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 |
7,450.0 |
7,498.5 |
48.5 |
0.7% |
7,574.0 |
High |
7,549.0 |
7,547.5 |
-1.5 |
0.0% |
7,578.0 |
Low |
7,442.0 |
7,483.5 |
41.5 |
0.6% |
7,333.0 |
Close |
7,522.5 |
7,502.5 |
-20.0 |
-0.3% |
7,501.0 |
Range |
107.0 |
64.0 |
-43.0 |
-40.2% |
245.0 |
ATR |
99.3 |
96.8 |
-2.5 |
-2.5% |
0.0 |
Volume |
235,551 |
170,712 |
-64,839 |
-27.5% |
946,146 |
|
Daily Pivots for day following 16-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,703.2 |
7,666.8 |
7,537.7 |
|
R3 |
7,639.2 |
7,602.8 |
7,520.1 |
|
R2 |
7,575.2 |
7,575.2 |
7,514.2 |
|
R1 |
7,538.8 |
7,538.8 |
7,508.4 |
7,557.0 |
PP |
7,511.2 |
7,511.2 |
7,511.2 |
7,520.3 |
S1 |
7,474.8 |
7,474.8 |
7,496.6 |
7,493.0 |
S2 |
7,447.2 |
7,447.2 |
7,490.8 |
|
S3 |
7,383.2 |
7,410.8 |
7,484.9 |
|
S4 |
7,319.2 |
7,346.8 |
7,467.3 |
|
|
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% |
127.8 |
1.7% |
76% |
False |
False |
209,825 |
10 |
7,578.0 |
7,333.0 |
245.0 |
3.3% |
99.8 |
1.3% |
69% |
False |
False |
186,369 |
20 |
7,578.0 |
7,196.5 |
381.5 |
5.1% |
90.9 |
1.2% |
80% |
False |
False |
166,933 |
40 |
7,578.0 |
6,692.5 |
885.5 |
11.8% |
85.8 |
1.1% |
91% |
False |
False |
172,807 |
60 |
7,578.0 |
6,483.0 |
1,095.0 |
14.6% |
93.6 |
1.2% |
93% |
False |
False |
130,248 |
80 |
7,578.0 |
6,483.0 |
1,095.0 |
14.6% |
83.8 |
1.1% |
93% |
False |
False |
97,867 |
100 |
7,578.0 |
6,483.0 |
1,095.0 |
14.6% |
80.3 |
1.1% |
93% |
False |
False |
78,488 |
120 |
7,578.0 |
6,331.0 |
1,247.0 |
16.6% |
78.9 |
1.1% |
94% |
False |
False |
65,870 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,819.5 |
2.618 |
7,715.1 |
1.618 |
7,651.1 |
1.000 |
7,611.5 |
0.618 |
7,587.1 |
HIGH |
7,547.5 |
0.618 |
7,523.1 |
0.500 |
7,515.5 |
0.382 |
7,507.9 |
LOW |
7,483.5 |
0.618 |
7,443.9 |
1.000 |
7,419.5 |
1.618 |
7,379.9 |
2.618 |
7,315.9 |
4.250 |
7,211.5 |
|
|
Fisher Pivots for day following 16-May-2007 |
Pivot |
1 day |
3 day |
R1 |
7,515.5 |
7,501.5 |
PP |
7,511.2 |
7,500.5 |
S1 |
7,506.8 |
7,499.5 |
|