Trading Metrics calculated at close of trading on 23-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2007 |
23-May-2007 |
Change |
Change % |
Previous Week |
Open |
7,717.0 |
7,759.0 |
42.0 |
0.5% |
7,626.0 |
High |
7,778.0 |
7,856.0 |
78.0 |
1.0% |
7,723.0 |
Low |
7,711.0 |
7,759.0 |
48.0 |
0.6% |
7,524.0 |
Close |
7,764.0 |
7,839.0 |
75.0 |
1.0% |
7,712.5 |
Range |
67.0 |
97.0 |
30.0 |
44.8% |
199.0 |
ATR |
87.6 |
88.2 |
0.7 |
0.8% |
0.0 |
Volume |
489 |
1,365 |
876 |
179.1% |
2,349 |
|
Daily Pivots for day following 23-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,109.0 |
8,071.0 |
7,892.4 |
|
R3 |
8,012.0 |
7,974.0 |
7,865.7 |
|
R2 |
7,915.0 |
7,915.0 |
7,856.8 |
|
R1 |
7,877.0 |
7,877.0 |
7,847.9 |
7,896.0 |
PP |
7,818.0 |
7,818.0 |
7,818.0 |
7,827.5 |
S1 |
7,780.0 |
7,780.0 |
7,830.1 |
7,799.0 |
S2 |
7,721.0 |
7,721.0 |
7,821.2 |
|
S3 |
7,624.0 |
7,683.0 |
7,812.3 |
|
S4 |
7,527.0 |
7,586.0 |
7,785.7 |
|
|
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 |
7,856.0 |
7,589.5 |
266.5 |
3.4% |
75.6 |
1.0% |
94% |
True |
False |
654 |
10 |
7,856.0 |
7,426.0 |
430.0 |
5.5% |
98.3 |
1.3% |
96% |
True |
False |
680 |
20 |
7,856.0 |
7,415.5 |
440.5 |
5.6% |
82.2 |
1.0% |
96% |
True |
False |
559 |
40 |
7,856.0 |
6,920.0 |
936.0 |
11.9% |
79.7 |
1.0% |
98% |
True |
False |
549 |
60 |
7,856.0 |
6,554.0 |
1,302.0 |
16.6% |
90.7 |
1.2% |
99% |
True |
False |
1,554 |
80 |
7,856.0 |
6,554.0 |
1,302.0 |
16.6% |
78.7 |
1.0% |
99% |
True |
False |
1,209 |
100 |
7,856.0 |
6,554.0 |
1,302.0 |
16.6% |
76.0 |
1.0% |
99% |
True |
False |
1,052 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,268.3 |
2.618 |
8,109.9 |
1.618 |
8,012.9 |
1.000 |
7,953.0 |
0.618 |
7,915.9 |
HIGH |
7,856.0 |
0.618 |
7,818.9 |
0.500 |
7,807.5 |
0.382 |
7,796.1 |
LOW |
7,759.0 |
0.618 |
7,699.1 |
1.000 |
7,662.0 |
1.618 |
7,602.1 |
2.618 |
7,505.1 |
4.250 |
7,346.8 |
|
|
Fisher Pivots for day following 23-May-2007 |
Pivot |
1 day |
3 day |
R1 |
7,828.5 |
7,820.1 |
PP |
7,818.0 |
7,801.2 |
S1 |
7,807.5 |
7,782.3 |
|