Trading Metrics calculated at close of trading on 18-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2007 |
18-May-2007 |
Change |
Change % |
Previous Week |
Open |
7,548.0 |
7,506.0 |
-42.0 |
-0.6% |
7,534.0 |
High |
7,558.5 |
7,642.0 |
83.5 |
1.1% |
7,642.0 |
Low |
7,505.0 |
7,502.0 |
-3.0 |
0.0% |
7,442.0 |
Close |
7,518.0 |
7,629.5 |
111.5 |
1.5% |
7,629.5 |
Range |
53.5 |
140.0 |
86.5 |
161.7% |
200.0 |
ATR |
93.9 |
97.2 |
3.3 |
3.5% |
0.0 |
Volume |
120,106 |
206,786 |
86,680 |
72.2% |
893,964 |
|
Daily Pivots for day following 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,011.2 |
7,960.3 |
7,706.5 |
|
R3 |
7,871.2 |
7,820.3 |
7,668.0 |
|
R2 |
7,731.2 |
7,731.2 |
7,655.2 |
|
R1 |
7,680.3 |
7,680.3 |
7,642.3 |
7,705.8 |
PP |
7,591.2 |
7,591.2 |
7,591.2 |
7,603.9 |
S1 |
7,540.3 |
7,540.3 |
7,616.7 |
7,565.8 |
S2 |
7,451.2 |
7,451.2 |
7,603.8 |
|
S3 |
7,311.2 |
7,400.3 |
7,591.0 |
|
S4 |
7,171.2 |
7,260.3 |
7,552.5 |
|
|
Weekly Pivots for week ending 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,171.2 |
8,100.3 |
7,739.5 |
|
R3 |
7,971.2 |
7,900.3 |
7,684.5 |
|
R2 |
7,771.2 |
7,771.2 |
7,666.2 |
|
R1 |
7,700.3 |
7,700.3 |
7,647.8 |
7,735.8 |
PP |
7,571.2 |
7,571.2 |
7,571.2 |
7,588.9 |
S1 |
7,500.3 |
7,500.3 |
7,611.2 |
7,535.8 |
S2 |
7,371.2 |
7,371.2 |
7,592.8 |
|
S3 |
7,171.2 |
7,300.3 |
7,574.5 |
|
S4 |
6,971.2 |
7,100.3 |
7,519.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,642.0 |
7,442.0 |
200.0 |
2.6% |
95.6 |
1.3% |
94% |
True |
False |
178,792 |
10 |
7,642.0 |
7,333.0 |
309.0 |
4.1% |
106.5 |
1.4% |
96% |
True |
False |
184,011 |
20 |
7,642.0 |
7,307.0 |
335.0 |
4.4% |
89.2 |
1.2% |
96% |
True |
False |
160,222 |
40 |
7,642.0 |
6,844.5 |
797.5 |
10.5% |
85.2 |
1.1% |
98% |
True |
False |
172,159 |
60 |
7,642.0 |
6,483.0 |
1,159.0 |
15.2% |
94.5 |
1.2% |
99% |
True |
False |
135,662 |
80 |
7,642.0 |
6,483.0 |
1,159.0 |
15.2% |
84.3 |
1.1% |
99% |
True |
False |
101,939 |
100 |
7,642.0 |
6,483.0 |
1,159.0 |
15.2% |
80.9 |
1.1% |
99% |
True |
False |
81,734 |
120 |
7,642.0 |
6,331.0 |
1,311.0 |
17.2% |
79.5 |
1.0% |
99% |
True |
False |
68,578 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,237.0 |
2.618 |
8,008.5 |
1.618 |
7,868.5 |
1.000 |
7,782.0 |
0.618 |
7,728.5 |
HIGH |
7,642.0 |
0.618 |
7,588.5 |
0.500 |
7,572.0 |
0.382 |
7,555.5 |
LOW |
7,502.0 |
0.618 |
7,415.5 |
1.000 |
7,362.0 |
1.618 |
7,275.5 |
2.618 |
7,135.5 |
4.250 |
6,907.0 |
|
|
Fisher Pivots for day following 18-May-2007 |
Pivot |
1 day |
3 day |
R1 |
7,610.3 |
7,607.3 |
PP |
7,591.2 |
7,585.0 |
S1 |
7,572.0 |
7,562.8 |
|