Trading Metrics calculated at close of trading on 14-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2007 |
14-May-2007 |
Change |
Change % |
Previous Week |
Open |
6,299.0 |
6,368.0 |
69.0 |
1.1% |
6,326.0 |
High |
6,330.0 |
6,381.0 |
51.0 |
0.8% |
6,397.0 |
Low |
6,284.0 |
6,348.0 |
64.0 |
1.0% |
6,284.0 |
Close |
6,303.0 |
6,367.0 |
64.0 |
1.0% |
6,303.0 |
Range |
46.0 |
33.0 |
-13.0 |
-28.3% |
113.0 |
ATR |
68.3 |
69.0 |
0.7 |
1.0% |
0.0 |
Volume |
17,737 |
15,259 |
-2,478 |
-14.0% |
91,482 |
|
Daily Pivots for day following 14-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,464.3 |
6,448.7 |
6,385.2 |
|
R3 |
6,431.3 |
6,415.7 |
6,376.1 |
|
R2 |
6,398.3 |
6,398.3 |
6,373.1 |
|
R1 |
6,382.7 |
6,382.7 |
6,370.0 |
6,374.0 |
PP |
6,365.3 |
6,365.3 |
6,365.3 |
6,361.0 |
S1 |
6,349.7 |
6,349.7 |
6,364.0 |
6,341.0 |
S2 |
6,332.3 |
6,332.3 |
6,361.0 |
|
S3 |
6,299.3 |
6,316.7 |
6,357.9 |
|
S4 |
6,266.3 |
6,283.7 |
6,348.9 |
|
|
Weekly Pivots for week ending 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,667.0 |
6,598.0 |
6,365.2 |
|
R3 |
6,554.0 |
6,485.0 |
6,334.1 |
|
R2 |
6,441.0 |
6,441.0 |
6,323.7 |
|
R1 |
6,372.0 |
6,372.0 |
6,313.4 |
6,350.0 |
PP |
6,328.0 |
6,328.0 |
6,328.0 |
6,317.0 |
S1 |
6,259.0 |
6,259.0 |
6,292.6 |
6,237.0 |
S2 |
6,215.0 |
6,215.0 |
6,282.3 |
|
S3 |
6,102.0 |
6,146.0 |
6,271.9 |
|
S4 |
5,989.0 |
6,033.0 |
6,240.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,397.0 |
6,284.0 |
113.0 |
1.8% |
59.0 |
0.9% |
73% |
False |
False |
18,153 |
10 |
6,397.0 |
6,152.0 |
245.0 |
3.8% |
53.7 |
0.8% |
88% |
False |
False |
17,854 |
20 |
6,397.0 |
6,152.0 |
245.0 |
3.8% |
58.3 |
0.9% |
88% |
False |
False |
18,040 |
40 |
6,397.0 |
5,834.0 |
563.0 |
8.8% |
58.7 |
0.9% |
95% |
False |
False |
17,610 |
60 |
6,397.0 |
5,665.0 |
732.0 |
11.5% |
56.7 |
0.9% |
96% |
False |
False |
15,406 |
80 |
6,397.0 |
5,656.0 |
741.0 |
11.6% |
48.7 |
0.8% |
96% |
False |
False |
11,610 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,521.3 |
2.618 |
6,467.4 |
1.618 |
6,434.4 |
1.000 |
6,414.0 |
0.618 |
6,401.4 |
HIGH |
6,381.0 |
0.618 |
6,368.4 |
0.500 |
6,364.5 |
0.382 |
6,360.6 |
LOW |
6,348.0 |
0.618 |
6,327.6 |
1.000 |
6,315.0 |
1.618 |
6,294.6 |
2.618 |
6,261.6 |
4.250 |
6,207.8 |
|
|
Fisher Pivots for day following 14-May-2007 |
Pivot |
1 day |
3 day |
R1 |
6,366.2 |
6,355.5 |
PP |
6,365.3 |
6,344.0 |
S1 |
6,364.5 |
6,332.5 |
|