Trading Metrics calculated at close of trading on 17-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2007 |
17-May-2007 |
Change |
Change % |
Previous Week |
Open |
13,432 |
13,522 |
90 |
0.7% |
13,313 |
High |
13,532 |
13,554 |
22 |
0.2% |
13,407 |
Low |
13,402 |
13,486 |
84 |
0.6% |
13,235 |
Close |
13,530 |
13,506 |
-24 |
-0.2% |
13,379 |
Range |
130 |
68 |
-62 |
-47.7% |
172 |
ATR |
109 |
106 |
-3 |
-2.7% |
0 |
Volume |
233,797 |
159,517 |
-74,280 |
-31.8% |
564,900 |
|
Daily Pivots for day following 17-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,719 |
13,681 |
13,544 |
|
R3 |
13,651 |
13,613 |
13,525 |
|
R2 |
13,583 |
13,583 |
13,519 |
|
R1 |
13,545 |
13,545 |
13,512 |
13,530 |
PP |
13,515 |
13,515 |
13,515 |
13,508 |
S1 |
13,477 |
13,477 |
13,500 |
13,462 |
S2 |
13,447 |
13,447 |
13,494 |
|
S3 |
13,379 |
13,409 |
13,487 |
|
S4 |
13,311 |
13,341 |
13,469 |
|
|
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 |
13,554 |
13,235 |
319 |
2.4% |
122 |
0.9% |
85% |
True |
False |
160,094 |
10 |
13,554 |
13,235 |
319 |
2.4% |
105 |
0.8% |
85% |
True |
False |
132,528 |
20 |
13,554 |
12,867 |
687 |
5.1% |
103 |
0.8% |
93% |
True |
False |
128,875 |
40 |
13,554 |
12,315 |
1,239 |
9.2% |
102 |
0.8% |
96% |
True |
False |
119,625 |
60 |
13,554 |
12,035 |
1,519 |
11.2% |
124 |
0.9% |
97% |
True |
False |
104,875 |
80 |
13,554 |
12,035 |
1,519 |
11.2% |
109 |
0.8% |
97% |
True |
False |
78,667 |
100 |
13,554 |
12,035 |
1,519 |
11.2% |
97 |
0.7% |
97% |
True |
False |
62,937 |
120 |
13,554 |
12,035 |
1,519 |
11.2% |
84 |
0.6% |
97% |
True |
False |
52,455 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,843 |
2.618 |
13,732 |
1.618 |
13,664 |
1.000 |
13,622 |
0.618 |
13,596 |
HIGH |
13,554 |
0.618 |
13,528 |
0.500 |
13,520 |
0.382 |
13,512 |
LOW |
13,486 |
0.618 |
13,444 |
1.000 |
13,418 |
1.618 |
13,376 |
2.618 |
13,308 |
4.250 |
13,197 |
|
|
Fisher Pivots for day following 17-May-2007 |
Pivot |
1 day |
3 day |
R1 |
13,520 |
13,488 |
PP |
13,515 |
13,469 |
S1 |
13,511 |
13,451 |
|