Trading Metrics calculated at close of trading on 23-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2007 |
23-May-2007 |
Change |
Change % |
Previous Week |
Open |
7,635.5 |
7,672.5 |
37.0 |
0.5% |
7,534.0 |
High |
7,697.0 |
7,771.5 |
74.5 |
1.0% |
7,642.0 |
Low |
7,626.5 |
7,672.5 |
46.0 |
0.6% |
7,442.0 |
Close |
7,679.0 |
7,753.5 |
74.5 |
1.0% |
7,629.5 |
Range |
70.5 |
99.0 |
28.5 |
40.4% |
200.0 |
ATR |
91.9 |
92.4 |
0.5 |
0.6% |
0.0 |
Volume |
152,513 |
187,253 |
34,740 |
22.8% |
893,964 |
|
Daily Pivots for day following 23-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,029.5 |
7,990.5 |
7,808.0 |
|
R3 |
7,930.5 |
7,891.5 |
7,780.7 |
|
R2 |
7,831.5 |
7,831.5 |
7,771.7 |
|
R1 |
7,792.5 |
7,792.5 |
7,762.6 |
7,812.0 |
PP |
7,732.5 |
7,732.5 |
7,732.5 |
7,742.3 |
S1 |
7,693.5 |
7,693.5 |
7,744.4 |
7,713.0 |
S2 |
7,633.5 |
7,633.5 |
7,735.4 |
|
S3 |
7,534.5 |
7,594.5 |
7,726.3 |
|
S4 |
7,435.5 |
7,495.5 |
7,699.1 |
|
|
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 |
7,771.5 |
7,502.0 |
269.5 |
3.5% |
81.8 |
1.1% |
93% |
True |
False |
159,626 |
10 |
7,771.5 |
7,333.0 |
438.5 |
5.7% |
104.8 |
1.4% |
96% |
True |
False |
184,725 |
20 |
7,771.5 |
7,333.0 |
438.5 |
5.7% |
88.5 |
1.1% |
96% |
True |
False |
165,546 |
40 |
7,771.5 |
6,844.5 |
927.0 |
12.0% |
84.5 |
1.1% |
98% |
True |
False |
169,242 |
60 |
7,771.5 |
6,483.0 |
1,288.5 |
16.6% |
96.2 |
1.2% |
99% |
True |
False |
143,439 |
80 |
7,771.5 |
6,483.0 |
1,288.5 |
16.6% |
84.3 |
1.1% |
99% |
True |
False |
107,810 |
100 |
7,771.5 |
6,483.0 |
1,288.5 |
16.6% |
81.6 |
1.1% |
99% |
True |
False |
86,426 |
120 |
7,771.5 |
6,331.0 |
1,440.5 |
18.6% |
79.1 |
1.0% |
99% |
True |
False |
72,472 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,192.3 |
2.618 |
8,030.7 |
1.618 |
7,931.7 |
1.000 |
7,870.5 |
0.618 |
7,832.7 |
HIGH |
7,771.5 |
0.618 |
7,733.7 |
0.500 |
7,722.0 |
0.382 |
7,710.3 |
LOW |
7,672.5 |
0.618 |
7,611.3 |
1.000 |
7,573.5 |
1.618 |
7,512.3 |
2.618 |
7,413.3 |
4.250 |
7,251.8 |
|
|
Fisher Pivots for day following 23-May-2007 |
Pivot |
1 day |
3 day |
R1 |
7,743.0 |
7,734.0 |
PP |
7,732.5 |
7,714.5 |
S1 |
7,722.0 |
7,695.0 |
|