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 |
7,626.0 |
7,531.0 |
-95.0 |
-1.2% |
7,660.0 |
High |
7,634.0 |
7,630.0 |
-4.0 |
-0.1% |
7,660.0 |
Low |
7,530.0 |
7,524.0 |
-6.0 |
-0.1% |
7,426.0 |
Close |
7,566.0 |
7,605.0 |
39.0 |
0.5% |
7,583.0 |
Range |
104.0 |
106.0 |
2.0 |
1.9% |
234.0 |
ATR |
94.8 |
95.6 |
0.8 |
0.8% |
0.0 |
Volume |
419 |
355 |
-64 |
-15.3% |
3,481 |
|
Daily Pivots for day following 15-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,904.3 |
7,860.7 |
7,663.3 |
|
R3 |
7,798.3 |
7,754.7 |
7,634.2 |
|
R2 |
7,692.3 |
7,692.3 |
7,624.4 |
|
R1 |
7,648.7 |
7,648.7 |
7,614.7 |
7,670.5 |
PP |
7,586.3 |
7,586.3 |
7,586.3 |
7,597.3 |
S1 |
7,542.7 |
7,542.7 |
7,595.3 |
7,564.5 |
S2 |
7,480.3 |
7,480.3 |
7,585.6 |
|
S3 |
7,374.3 |
7,436.7 |
7,575.9 |
|
S4 |
7,268.3 |
7,330.7 |
7,546.7 |
|
|
Weekly Pivots for week ending 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,258.3 |
8,154.7 |
7,711.7 |
|
R3 |
8,024.3 |
7,920.7 |
7,647.4 |
|
R2 |
7,790.3 |
7,790.3 |
7,625.9 |
|
R1 |
7,686.7 |
7,686.7 |
7,604.5 |
7,621.5 |
PP |
7,556.3 |
7,556.3 |
7,556.3 |
7,523.8 |
S1 |
7,452.7 |
7,452.7 |
7,561.6 |
7,387.5 |
S2 |
7,322.3 |
7,322.3 |
7,540.1 |
|
S3 |
7,088.3 |
7,218.7 |
7,518.7 |
|
S4 |
6,854.3 |
6,984.7 |
7,454.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,634.0 |
7,426.0 |
208.0 |
2.7% |
125.6 |
1.7% |
86% |
False |
False |
720 |
10 |
7,660.0 |
7,426.0 |
234.0 |
3.1% |
92.9 |
1.2% |
76% |
False |
False |
546 |
20 |
7,660.0 |
7,284.0 |
376.0 |
4.9% |
86.9 |
1.1% |
85% |
False |
False |
581 |
40 |
7,660.0 |
6,662.0 |
998.0 |
13.1% |
80.5 |
1.1% |
94% |
False |
False |
709 |
60 |
7,660.0 |
6,554.0 |
1,106.0 |
14.5% |
87.4 |
1.1% |
95% |
False |
False |
1,518 |
80 |
7,660.0 |
6,554.0 |
1,106.0 |
14.5% |
79.0 |
1.0% |
95% |
False |
False |
1,185 |
100 |
7,660.0 |
6,554.0 |
1,106.0 |
14.5% |
74.8 |
1.0% |
95% |
False |
False |
1,082 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,080.5 |
2.618 |
7,907.5 |
1.618 |
7,801.5 |
1.000 |
7,736.0 |
0.618 |
7,695.5 |
HIGH |
7,630.0 |
0.618 |
7,589.5 |
0.500 |
7,577.0 |
0.382 |
7,564.5 |
LOW |
7,524.0 |
0.618 |
7,458.5 |
1.000 |
7,418.0 |
1.618 |
7,352.5 |
2.618 |
7,246.5 |
4.250 |
7,073.5 |
|
|
Fisher Pivots for day following 15-May-2007 |
Pivot |
1 day |
3 day |
R1 |
7,595.7 |
7,580.0 |
PP |
7,586.3 |
7,555.0 |
S1 |
7,577.0 |
7,530.0 |
|