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 |
1,527.5 |
1,525.4 |
-2.1 |
-0.1% |
1,511.8 |
High |
1,533.2 |
1,535.7 |
2.5 |
0.2% |
1,528.0 |
Low |
1,525.0 |
1,524.3 |
-0.7 |
0.0% |
1,502.8 |
Close |
1,525.3 |
1,525.5 |
0.2 |
0.0% |
1,527.9 |
Range |
8.2 |
11.4 |
3.2 |
39.0% |
25.2 |
ATR |
11.8 |
11.7 |
0.0 |
-0.2% |
0.0 |
Volume |
33,000 |
35,173 |
2,173 |
6.6% |
187,782 |
|
Daily Pivots for day following 23-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,562.7 |
1,555.5 |
1,531.8 |
|
R3 |
1,551.3 |
1,544.1 |
1,528.6 |
|
R2 |
1,539.9 |
1,539.9 |
1,527.6 |
|
R1 |
1,532.7 |
1,532.7 |
1,526.5 |
1,536.3 |
PP |
1,528.5 |
1,528.5 |
1,528.5 |
1,530.3 |
S1 |
1,521.3 |
1,521.3 |
1,524.5 |
1,524.9 |
S2 |
1,517.1 |
1,517.1 |
1,523.4 |
|
S3 |
1,505.7 |
1,509.9 |
1,522.4 |
|
S4 |
1,494.3 |
1,498.5 |
1,519.2 |
|
|
Weekly Pivots for week ending 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,595.2 |
1,586.7 |
1,541.8 |
|
R3 |
1,570.0 |
1,561.5 |
1,534.8 |
|
R2 |
1,544.8 |
1,544.8 |
1,532.5 |
|
R1 |
1,536.3 |
1,536.3 |
1,530.2 |
1,540.6 |
PP |
1,519.6 |
1,519.6 |
1,519.6 |
1,521.7 |
S1 |
1,511.1 |
1,511.1 |
1,525.6 |
1,515.4 |
S2 |
1,494.4 |
1,494.4 |
1,523.3 |
|
S3 |
1,469.2 |
1,485.9 |
1,521.0 |
|
S4 |
1,444.0 |
1,460.7 |
1,514.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,535.7 |
1,513.2 |
22.5 |
1.5% |
10.0 |
0.7% |
55% |
True |
False |
35,174 |
10 |
1,535.7 |
1,496.1 |
39.6 |
2.6% |
12.8 |
0.8% |
74% |
True |
False |
36,306 |
20 |
1,535.7 |
1,482.2 |
53.5 |
3.5% |
11.4 |
0.7% |
81% |
True |
False |
33,788 |
40 |
1,535.7 |
1,418.5 |
117.2 |
7.7% |
11.6 |
0.8% |
91% |
True |
False |
31,809 |
60 |
1,535.7 |
1,375.9 |
159.8 |
10.5% |
13.4 |
0.9% |
94% |
True |
False |
41,492 |
80 |
1,535.7 |
1,375.9 |
159.8 |
10.5% |
12.7 |
0.8% |
94% |
True |
False |
31,978 |
100 |
1,535.7 |
1,375.9 |
159.8 |
10.5% |
11.7 |
0.8% |
94% |
True |
False |
25,920 |
120 |
1,535.7 |
1,375.9 |
159.8 |
10.5% |
10.5 |
0.7% |
94% |
True |
False |
21,810 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,584.2 |
2.618 |
1,565.5 |
1.618 |
1,554.1 |
1.000 |
1,547.1 |
0.618 |
1,542.7 |
HIGH |
1,535.7 |
0.618 |
1,531.3 |
0.500 |
1,530.0 |
0.382 |
1,528.7 |
LOW |
1,524.3 |
0.618 |
1,517.3 |
1.000 |
1,512.9 |
1.618 |
1,505.9 |
2.618 |
1,494.5 |
4.250 |
1,475.9 |
|
|
Fisher Pivots for day following 23-May-2007 |
Pivot |
1 day |
3 day |
R1 |
1,530.0 |
1,530.0 |
PP |
1,528.5 |
1,528.5 |
S1 |
1,527.0 |
1,527.0 |
|