Trading Metrics calculated at close of trading on 15-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2007 |
15-May-2007 |
Change |
Change % |
Previous Week |
Open |
6,600.0 |
6,550.0 |
-50.0 |
-0.8% |
6,550.0 |
High |
6,600.5 |
6,589.0 |
-11.5 |
-0.2% |
6,622.5 |
Low |
6,539.5 |
6,541.0 |
1.5 |
0.0% |
6,460.0 |
Close |
6,563.5 |
6,565.0 |
1.5 |
0.0% |
6,578.0 |
Range |
61.0 |
48.0 |
-13.0 |
-21.3% |
162.5 |
ATR |
70.2 |
68.6 |
-1.6 |
-2.3% |
0.0 |
Volume |
117,361 |
70,639 |
-46,722 |
-39.8% |
382,267 |
|
Daily Pivots for day following 15-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,709.0 |
6,685.0 |
6,591.5 |
|
R3 |
6,661.0 |
6,637.0 |
6,578.0 |
|
R2 |
6,613.0 |
6,613.0 |
6,574.0 |
|
R1 |
6,589.0 |
6,589.0 |
6,569.5 |
6,601.0 |
PP |
6,565.0 |
6,565.0 |
6,565.0 |
6,571.0 |
S1 |
6,541.0 |
6,541.0 |
6,560.5 |
6,553.0 |
S2 |
6,517.0 |
6,517.0 |
6,556.0 |
|
S3 |
6,469.0 |
6,493.0 |
6,552.0 |
|
S4 |
6,421.0 |
6,445.0 |
6,538.5 |
|
|
Weekly Pivots for week ending 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,041.0 |
6,972.0 |
6,667.5 |
|
R3 |
6,878.5 |
6,809.5 |
6,622.5 |
|
R2 |
6,716.0 |
6,716.0 |
6,608.0 |
|
R1 |
6,647.0 |
6,647.0 |
6,593.0 |
6,681.5 |
PP |
6,553.5 |
6,553.5 |
6,553.5 |
6,571.0 |
S1 |
6,484.5 |
6,484.5 |
6,563.0 |
6,519.0 |
S2 |
6,391.0 |
6,391.0 |
6,548.0 |
|
S3 |
6,228.5 |
6,322.0 |
6,533.5 |
|
S4 |
6,066.0 |
6,159.5 |
6,488.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,603.0 |
6,460.0 |
143.0 |
2.2% |
75.5 |
1.2% |
73% |
False |
False |
93,580 |
10 |
6,622.5 |
6,451.0 |
171.5 |
2.6% |
69.5 |
1.1% |
66% |
False |
False |
81,385 |
20 |
6,622.5 |
6,397.5 |
225.0 |
3.4% |
66.0 |
1.0% |
74% |
False |
False |
82,594 |
40 |
6,622.5 |
6,155.0 |
467.5 |
7.1% |
61.5 |
0.9% |
88% |
False |
False |
80,961 |
60 |
6,622.5 |
5,981.5 |
641.0 |
9.8% |
66.0 |
1.0% |
91% |
False |
False |
67,787 |
80 |
6,622.5 |
5,981.5 |
641.0 |
9.8% |
59.5 |
0.9% |
91% |
False |
False |
50,888 |
100 |
6,622.5 |
5,981.5 |
641.0 |
9.8% |
54.5 |
0.8% |
91% |
False |
False |
40,873 |
120 |
6,622.5 |
5,981.5 |
641.0 |
9.8% |
46.5 |
0.7% |
91% |
False |
False |
34,108 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,793.0 |
2.618 |
6,714.5 |
1.618 |
6,666.5 |
1.000 |
6,637.0 |
0.618 |
6,618.5 |
HIGH |
6,589.0 |
0.618 |
6,570.5 |
0.500 |
6,565.0 |
0.382 |
6,559.5 |
LOW |
6,541.0 |
0.618 |
6,511.5 |
1.000 |
6,493.0 |
1.618 |
6,463.5 |
2.618 |
6,415.5 |
4.250 |
6,337.0 |
|
|
Fisher Pivots for day following 15-May-2007 |
Pivot |
1 day |
3 day |
R1 |
6,565.0 |
6,553.5 |
PP |
6,565.0 |
6,542.0 |
S1 |
6,565.0 |
6,530.0 |
|