Trading Metrics calculated at close of trading on 17-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2007 |
17-May-2007 |
Change |
Change % |
Previous Week |
Open |
7,582.0 |
7,630.0 |
48.0 |
0.6% |
7,660.0 |
High |
7,630.0 |
7,634.0 |
4.0 |
0.1% |
7,660.0 |
Low |
7,570.0 |
7,592.0 |
22.0 |
0.3% |
7,426.0 |
Close |
7,585.0 |
7,600.5 |
15.5 |
0.2% |
7,583.0 |
Range |
60.0 |
42.0 |
-18.0 |
-30.0% |
234.0 |
ATR |
93.1 |
89.9 |
-3.1 |
-3.4% |
0.0 |
Volume |
372 |
151 |
-221 |
-59.4% |
3,481 |
|
Daily Pivots for day following 17-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,734.8 |
7,709.7 |
7,623.6 |
|
R3 |
7,692.8 |
7,667.7 |
7,612.1 |
|
R2 |
7,650.8 |
7,650.8 |
7,608.2 |
|
R1 |
7,625.7 |
7,625.7 |
7,604.4 |
7,617.3 |
PP |
7,608.8 |
7,608.8 |
7,608.8 |
7,604.6 |
S1 |
7,583.7 |
7,583.7 |
7,596.7 |
7,575.3 |
S2 |
7,566.8 |
7,566.8 |
7,592.8 |
|
S3 |
7,524.8 |
7,541.7 |
7,589.0 |
|
S4 |
7,482.8 |
7,499.7 |
7,577.4 |
|
|
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% |
99.2 |
1.3% |
84% |
True |
False |
568 |
10 |
7,660.0 |
7,426.0 |
234.0 |
3.1% |
92.0 |
1.2% |
75% |
False |
False |
504 |
20 |
7,660.0 |
7,284.0 |
376.0 |
4.9% |
84.1 |
1.1% |
84% |
False |
False |
475 |
40 |
7,660.0 |
6,766.0 |
894.0 |
11.8% |
80.0 |
1.1% |
93% |
False |
False |
519 |
60 |
7,660.0 |
6,554.0 |
1,106.0 |
14.6% |
88.4 |
1.2% |
95% |
False |
False |
1,525 |
80 |
7,660.0 |
6,554.0 |
1,106.0 |
14.6% |
77.9 |
1.0% |
95% |
False |
False |
1,183 |
100 |
7,660.0 |
6,554.0 |
1,106.0 |
14.6% |
74.8 |
1.0% |
95% |
False |
False |
1,050 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,812.5 |
2.618 |
7,744.0 |
1.618 |
7,702.0 |
1.000 |
7,676.0 |
0.618 |
7,660.0 |
HIGH |
7,634.0 |
0.618 |
7,618.0 |
0.500 |
7,613.0 |
0.382 |
7,608.0 |
LOW |
7,592.0 |
0.618 |
7,566.0 |
1.000 |
7,550.0 |
1.618 |
7,524.0 |
2.618 |
7,482.0 |
4.250 |
7,413.5 |
|
|
Fisher Pivots for day following 17-May-2007 |
Pivot |
1 day |
3 day |
R1 |
7,613.0 |
7,593.3 |
PP |
7,608.8 |
7,586.2 |
S1 |
7,604.7 |
7,579.0 |
|