Trading Metrics calculated at close of trading on 23-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2007 |
23-May-2007 |
Change |
Change % |
Previous Week |
Open |
13,562 |
13,560 |
-2 |
0.0% |
13,381 |
High |
13,618 |
13,635 |
17 |
0.1% |
13,602 |
Low |
13,554 |
13,531 |
-23 |
-0.2% |
13,332 |
Close |
13,559 |
13,558 |
-1 |
0.0% |
13,599 |
Range |
64 |
104 |
40 |
62.5% |
270 |
ATR |
100 |
101 |
0 |
0.2% |
0 |
Volume |
110,893 |
109,781 |
-1,112 |
-1.0% |
770,928 |
|
Daily Pivots for day following 23-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,887 |
13,826 |
13,615 |
|
R3 |
13,783 |
13,722 |
13,587 |
|
R2 |
13,679 |
13,679 |
13,577 |
|
R1 |
13,618 |
13,618 |
13,568 |
13,597 |
PP |
13,575 |
13,575 |
13,575 |
13,564 |
S1 |
13,514 |
13,514 |
13,549 |
13,493 |
S2 |
13,471 |
13,471 |
13,539 |
|
S3 |
13,367 |
13,410 |
13,530 |
|
S4 |
13,263 |
13,306 |
13,501 |
|
|
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 |
13,635 |
13,486 |
149 |
1.1% |
82 |
0.6% |
48% |
True |
False |
124,692 |
10 |
13,635 |
13,235 |
400 |
3.0% |
108 |
0.8% |
81% |
True |
False |
138,172 |
20 |
13,635 |
13,078 |
557 |
4.1% |
95 |
0.7% |
86% |
True |
False |
127,646 |
40 |
13,635 |
12,315 |
1,320 |
9.7% |
101 |
0.7% |
94% |
True |
False |
119,163 |
60 |
13,635 |
12,035 |
1,600 |
11.8% |
115 |
0.8% |
95% |
True |
False |
112,577 |
80 |
13,635 |
12,035 |
1,600 |
11.8% |
110 |
0.8% |
95% |
True |
False |
84,465 |
100 |
13,635 |
12,035 |
1,600 |
11.8% |
100 |
0.7% |
95% |
True |
False |
67,576 |
120 |
13,635 |
12,035 |
1,600 |
11.8% |
87 |
0.6% |
95% |
True |
False |
56,321 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,077 |
2.618 |
13,907 |
1.618 |
13,803 |
1.000 |
13,739 |
0.618 |
13,699 |
HIGH |
13,635 |
0.618 |
13,595 |
0.500 |
13,583 |
0.382 |
13,571 |
LOW |
13,531 |
0.618 |
13,467 |
1.000 |
13,427 |
1.618 |
13,363 |
2.618 |
13,259 |
4.250 |
13,089 |
|
|
Fisher Pivots for day following 23-May-2007 |
Pivot |
1 day |
3 day |
R1 |
13,583 |
13,583 |
PP |
13,575 |
13,575 |
S1 |
13,566 |
13,566 |
|