Trading Metrics calculated at close of trading on 17-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2007 |
17-May-2007 |
Change |
Change % |
Previous Week |
Open |
7,498.5 |
7,548.0 |
49.5 |
0.7% |
7,574.0 |
High |
7,547.5 |
7,558.5 |
11.0 |
0.1% |
7,578.0 |
Low |
7,483.5 |
7,505.0 |
21.5 |
0.3% |
7,333.0 |
Close |
7,502.5 |
7,518.0 |
15.5 |
0.2% |
7,501.0 |
Range |
64.0 |
53.5 |
-10.5 |
-16.4% |
245.0 |
ATR |
96.8 |
93.9 |
-2.9 |
-3.0% |
0.0 |
Volume |
170,712 |
120,106 |
-50,606 |
-29.6% |
946,146 |
|
Daily Pivots for day following 17-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,687.7 |
7,656.3 |
7,547.4 |
|
R3 |
7,634.2 |
7,602.8 |
7,532.7 |
|
R2 |
7,580.7 |
7,580.7 |
7,527.8 |
|
R1 |
7,549.3 |
7,549.3 |
7,522.9 |
7,538.3 |
PP |
7,527.2 |
7,527.2 |
7,527.2 |
7,521.6 |
S1 |
7,495.8 |
7,495.8 |
7,513.1 |
7,484.8 |
S2 |
7,473.7 |
7,473.7 |
7,508.2 |
|
S3 |
7,420.2 |
7,442.3 |
7,503.3 |
|
S4 |
7,366.7 |
7,388.8 |
7,488.6 |
|
|
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 |
7,558.5 |
7,333.0 |
225.5 |
3.0% |
106.9 |
1.4% |
82% |
True |
False |
191,334 |
10 |
7,578.0 |
7,333.0 |
245.0 |
3.3% |
98.7 |
1.3% |
76% |
False |
False |
179,119 |
20 |
7,578.0 |
7,307.0 |
271.0 |
3.6% |
87.5 |
1.2% |
78% |
False |
False |
160,813 |
40 |
7,578.0 |
6,745.0 |
833.0 |
11.1% |
85.3 |
1.1% |
93% |
False |
False |
171,330 |
60 |
7,578.0 |
6,483.0 |
1,095.0 |
14.6% |
93.5 |
1.2% |
95% |
False |
False |
132,240 |
80 |
7,578.0 |
6,483.0 |
1,095.0 |
14.6% |
83.5 |
1.1% |
95% |
False |
False |
99,364 |
100 |
7,578.0 |
6,483.0 |
1,095.0 |
14.6% |
80.4 |
1.1% |
95% |
False |
False |
79,670 |
120 |
7,578.0 |
6,331.0 |
1,247.0 |
16.6% |
79.1 |
1.1% |
95% |
False |
False |
66,868 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,785.9 |
2.618 |
7,698.6 |
1.618 |
7,645.1 |
1.000 |
7,612.0 |
0.618 |
7,591.6 |
HIGH |
7,558.5 |
0.618 |
7,538.1 |
0.500 |
7,531.8 |
0.382 |
7,525.4 |
LOW |
7,505.0 |
0.618 |
7,471.9 |
1.000 |
7,451.5 |
1.618 |
7,418.4 |
2.618 |
7,364.9 |
4.250 |
7,277.6 |
|
|
Fisher Pivots for day following 17-May-2007 |
Pivot |
1 day |
3 day |
R1 |
7,531.8 |
7,512.1 |
PP |
7,527.2 |
7,506.2 |
S1 |
7,522.6 |
7,500.3 |
|