Trading Metrics calculated at close of trading on 24-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2007 |
24-May-2007 |
Change |
Change % |
Previous Week |
Open |
7,759.0 |
7,810.5 |
51.5 |
0.7% |
7,626.0 |
High |
7,856.0 |
7,876.0 |
20.0 |
0.3% |
7,723.0 |
Low |
7,759.0 |
7,760.0 |
1.0 |
0.0% |
7,524.0 |
Close |
7,839.0 |
7,795.5 |
-43.5 |
-0.6% |
7,712.5 |
Range |
97.0 |
116.0 |
19.0 |
19.6% |
199.0 |
ATR |
88.2 |
90.2 |
2.0 |
2.2% |
0.0 |
Volume |
1,365 |
693 |
-672 |
-49.2% |
2,349 |
|
Daily Pivots for day following 24-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,158.5 |
8,093.0 |
7,859.3 |
|
R3 |
8,042.5 |
7,977.0 |
7,827.4 |
|
R2 |
7,926.5 |
7,926.5 |
7,816.8 |
|
R1 |
7,861.0 |
7,861.0 |
7,806.1 |
7,835.8 |
PP |
7,810.5 |
7,810.5 |
7,810.5 |
7,797.9 |
S1 |
7,745.0 |
7,745.0 |
7,784.9 |
7,719.8 |
S2 |
7,694.5 |
7,694.5 |
7,774.2 |
|
S3 |
7,578.5 |
7,629.0 |
7,763.6 |
|
S4 |
7,462.5 |
7,513.0 |
7,731.7 |
|
|
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 |
7,876.0 |
7,589.5 |
286.5 |
3.7% |
90.4 |
1.2% |
72% |
True |
False |
763 |
10 |
7,876.0 |
7,426.0 |
450.0 |
5.8% |
94.8 |
1.2% |
82% |
True |
False |
665 |
20 |
7,876.0 |
7,426.0 |
450.0 |
5.8% |
83.8 |
1.1% |
82% |
True |
False |
554 |
40 |
7,876.0 |
6,920.0 |
956.0 |
12.3% |
80.1 |
1.0% |
92% |
True |
False |
559 |
60 |
7,876.0 |
6,554.0 |
1,322.0 |
17.0% |
92.0 |
1.2% |
94% |
True |
False |
1,555 |
80 |
7,876.0 |
6,554.0 |
1,322.0 |
17.0% |
79.8 |
1.0% |
94% |
True |
False |
1,217 |
100 |
7,876.0 |
6,554.0 |
1,322.0 |
17.0% |
76.9 |
1.0% |
94% |
True |
False |
1,057 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,369.0 |
2.618 |
8,179.7 |
1.618 |
8,063.7 |
1.000 |
7,992.0 |
0.618 |
7,947.7 |
HIGH |
7,876.0 |
0.618 |
7,831.7 |
0.500 |
7,818.0 |
0.382 |
7,804.3 |
LOW |
7,760.0 |
0.618 |
7,688.3 |
1.000 |
7,644.0 |
1.618 |
7,572.3 |
2.618 |
7,456.3 |
4.250 |
7,267.0 |
|
|
Fisher Pivots for day following 24-May-2007 |
Pivot |
1 day |
3 day |
R1 |
7,818.0 |
7,794.8 |
PP |
7,810.5 |
7,794.2 |
S1 |
7,803.0 |
7,793.5 |
|