for day following 24-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,021.75 |
1,995.25 |
1,906.00 |
|
R3 |
1,978.25 |
1,951.75 |
1,894.00 |
|
R2 |
1,934.75 |
1,934.75 |
1,890.00 |
|
R1 |
1,908.25 |
1,908.25 |
1,886.00 |
1,899.75 |
PP |
1,891.25 |
1,891.25 |
1,891.25 |
1,887.00 |
S1 |
1,864.75 |
1,864.75 |
1,878.00 |
1,856.25 |
S2 |
1,847.75 |
1,847.75 |
1,874.00 |
|
S3 |
1,804.25 |
1,821.25 |
1,870.00 |
|
S4 |
1,760.75 |
1,777.75 |
1,858.00 |
|
|
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 |
1,931.50 |
1,874.00 |
57.50 |
3.1% |
25.00 |
1.3% |
14% |
False |
True |
306,609 |
10 |
1,931.50 |
1,873.75 |
57.75 |
3.1% |
26.25 |
1.4% |
14% |
False |
False |
343,318 |
20 |
1,931.50 |
1,868.00 |
63.50 |
3.4% |
23.25 |
1.2% |
22% |
False |
False |
298,338 |
40 |
1,931.50 |
1,775.25 |
156.25 |
8.3% |
21.25 |
1.1% |
68% |
False |
False |
265,943 |
60 |
1,931.50 |
1,707.00 |
224.50 |
11.9% |
23.50 |
1.3% |
78% |
False |
False |
259,196 |
80 |
1,931.50 |
1,707.00 |
224.50 |
11.9% |
24.25 |
1.3% |
78% |
False |
False |
194,509 |
100 |
1,931.50 |
1,707.00 |
224.50 |
11.9% |
24.50 |
1.3% |
78% |
False |
False |
155,624 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,102.50 |
2.618 |
2,031.50 |
1.618 |
1,988.00 |
1.000 |
1,961.00 |
0.618 |
1,944.50 |
HIGH |
1,917.50 |
0.618 |
1,901.00 |
0.500 |
1,895.75 |
0.382 |
1,890.50 |
LOW |
1,874.00 |
0.618 |
1,847.00 |
1.000 |
1,830.50 |
1.618 |
1,803.50 |
2.618 |
1,760.00 |
4.250 |
1,689.00 |
|
|
Fisher Pivots for day following 24-May-2007 |
Pivot |
1 day |
3 day |
R1 |
1,895.75 |
1,902.75 |
PP |
1,891.25 |
1,895.75 |
S1 |
1,886.50 |
1,889.00 |
|