Trading Metrics calculated at close of trading on 21-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2007 |
21-May-2007 |
Change |
Change % |
Previous Week |
Open |
7,590.0 |
7,723.0 |
133.0 |
1.8% |
7,626.0 |
High |
7,723.0 |
7,747.0 |
24.0 |
0.3% |
7,723.0 |
Low |
7,589.5 |
7,708.5 |
119.0 |
1.6% |
7,524.0 |
Close |
7,712.5 |
7,726.5 |
14.0 |
0.2% |
7,712.5 |
Range |
133.5 |
38.5 |
-95.0 |
-71.2% |
199.0 |
ATR |
93.0 |
89.1 |
-3.9 |
-4.2% |
0.0 |
Volume |
1,052 |
217 |
-835 |
-79.4% |
2,349 |
|
Daily Pivots for day following 21-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,842.8 |
7,823.2 |
7,747.7 |
|
R3 |
7,804.3 |
7,784.7 |
7,737.1 |
|
R2 |
7,765.8 |
7,765.8 |
7,733.6 |
|
R1 |
7,746.2 |
7,746.2 |
7,730.0 |
7,756.0 |
PP |
7,727.3 |
7,727.3 |
7,727.3 |
7,732.3 |
S1 |
7,707.7 |
7,707.7 |
7,723.0 |
7,717.5 |
S2 |
7,688.8 |
7,688.8 |
7,719.4 |
|
S3 |
7,650.3 |
7,669.2 |
7,715.9 |
|
S4 |
7,611.8 |
7,630.7 |
7,705.3 |
|
|
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 |
7,747.0 |
7,524.0 |
223.0 |
2.9% |
76.0 |
1.0% |
91% |
True |
False |
429 |
10 |
7,747.0 |
7,426.0 |
321.0 |
4.2% |
100.0 |
1.3% |
94% |
True |
False |
587 |
20 |
7,747.0 |
7,350.0 |
397.0 |
5.1% |
82.1 |
1.1% |
95% |
True |
False |
495 |
40 |
7,747.0 |
6,920.0 |
827.0 |
10.7% |
79.1 |
1.0% |
98% |
True |
False |
530 |
60 |
7,747.0 |
6,554.0 |
1,193.0 |
15.4% |
89.2 |
1.2% |
98% |
True |
False |
1,537 |
80 |
7,747.0 |
6,554.0 |
1,193.0 |
15.4% |
78.2 |
1.0% |
98% |
True |
False |
1,192 |
100 |
7,747.0 |
6,554.0 |
1,193.0 |
15.4% |
75.3 |
1.0% |
98% |
True |
False |
1,046 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,910.6 |
2.618 |
7,847.8 |
1.618 |
7,809.3 |
1.000 |
7,785.5 |
0.618 |
7,770.8 |
HIGH |
7,747.0 |
0.618 |
7,732.3 |
0.500 |
7,727.8 |
0.382 |
7,723.2 |
LOW |
7,708.5 |
0.618 |
7,684.7 |
1.000 |
7,670.0 |
1.618 |
7,646.2 |
2.618 |
7,607.7 |
4.250 |
7,544.9 |
|
|
Fisher Pivots for day following 21-May-2007 |
Pivot |
1 day |
3 day |
R1 |
7,727.8 |
7,707.1 |
PP |
7,727.3 |
7,687.7 |
S1 |
7,726.9 |
7,668.3 |
|