Trading Metrics calculated at close of trading on 18-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2007 |
18-May-2007 |
Change |
Change % |
Previous Week |
Open |
13,522 |
13,506 |
-16 |
-0.1% |
13,381 |
High |
13,554 |
13,602 |
48 |
0.4% |
13,602 |
Low |
13,486 |
13,495 |
9 |
0.1% |
13,332 |
Close |
13,506 |
13,599 |
93 |
0.7% |
13,599 |
Range |
68 |
107 |
39 |
57.4% |
270 |
ATR |
106 |
106 |
0 |
0.1% |
0 |
Volume |
159,517 |
125,865 |
-33,652 |
-21.1% |
770,928 |
|
Daily Pivots for day following 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,886 |
13,850 |
13,658 |
|
R3 |
13,779 |
13,743 |
13,629 |
|
R2 |
13,672 |
13,672 |
13,619 |
|
R1 |
13,636 |
13,636 |
13,609 |
13,654 |
PP |
13,565 |
13,565 |
13,565 |
13,575 |
S1 |
13,529 |
13,529 |
13,589 |
13,547 |
S2 |
13,458 |
13,458 |
13,580 |
|
S3 |
13,351 |
13,422 |
13,570 |
|
S4 |
13,244 |
13,315 |
13,540 |
|
|
Weekly Pivots for week ending 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,321 |
14,230 |
13,748 |
|
R3 |
14,051 |
13,960 |
13,673 |
|
R2 |
13,781 |
13,781 |
13,649 |
|
R1 |
13,690 |
13,690 |
13,624 |
13,736 |
PP |
13,511 |
13,511 |
13,511 |
13,534 |
S1 |
13,420 |
13,420 |
13,574 |
13,466 |
S2 |
13,241 |
13,241 |
13,550 |
|
S3 |
12,971 |
13,150 |
13,525 |
|
S4 |
12,701 |
12,880 |
13,451 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,602 |
13,332 |
270 |
2.0% |
113 |
0.8% |
99% |
True |
False |
154,185 |
10 |
13,602 |
13,235 |
367 |
2.7% |
107 |
0.8% |
99% |
True |
False |
133,582 |
20 |
13,602 |
12,948 |
654 |
4.8% |
100 |
0.7% |
100% |
True |
False |
128,532 |
40 |
13,602 |
12,315 |
1,287 |
9.5% |
103 |
0.8% |
100% |
True |
False |
119,340 |
60 |
13,602 |
12,035 |
1,567 |
11.5% |
125 |
0.9% |
100% |
True |
False |
106,970 |
80 |
13,602 |
12,035 |
1,567 |
11.5% |
108 |
0.8% |
100% |
True |
False |
80,240 |
100 |
13,602 |
12,035 |
1,567 |
11.5% |
98 |
0.7% |
100% |
True |
False |
64,195 |
120 |
13,602 |
12,035 |
1,567 |
11.5% |
85 |
0.6% |
100% |
True |
False |
53,504 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,057 |
2.618 |
13,882 |
1.618 |
13,775 |
1.000 |
13,709 |
0.618 |
13,668 |
HIGH |
13,602 |
0.618 |
13,561 |
0.500 |
13,549 |
0.382 |
13,536 |
LOW |
13,495 |
0.618 |
13,429 |
1.000 |
13,388 |
1.618 |
13,322 |
2.618 |
13,215 |
4.250 |
13,040 |
|
|
Fisher Pivots for day following 18-May-2007 |
Pivot |
1 day |
3 day |
R1 |
13,582 |
13,567 |
PP |
13,565 |
13,534 |
S1 |
13,549 |
13,502 |
|