Trading Metrics calculated at close of trading on 16-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2007 |
16-May-2007 |
Change |
Change % |
Previous Week |
Open |
1,508.2 |
1,508.0 |
-0.2 |
0.0% |
1,513.2 |
High |
1,519.5 |
1,518.3 |
-1.2 |
-0.1% |
1,518.8 |
Low |
1,502.8 |
1,506.2 |
3.4 |
0.2% |
1,496.1 |
Close |
1,508.4 |
1,518.0 |
9.6 |
0.6% |
1,512.2 |
Range |
16.7 |
12.1 |
-4.6 |
-27.5% |
22.7 |
ATR |
12.6 |
12.5 |
0.0 |
-0.3% |
0.0 |
Volume |
35,093 |
42,531 |
7,438 |
21.2% |
150,038 |
|
Daily Pivots for day following 16-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,550.5 |
1,546.3 |
1,524.7 |
|
R3 |
1,538.4 |
1,534.2 |
1,521.3 |
|
R2 |
1,526.3 |
1,526.3 |
1,520.2 |
|
R1 |
1,522.1 |
1,522.1 |
1,519.1 |
1,524.2 |
PP |
1,514.2 |
1,514.2 |
1,514.2 |
1,515.2 |
S1 |
1,510.0 |
1,510.0 |
1,516.9 |
1,512.1 |
S2 |
1,502.1 |
1,502.1 |
1,515.8 |
|
S3 |
1,490.0 |
1,497.9 |
1,514.7 |
|
S4 |
1,477.9 |
1,485.8 |
1,511.3 |
|
|
Weekly Pivots for week ending 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,577.1 |
1,567.4 |
1,524.7 |
|
R3 |
1,554.4 |
1,544.7 |
1,518.4 |
|
R2 |
1,531.7 |
1,531.7 |
1,516.4 |
|
R1 |
1,522.0 |
1,522.0 |
1,514.3 |
1,515.5 |
PP |
1,509.0 |
1,509.0 |
1,509.0 |
1,505.8 |
S1 |
1,499.3 |
1,499.3 |
1,510.1 |
1,492.8 |
S2 |
1,486.3 |
1,486.3 |
1,508.0 |
|
S3 |
1,463.6 |
1,476.6 |
1,506.0 |
|
S4 |
1,440.9 |
1,453.9 |
1,499.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,519.5 |
1,496.1 |
23.4 |
1.5% |
15.5 |
1.0% |
94% |
False |
False |
37,438 |
10 |
1,519.5 |
1,496.1 |
23.4 |
1.5% |
12.1 |
0.8% |
94% |
False |
False |
33,557 |
20 |
1,519.5 |
1,468.2 |
51.3 |
3.4% |
12.1 |
0.8% |
97% |
False |
False |
33,669 |
40 |
1,519.5 |
1,418.5 |
101.0 |
6.7% |
11.8 |
0.8% |
99% |
False |
False |
31,689 |
60 |
1,519.5 |
1,375.9 |
143.6 |
9.5% |
14.2 |
0.9% |
99% |
False |
False |
39,395 |
80 |
1,519.5 |
1,375.9 |
143.6 |
9.5% |
12.5 |
0.8% |
99% |
False |
False |
30,019 |
100 |
1,519.5 |
1,375.9 |
143.6 |
9.5% |
11.6 |
0.8% |
99% |
False |
False |
24,190 |
120 |
1,519.5 |
1,375.9 |
143.6 |
9.5% |
10.1 |
0.7% |
99% |
False |
False |
20,384 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,569.7 |
2.618 |
1,550.0 |
1.618 |
1,537.9 |
1.000 |
1,530.4 |
0.618 |
1,525.8 |
HIGH |
1,518.3 |
0.618 |
1,513.7 |
0.500 |
1,512.3 |
0.382 |
1,510.8 |
LOW |
1,506.2 |
0.618 |
1,498.7 |
1.000 |
1,494.1 |
1.618 |
1,486.6 |
2.618 |
1,474.5 |
4.250 |
1,454.8 |
|
|
Fisher Pivots for day following 16-May-2007 |
Pivot |
1 day |
3 day |
R1 |
1,516.1 |
1,515.7 |
PP |
1,514.2 |
1,513.4 |
S1 |
1,512.3 |
1,511.2 |
|