Trading Metrics calculated at close of trading on 21-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2007 |
21-May-2007 |
Change |
Change % |
Previous Week |
Open |
13,506 |
13,596 |
90 |
0.7% |
13,381 |
High |
13,602 |
13,622 |
20 |
0.1% |
13,602 |
Low |
13,495 |
13,555 |
60 |
0.4% |
13,332 |
Close |
13,599 |
13,571 |
-28 |
-0.2% |
13,599 |
Range |
107 |
67 |
-40 |
-37.4% |
270 |
ATR |
106 |
103 |
-3 |
-2.6% |
0 |
Volume |
125,865 |
117,406 |
-8,459 |
-6.7% |
770,928 |
|
Daily Pivots for day following 21-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,784 |
13,744 |
13,608 |
|
R3 |
13,717 |
13,677 |
13,590 |
|
R2 |
13,650 |
13,650 |
13,583 |
|
R1 |
13,610 |
13,610 |
13,577 |
13,597 |
PP |
13,583 |
13,583 |
13,583 |
13,576 |
S1 |
13,543 |
13,543 |
13,565 |
13,530 |
S2 |
13,516 |
13,516 |
13,559 |
|
S3 |
13,449 |
13,476 |
13,553 |
|
S4 |
13,382 |
13,409 |
13,534 |
|
|
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 |
13,622 |
13,347 |
275 |
2.0% |
109 |
0.8% |
81% |
True |
False |
152,899 |
10 |
13,622 |
13,235 |
387 |
2.9% |
109 |
0.8% |
87% |
True |
False |
133,255 |
20 |
13,622 |
12,948 |
674 |
5.0% |
100 |
0.7% |
92% |
True |
False |
128,089 |
40 |
13,622 |
12,315 |
1,307 |
9.6% |
102 |
0.8% |
96% |
True |
False |
119,897 |
60 |
13,622 |
12,035 |
1,587 |
11.7% |
124 |
0.9% |
97% |
True |
False |
108,925 |
80 |
13,622 |
12,035 |
1,587 |
11.7% |
108 |
0.8% |
97% |
True |
False |
81,707 |
100 |
13,622 |
12,035 |
1,587 |
11.7% |
99 |
0.7% |
97% |
True |
False |
65,370 |
120 |
13,622 |
12,035 |
1,587 |
11.7% |
85 |
0.6% |
97% |
True |
False |
54,482 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,907 |
2.618 |
13,798 |
1.618 |
13,731 |
1.000 |
13,689 |
0.618 |
13,664 |
HIGH |
13,622 |
0.618 |
13,597 |
0.500 |
13,589 |
0.382 |
13,581 |
LOW |
13,555 |
0.618 |
13,514 |
1.000 |
13,488 |
1.618 |
13,447 |
2.618 |
13,380 |
4.250 |
13,270 |
|
|
Fisher Pivots for day following 21-May-2007 |
Pivot |
1 day |
3 day |
R1 |
13,589 |
13,565 |
PP |
13,583 |
13,560 |
S1 |
13,577 |
13,554 |
|