Trading Metrics calculated at close of trading on 15-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2007 |
15-May-2007 |
Change |
Change % |
Previous Week |
Open |
13,381 |
13,378 |
-3 |
0.0% |
13,313 |
High |
13,421 |
13,517 |
96 |
0.7% |
13,407 |
Low |
13,332 |
13,347 |
15 |
0.1% |
13,235 |
Close |
13,388 |
13,438 |
50 |
0.4% |
13,379 |
Range |
89 |
170 |
81 |
91.0% |
172 |
ATR |
103 |
107 |
5 |
4.7% |
0 |
Volume |
123,838 |
127,911 |
4,073 |
3.3% |
564,900 |
|
Daily Pivots for day following 15-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,944 |
13,861 |
13,532 |
|
R3 |
13,774 |
13,691 |
13,485 |
|
R2 |
13,604 |
13,604 |
13,469 |
|
R1 |
13,521 |
13,521 |
13,454 |
13,563 |
PP |
13,434 |
13,434 |
13,434 |
13,455 |
S1 |
13,351 |
13,351 |
13,423 |
13,393 |
S2 |
13,264 |
13,264 |
13,407 |
|
S3 |
13,094 |
13,181 |
13,391 |
|
S4 |
12,924 |
13,011 |
13,345 |
|
|
Weekly Pivots for week ending 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,856 |
13,790 |
13,474 |
|
R3 |
13,684 |
13,618 |
13,426 |
|
R2 |
13,512 |
13,512 |
13,411 |
|
R1 |
13,446 |
13,446 |
13,395 |
13,479 |
PP |
13,340 |
13,340 |
13,340 |
13,357 |
S1 |
13,274 |
13,274 |
13,363 |
13,307 |
S2 |
13,168 |
13,168 |
13,348 |
|
S3 |
12,996 |
13,102 |
13,332 |
|
S4 |
12,824 |
12,930 |
13,285 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,517 |
13,235 |
282 |
2.1% |
127 |
0.9% |
72% |
True |
False |
125,361 |
10 |
13,517 |
13,174 |
343 |
2.6% |
103 |
0.8% |
77% |
True |
False |
119,924 |
20 |
13,517 |
12,766 |
751 |
5.6% |
104 |
0.8% |
89% |
True |
False |
121,978 |
40 |
13,517 |
12,315 |
1,202 |
8.9% |
105 |
0.8% |
93% |
True |
False |
116,217 |
60 |
13,517 |
12,035 |
1,482 |
11.0% |
124 |
0.9% |
95% |
True |
False |
98,322 |
80 |
13,517 |
12,035 |
1,482 |
11.0% |
108 |
0.8% |
95% |
True |
False |
73,752 |
100 |
13,517 |
12,035 |
1,482 |
11.0% |
95 |
0.7% |
95% |
True |
False |
59,004 |
120 |
13,517 |
12,035 |
1,482 |
11.0% |
82 |
0.6% |
95% |
True |
False |
49,177 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,240 |
2.618 |
13,962 |
1.618 |
13,792 |
1.000 |
13,687 |
0.618 |
13,622 |
HIGH |
13,517 |
0.618 |
13,452 |
0.500 |
13,432 |
0.382 |
13,412 |
LOW |
13,347 |
0.618 |
13,242 |
1.000 |
13,177 |
1.618 |
13,072 |
2.618 |
12,902 |
4.250 |
12,625 |
|
|
Fisher Pivots for day following 15-May-2007 |
Pivot |
1 day |
3 day |
R1 |
13,436 |
13,417 |
PP |
13,434 |
13,397 |
S1 |
13,432 |
13,376 |
|