Trading Metrics calculated at close of trading on 18-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2007 |
18-May-2007 |
Change |
Change % |
Previous Week |
Open |
7,630.0 |
7,590.0 |
-40.0 |
-0.5% |
7,626.0 |
High |
7,634.0 |
7,723.0 |
89.0 |
1.2% |
7,723.0 |
Low |
7,592.0 |
7,589.5 |
-2.5 |
0.0% |
7,524.0 |
Close |
7,600.5 |
7,712.5 |
112.0 |
1.5% |
7,712.5 |
Range |
42.0 |
133.5 |
91.5 |
217.9% |
199.0 |
ATR |
89.9 |
93.0 |
3.1 |
3.5% |
0.0 |
Volume |
151 |
1,052 |
901 |
596.7% |
2,349 |
|
Daily Pivots for day following 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,075.5 |
8,027.5 |
7,785.9 |
|
R3 |
7,942.0 |
7,894.0 |
7,749.2 |
|
R2 |
7,808.5 |
7,808.5 |
7,737.0 |
|
R1 |
7,760.5 |
7,760.5 |
7,724.7 |
7,784.5 |
PP |
7,675.0 |
7,675.0 |
7,675.0 |
7,687.0 |
S1 |
7,627.0 |
7,627.0 |
7,700.3 |
7,651.0 |
S2 |
7,541.5 |
7,541.5 |
7,688.0 |
|
S3 |
7,408.0 |
7,493.5 |
7,675.8 |
|
S4 |
7,274.5 |
7,360.0 |
7,639.1 |
|
|
Weekly Pivots for week ending 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,250.2 |
8,180.3 |
7,822.0 |
|
R3 |
8,051.2 |
7,981.3 |
7,767.2 |
|
R2 |
7,852.2 |
7,852.2 |
7,749.0 |
|
R1 |
7,782.3 |
7,782.3 |
7,730.7 |
7,817.3 |
PP |
7,653.2 |
7,653.2 |
7,653.2 |
7,670.6 |
S1 |
7,583.3 |
7,583.3 |
7,694.3 |
7,618.3 |
S2 |
7,454.2 |
7,454.2 |
7,676.0 |
|
S3 |
7,255.2 |
7,384.3 |
7,657.8 |
|
S4 |
7,056.2 |
7,185.3 |
7,603.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,723.0 |
7,524.0 |
199.0 |
2.6% |
89.1 |
1.2% |
95% |
True |
False |
469 |
10 |
7,723.0 |
7,426.0 |
297.0 |
3.9% |
99.8 |
1.3% |
96% |
True |
False |
583 |
20 |
7,723.0 |
7,350.0 |
373.0 |
4.8% |
85.2 |
1.1% |
97% |
True |
False |
515 |
40 |
7,723.0 |
6,818.0 |
905.0 |
11.7% |
81.7 |
1.1% |
99% |
True |
False |
535 |
60 |
7,723.0 |
6,554.0 |
1,169.0 |
15.2% |
89.8 |
1.2% |
99% |
True |
False |
1,539 |
80 |
7,723.0 |
6,554.0 |
1,169.0 |
15.2% |
78.6 |
1.0% |
99% |
True |
False |
1,192 |
100 |
7,723.0 |
6,554.0 |
1,169.0 |
15.2% |
75.8 |
1.0% |
99% |
True |
False |
1,046 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,290.4 |
2.618 |
8,072.5 |
1.618 |
7,939.0 |
1.000 |
7,856.5 |
0.618 |
7,805.5 |
HIGH |
7,723.0 |
0.618 |
7,672.0 |
0.500 |
7,656.3 |
0.382 |
7,640.5 |
LOW |
7,589.5 |
0.618 |
7,507.0 |
1.000 |
7,456.0 |
1.618 |
7,373.5 |
2.618 |
7,240.0 |
4.250 |
7,022.1 |
|
|
Fisher Pivots for day following 18-May-2007 |
Pivot |
1 day |
3 day |
R1 |
7,693.8 |
7,690.5 |
PP |
7,675.0 |
7,668.5 |
S1 |
7,656.3 |
7,646.5 |
|