Trading Metrics calculated at close of trading on 22-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2007 |
22-May-2007 |
Change |
Change % |
Previous Week |
Open |
7,642.5 |
7,635.5 |
-7.0 |
-0.1% |
7,534.0 |
High |
7,664.5 |
7,697.0 |
32.5 |
0.4% |
7,642.0 |
Low |
7,618.5 |
7,626.5 |
8.0 |
0.1% |
7,442.0 |
Close |
7,642.5 |
7,679.0 |
36.5 |
0.5% |
7,629.5 |
Range |
46.0 |
70.5 |
24.5 |
53.3% |
200.0 |
ATR |
93.5 |
91.9 |
-1.6 |
-1.8% |
0.0 |
Volume |
131,474 |
152,513 |
21,039 |
16.0% |
893,964 |
|
Daily Pivots for day following 22-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,879.0 |
7,849.5 |
7,717.8 |
|
R3 |
7,808.5 |
7,779.0 |
7,698.4 |
|
R2 |
7,738.0 |
7,738.0 |
7,691.9 |
|
R1 |
7,708.5 |
7,708.5 |
7,685.5 |
7,723.3 |
PP |
7,667.5 |
7,667.5 |
7,667.5 |
7,674.9 |
S1 |
7,638.0 |
7,638.0 |
7,672.5 |
7,652.8 |
S2 |
7,597.0 |
7,597.0 |
7,666.1 |
|
S3 |
7,526.5 |
7,567.5 |
7,659.6 |
|
S4 |
7,456.0 |
7,497.0 |
7,640.2 |
|
|
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 |
7,697.0 |
7,483.5 |
213.5 |
2.8% |
74.8 |
1.0% |
92% |
True |
False |
156,318 |
10 |
7,697.0 |
7,333.0 |
364.0 |
4.7% |
103.5 |
1.3% |
95% |
True |
False |
182,726 |
20 |
7,697.0 |
7,307.0 |
390.0 |
5.1% |
89.1 |
1.2% |
95% |
True |
False |
165,968 |
40 |
7,697.0 |
6,844.5 |
852.5 |
11.1% |
84.6 |
1.1% |
98% |
True |
False |
169,361 |
60 |
7,697.0 |
6,483.0 |
1,214.0 |
15.8% |
95.2 |
1.2% |
99% |
True |
False |
140,343 |
80 |
7,697.0 |
6,483.0 |
1,214.0 |
15.8% |
83.7 |
1.1% |
99% |
True |
False |
105,477 |
100 |
7,697.0 |
6,483.0 |
1,214.0 |
15.8% |
80.9 |
1.1% |
99% |
True |
False |
84,556 |
120 |
7,697.0 |
6,331.0 |
1,366.0 |
17.8% |
78.8 |
1.0% |
99% |
True |
False |
70,921 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,996.6 |
2.618 |
7,881.6 |
1.618 |
7,811.1 |
1.000 |
7,767.5 |
0.618 |
7,740.6 |
HIGH |
7,697.0 |
0.618 |
7,670.1 |
0.500 |
7,661.8 |
0.382 |
7,653.4 |
LOW |
7,626.5 |
0.618 |
7,582.9 |
1.000 |
7,556.0 |
1.618 |
7,512.4 |
2.618 |
7,441.9 |
4.250 |
7,326.9 |
|
|
Fisher Pivots for day following 22-May-2007 |
Pivot |
1 day |
3 day |
R1 |
7,673.3 |
7,652.5 |
PP |
7,667.5 |
7,626.0 |
S1 |
7,661.8 |
7,599.5 |
|