Trading Metrics calculated at close of trading on 16-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2007 |
16-May-2007 |
Change |
Change % |
Previous Week |
Open |
7,531.0 |
7,582.0 |
51.0 |
0.7% |
7,660.0 |
High |
7,630.0 |
7,630.0 |
0.0 |
0.0% |
7,660.0 |
Low |
7,524.0 |
7,570.0 |
46.0 |
0.6% |
7,426.0 |
Close |
7,605.0 |
7,585.0 |
-20.0 |
-0.3% |
7,583.0 |
Range |
106.0 |
60.0 |
-46.0 |
-43.4% |
234.0 |
ATR |
95.6 |
93.1 |
-2.5 |
-2.7% |
0.0 |
Volume |
355 |
372 |
17 |
4.8% |
3,481 |
|
Daily Pivots for day following 16-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,775.0 |
7,740.0 |
7,618.0 |
|
R3 |
7,715.0 |
7,680.0 |
7,601.5 |
|
R2 |
7,655.0 |
7,655.0 |
7,596.0 |
|
R1 |
7,620.0 |
7,620.0 |
7,590.5 |
7,637.5 |
PP |
7,595.0 |
7,595.0 |
7,595.0 |
7,603.8 |
S1 |
7,560.0 |
7,560.0 |
7,579.5 |
7,577.5 |
S2 |
7,535.0 |
7,535.0 |
7,574.0 |
|
S3 |
7,475.0 |
7,500.0 |
7,568.5 |
|
S4 |
7,415.0 |
7,440.0 |
7,552.0 |
|
|
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% |
120.9 |
1.6% |
76% |
False |
False |
706 |
10 |
7,660.0 |
7,426.0 |
234.0 |
3.1% |
93.4 |
1.2% |
68% |
False |
False |
549 |
20 |
7,660.0 |
7,284.0 |
376.0 |
5.0% |
86.5 |
1.1% |
80% |
False |
False |
477 |
40 |
7,660.0 |
6,762.5 |
897.5 |
11.8% |
80.0 |
1.1% |
92% |
False |
False |
533 |
60 |
7,660.0 |
6,554.0 |
1,106.0 |
14.6% |
88.0 |
1.2% |
93% |
False |
False |
1,523 |
80 |
7,660.0 |
6,554.0 |
1,106.0 |
14.6% |
78.5 |
1.0% |
93% |
False |
False |
1,184 |
100 |
7,660.0 |
6,554.0 |
1,106.0 |
14.6% |
74.9 |
1.0% |
93% |
False |
False |
1,058 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,885.0 |
2.618 |
7,787.1 |
1.618 |
7,727.1 |
1.000 |
7,690.0 |
0.618 |
7,667.1 |
HIGH |
7,630.0 |
0.618 |
7,607.1 |
0.500 |
7,600.0 |
0.382 |
7,592.9 |
LOW |
7,570.0 |
0.618 |
7,532.9 |
1.000 |
7,510.0 |
1.618 |
7,472.9 |
2.618 |
7,412.9 |
4.250 |
7,315.0 |
|
|
Fisher Pivots for day following 16-May-2007 |
Pivot |
1 day |
3 day |
R1 |
7,600.0 |
7,583.0 |
PP |
7,595.0 |
7,581.0 |
S1 |
7,590.0 |
7,579.0 |
|