Trading Metrics calculated at close of trading on 22-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2007 |
22-May-2007 |
Change |
Change % |
Previous Week |
Open |
7,723.0 |
7,717.0 |
-6.0 |
-0.1% |
7,626.0 |
High |
7,747.0 |
7,778.0 |
31.0 |
0.4% |
7,723.0 |
Low |
7,708.5 |
7,711.0 |
2.5 |
0.0% |
7,524.0 |
Close |
7,726.5 |
7,764.0 |
37.5 |
0.5% |
7,712.5 |
Range |
38.5 |
67.0 |
28.5 |
74.0% |
199.0 |
ATR |
89.1 |
87.6 |
-1.6 |
-1.8% |
0.0 |
Volume |
217 |
489 |
272 |
125.3% |
2,349 |
|
Daily Pivots for day following 22-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,952.0 |
7,925.0 |
7,800.9 |
|
R3 |
7,885.0 |
7,858.0 |
7,782.4 |
|
R2 |
7,818.0 |
7,818.0 |
7,776.3 |
|
R1 |
7,791.0 |
7,791.0 |
7,770.1 |
7,804.5 |
PP |
7,751.0 |
7,751.0 |
7,751.0 |
7,757.8 |
S1 |
7,724.0 |
7,724.0 |
7,757.9 |
7,737.5 |
S2 |
7,684.0 |
7,684.0 |
7,751.7 |
|
S3 |
7,617.0 |
7,657.0 |
7,745.6 |
|
S4 |
7,550.0 |
7,590.0 |
7,727.2 |
|
|
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 |
7,778.0 |
7,570.0 |
208.0 |
2.7% |
68.2 |
0.9% |
93% |
True |
False |
456 |
10 |
7,778.0 |
7,426.0 |
352.0 |
4.5% |
96.9 |
1.2% |
96% |
True |
False |
588 |
20 |
7,778.0 |
7,350.0 |
428.0 |
5.5% |
82.9 |
1.1% |
97% |
True |
False |
508 |
40 |
7,778.0 |
6,920.0 |
858.0 |
11.1% |
79.2 |
1.0% |
98% |
True |
False |
524 |
60 |
7,778.0 |
6,554.0 |
1,224.0 |
15.8% |
89.7 |
1.2% |
99% |
True |
False |
1,538 |
80 |
7,778.0 |
6,554.0 |
1,224.0 |
15.8% |
78.2 |
1.0% |
99% |
True |
False |
1,195 |
100 |
7,778.0 |
6,554.0 |
1,224.0 |
15.8% |
75.2 |
1.0% |
99% |
True |
False |
1,043 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,062.8 |
2.618 |
7,953.4 |
1.618 |
7,886.4 |
1.000 |
7,845.0 |
0.618 |
7,819.4 |
HIGH |
7,778.0 |
0.618 |
7,752.4 |
0.500 |
7,744.5 |
0.382 |
7,736.6 |
LOW |
7,711.0 |
0.618 |
7,669.6 |
1.000 |
7,644.0 |
1.618 |
7,602.6 |
2.618 |
7,535.6 |
4.250 |
7,426.3 |
|
|
Fisher Pivots for day following 22-May-2007 |
Pivot |
1 day |
3 day |
R1 |
7,757.5 |
7,737.3 |
PP |
7,751.0 |
7,710.5 |
S1 |
7,744.5 |
7,683.8 |
|