Trading Metrics calculated at close of trading on 21-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2007 |
21-May-2007 |
Change |
Change % |
Previous Week |
Open |
7,506.0 |
7,642.5 |
136.5 |
1.8% |
7,534.0 |
High |
7,642.0 |
7,664.5 |
22.5 |
0.3% |
7,642.0 |
Low |
7,502.0 |
7,618.5 |
116.5 |
1.6% |
7,442.0 |
Close |
7,629.5 |
7,642.5 |
13.0 |
0.2% |
7,629.5 |
Range |
140.0 |
46.0 |
-94.0 |
-67.1% |
200.0 |
ATR |
97.2 |
93.5 |
-3.7 |
-3.8% |
0.0 |
Volume |
206,786 |
131,474 |
-75,312 |
-36.4% |
893,964 |
|
Daily Pivots for day following 21-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,779.8 |
7,757.2 |
7,667.8 |
|
R3 |
7,733.8 |
7,711.2 |
7,655.2 |
|
R2 |
7,687.8 |
7,687.8 |
7,650.9 |
|
R1 |
7,665.2 |
7,665.2 |
7,646.7 |
7,665.5 |
PP |
7,641.8 |
7,641.8 |
7,641.8 |
7,642.0 |
S1 |
7,619.2 |
7,619.2 |
7,638.3 |
7,619.5 |
S2 |
7,595.8 |
7,595.8 |
7,634.1 |
|
S3 |
7,549.8 |
7,573.2 |
7,629.9 |
|
S4 |
7,503.8 |
7,527.2 |
7,617.2 |
|
|
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 |
7,664.5 |
7,442.0 |
222.5 |
2.9% |
82.1 |
1.1% |
90% |
True |
False |
172,925 |
10 |
7,664.5 |
7,333.0 |
331.5 |
4.3% |
107.2 |
1.4% |
93% |
True |
False |
188,622 |
20 |
7,664.5 |
7,307.0 |
357.5 |
4.7% |
88.5 |
1.2% |
94% |
True |
False |
158,343 |
40 |
7,664.5 |
6,844.5 |
820.0 |
10.7% |
84.8 |
1.1% |
97% |
True |
False |
169,851 |
60 |
7,664.5 |
6,483.0 |
1,181.5 |
15.5% |
94.6 |
1.2% |
98% |
True |
False |
137,825 |
80 |
7,664.5 |
6,483.0 |
1,181.5 |
15.5% |
83.7 |
1.1% |
98% |
True |
False |
103,576 |
100 |
7,664.5 |
6,483.0 |
1,181.5 |
15.5% |
80.4 |
1.1% |
98% |
True |
False |
83,036 |
120 |
7,664.5 |
6,331.0 |
1,333.5 |
17.4% |
78.6 |
1.0% |
98% |
True |
False |
69,661 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,860.0 |
2.618 |
7,784.9 |
1.618 |
7,738.9 |
1.000 |
7,710.5 |
0.618 |
7,692.9 |
HIGH |
7,664.5 |
0.618 |
7,646.9 |
0.500 |
7,641.5 |
0.382 |
7,636.1 |
LOW |
7,618.5 |
0.618 |
7,590.1 |
1.000 |
7,572.5 |
1.618 |
7,544.1 |
2.618 |
7,498.1 |
4.250 |
7,423.0 |
|
|
Fisher Pivots for day following 21-May-2007 |
Pivot |
1 day |
3 day |
R1 |
7,642.2 |
7,622.8 |
PP |
7,641.8 |
7,603.0 |
S1 |
7,641.5 |
7,583.3 |
|