Trading Metrics calculated at close of trading on 22-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2007 |
22-May-2007 |
Change |
Change % |
Previous Week |
Open |
13,596 |
13,562 |
-34 |
-0.3% |
13,381 |
High |
13,622 |
13,618 |
-4 |
0.0% |
13,602 |
Low |
13,555 |
13,554 |
-1 |
0.0% |
13,332 |
Close |
13,571 |
13,559 |
-12 |
-0.1% |
13,599 |
Range |
67 |
64 |
-3 |
-4.5% |
270 |
ATR |
103 |
100 |
-3 |
-2.7% |
0 |
Volume |
117,406 |
110,893 |
-6,513 |
-5.5% |
770,928 |
|
Daily Pivots for day following 22-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,769 |
13,728 |
13,594 |
|
R3 |
13,705 |
13,664 |
13,577 |
|
R2 |
13,641 |
13,641 |
13,571 |
|
R1 |
13,600 |
13,600 |
13,565 |
13,589 |
PP |
13,577 |
13,577 |
13,577 |
13,571 |
S1 |
13,536 |
13,536 |
13,553 |
13,525 |
S2 |
13,513 |
13,513 |
13,547 |
|
S3 |
13,449 |
13,472 |
13,542 |
|
S4 |
13,385 |
13,408 |
13,524 |
|
|
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 |
13,402 |
220 |
1.6% |
87 |
0.6% |
71% |
False |
False |
149,495 |
10 |
13,622 |
13,235 |
387 |
2.9% |
107 |
0.8% |
84% |
False |
False |
137,428 |
20 |
13,622 |
12,990 |
632 |
4.7% |
98 |
0.7% |
90% |
False |
False |
128,862 |
40 |
13,622 |
12,315 |
1,307 |
9.6% |
102 |
0.7% |
95% |
False |
False |
119,209 |
60 |
13,622 |
12,035 |
1,587 |
11.7% |
116 |
0.9% |
96% |
False |
False |
110,758 |
80 |
13,622 |
12,035 |
1,587 |
11.7% |
109 |
0.8% |
96% |
False |
False |
83,093 |
100 |
13,622 |
12,035 |
1,587 |
11.7% |
99 |
0.7% |
96% |
False |
False |
66,478 |
120 |
13,622 |
12,035 |
1,587 |
11.7% |
86 |
0.6% |
96% |
False |
False |
55,406 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,890 |
2.618 |
13,786 |
1.618 |
13,722 |
1.000 |
13,682 |
0.618 |
13,658 |
HIGH |
13,618 |
0.618 |
13,594 |
0.500 |
13,586 |
0.382 |
13,579 |
LOW |
13,554 |
0.618 |
13,515 |
1.000 |
13,490 |
1.618 |
13,451 |
2.618 |
13,387 |
4.250 |
13,282 |
|
|
Fisher Pivots for day following 22-May-2007 |
Pivot |
1 day |
3 day |
R1 |
13,586 |
13,559 |
PP |
13,577 |
13,559 |
S1 |
13,568 |
13,559 |
|