Trading Metrics calculated at close of trading on 15-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2007 |
15-May-2007 |
Change |
Change % |
Previous Week |
Open |
7,534.0 |
7,450.0 |
-84.0 |
-1.1% |
7,574.0 |
High |
7,557.0 |
7,549.0 |
-8.0 |
-0.1% |
7,578.0 |
Low |
7,443.5 |
7,442.0 |
-1.5 |
0.0% |
7,333.0 |
Close |
7,483.5 |
7,522.5 |
39.0 |
0.5% |
7,501.0 |
Range |
113.5 |
107.0 |
-6.5 |
-5.7% |
245.0 |
ATR |
98.8 |
99.3 |
0.6 |
0.6% |
0.0 |
Volume |
160,809 |
235,551 |
74,742 |
46.5% |
946,146 |
|
Daily Pivots for day following 15-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,825.5 |
7,781.0 |
7,581.4 |
|
R3 |
7,718.5 |
7,674.0 |
7,551.9 |
|
R2 |
7,611.5 |
7,611.5 |
7,542.1 |
|
R1 |
7,567.0 |
7,567.0 |
7,532.3 |
7,589.3 |
PP |
7,504.5 |
7,504.5 |
7,504.5 |
7,515.6 |
S1 |
7,460.0 |
7,460.0 |
7,512.7 |
7,482.3 |
S2 |
7,397.5 |
7,397.5 |
7,502.9 |
|
S3 |
7,290.5 |
7,353.0 |
7,493.1 |
|
S4 |
7,183.5 |
7,246.0 |
7,463.7 |
|
|
Weekly Pivots for week ending 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,205.7 |
8,098.3 |
7,635.8 |
|
R3 |
7,960.7 |
7,853.3 |
7,568.4 |
|
R2 |
7,715.7 |
7,715.7 |
7,545.9 |
|
R1 |
7,608.3 |
7,608.3 |
7,523.5 |
7,539.5 |
PP |
7,470.7 |
7,470.7 |
7,470.7 |
7,436.3 |
S1 |
7,363.3 |
7,363.3 |
7,478.5 |
7,294.5 |
S2 |
7,225.7 |
7,225.7 |
7,456.1 |
|
S3 |
6,980.7 |
7,118.3 |
7,433.6 |
|
S4 |
6,735.7 |
6,873.3 |
7,366.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,557.0 |
7,333.0 |
224.0 |
3.0% |
132.2 |
1.8% |
85% |
False |
False |
209,134 |
10 |
7,578.0 |
7,333.0 |
245.0 |
3.3% |
99.9 |
1.3% |
77% |
False |
False |
184,823 |
20 |
7,578.0 |
7,196.5 |
381.5 |
5.1% |
92.5 |
1.2% |
85% |
False |
False |
170,358 |
40 |
7,578.0 |
6,688.5 |
889.5 |
11.8% |
85.5 |
1.1% |
94% |
False |
False |
172,517 |
60 |
7,578.0 |
6,483.0 |
1,095.0 |
14.6% |
92.9 |
1.2% |
95% |
False |
False |
127,459 |
80 |
7,578.0 |
6,483.0 |
1,095.0 |
14.6% |
84.2 |
1.1% |
95% |
False |
False |
95,743 |
100 |
7,578.0 |
6,483.0 |
1,095.0 |
14.6% |
80.1 |
1.1% |
95% |
False |
False |
76,794 |
120 |
7,578.0 |
6,331.0 |
1,247.0 |
16.6% |
78.6 |
1.0% |
96% |
False |
False |
64,461 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,003.8 |
2.618 |
7,829.1 |
1.618 |
7,722.1 |
1.000 |
7,656.0 |
0.618 |
7,615.1 |
HIGH |
7,549.0 |
0.618 |
7,508.1 |
0.500 |
7,495.5 |
0.382 |
7,482.9 |
LOW |
7,442.0 |
0.618 |
7,375.9 |
1.000 |
7,335.0 |
1.618 |
7,268.9 |
2.618 |
7,161.9 |
4.250 |
6,987.3 |
|
|
Fisher Pivots for day following 15-May-2007 |
Pivot |
1 day |
3 day |
R1 |
7,513.5 |
7,496.7 |
PP |
7,504.5 |
7,470.8 |
S1 |
7,495.5 |
7,445.0 |
|