Trading Metrics calculated at close of trading on 24-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2007 |
24-May-2007 |
Change |
Change % |
Previous Week |
Open |
7,672.5 |
7,727.5 |
55.0 |
0.7% |
7,534.0 |
High |
7,771.5 |
7,795.0 |
23.5 |
0.3% |
7,642.0 |
Low |
7,672.5 |
7,674.0 |
1.5 |
0.0% |
7,442.0 |
Close |
7,753.5 |
7,710.5 |
-43.0 |
-0.6% |
7,629.5 |
Range |
99.0 |
121.0 |
22.0 |
22.2% |
200.0 |
ATR |
92.4 |
94.4 |
2.0 |
2.2% |
0.0 |
Volume |
187,253 |
241,575 |
54,322 |
29.0% |
893,964 |
|
Daily Pivots for day following 24-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,089.5 |
8,021.0 |
7,777.1 |
|
R3 |
7,968.5 |
7,900.0 |
7,743.8 |
|
R2 |
7,847.5 |
7,847.5 |
7,732.7 |
|
R1 |
7,779.0 |
7,779.0 |
7,721.6 |
7,752.8 |
PP |
7,726.5 |
7,726.5 |
7,726.5 |
7,713.4 |
S1 |
7,658.0 |
7,658.0 |
7,699.4 |
7,631.8 |
S2 |
7,605.5 |
7,605.5 |
7,688.3 |
|
S3 |
7,484.5 |
7,537.0 |
7,677.2 |
|
S4 |
7,363.5 |
7,416.0 |
7,644.0 |
|
|
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 |
7,795.0 |
7,502.0 |
293.0 |
3.8% |
95.3 |
1.2% |
71% |
True |
False |
183,920 |
10 |
7,795.0 |
7,333.0 |
462.0 |
6.0% |
101.1 |
1.3% |
82% |
True |
False |
187,627 |
20 |
7,795.0 |
7,333.0 |
462.0 |
6.0% |
91.7 |
1.2% |
82% |
True |
False |
168,885 |
40 |
7,795.0 |
6,844.5 |
950.5 |
12.3% |
86.3 |
1.1% |
91% |
True |
False |
170,873 |
60 |
7,795.0 |
6,483.0 |
1,312.0 |
17.0% |
91.8 |
1.2% |
94% |
True |
False |
147,281 |
80 |
7,795.0 |
6,483.0 |
1,312.0 |
17.0% |
84.8 |
1.1% |
94% |
True |
False |
110,825 |
100 |
7,795.0 |
6,483.0 |
1,312.0 |
17.0% |
82.1 |
1.1% |
94% |
True |
False |
88,826 |
120 |
7,795.0 |
6,331.0 |
1,464.0 |
19.0% |
79.2 |
1.0% |
94% |
True |
False |
74,481 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,309.3 |
2.618 |
8,111.8 |
1.618 |
7,990.8 |
1.000 |
7,916.0 |
0.618 |
7,869.8 |
HIGH |
7,795.0 |
0.618 |
7,748.8 |
0.500 |
7,734.5 |
0.382 |
7,720.2 |
LOW |
7,674.0 |
0.618 |
7,599.2 |
1.000 |
7,553.0 |
1.618 |
7,478.2 |
2.618 |
7,357.2 |
4.250 |
7,159.8 |
|
|
Fisher Pivots for day following 24-May-2007 |
Pivot |
1 day |
3 day |
R1 |
7,734.5 |
7,710.8 |
PP |
7,726.5 |
7,710.7 |
S1 |
7,718.5 |
7,710.6 |
|