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 |
1,536.3 |
1,542.7 |
6.4 |
0.4% |
1,527.0 |
High |
1,542.0 |
1,548.4 |
6.4 |
0.4% |
1,542.0 |
Low |
1,534.9 |
1,541.7 |
6.8 |
0.4% |
1,517.2 |
Close |
1,542.7 |
1,542.7 |
0.0 |
0.0% |
1,542.7 |
Range |
7.1 |
6.7 |
-0.4 |
-5.6% |
24.8 |
ATR |
10.4 |
10.1 |
-0.3 |
-2.5% |
0.0 |
Volume |
1,401 |
2,374 |
973 |
69.5% |
16,174 |
|
Daily Pivots for day following 21-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,564.4 |
1,560.2 |
1,546.4 |
|
R3 |
1,557.7 |
1,553.5 |
1,544.5 |
|
R2 |
1,551.0 |
1,551.0 |
1,543.9 |
|
R1 |
1,546.8 |
1,546.8 |
1,543.3 |
1,546.1 |
PP |
1,544.3 |
1,544.3 |
1,544.3 |
1,543.9 |
S1 |
1,540.1 |
1,540.1 |
1,542.1 |
1,539.4 |
S2 |
1,537.6 |
1,537.6 |
1,541.5 |
|
S3 |
1,530.9 |
1,533.4 |
1,540.9 |
|
S4 |
1,524.2 |
1,526.7 |
1,539.0 |
|
|
Weekly Pivots for week ending 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,608.4 |
1,600.3 |
1,556.3 |
|
R3 |
1,583.6 |
1,575.5 |
1,549.5 |
|
R2 |
1,558.8 |
1,558.8 |
1,547.2 |
|
R1 |
1,550.7 |
1,550.7 |
1,545.0 |
1,554.8 |
PP |
1,534.0 |
1,534.0 |
1,534.0 |
1,536.0 |
S1 |
1,525.9 |
1,525.9 |
1,540.4 |
1,530.0 |
S2 |
1,509.2 |
1,509.2 |
1,538.2 |
|
S3 |
1,484.4 |
1,501.1 |
1,535.9 |
|
S4 |
1,459.6 |
1,476.3 |
1,529.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,548.4 |
1,520.3 |
28.1 |
1.8% |
9.2 |
0.6% |
80% |
True |
False |
3,015 |
10 |
1,548.4 |
1,511.1 |
37.3 |
2.4% |
10.2 |
0.7% |
85% |
True |
False |
3,209 |
20 |
1,548.4 |
1,494.4 |
54.0 |
3.5% |
8.2 |
0.5% |
89% |
True |
False |
2,019 |
40 |
1,548.4 |
1,436.7 |
111.7 |
7.2% |
7.3 |
0.5% |
95% |
True |
False |
1,185 |
60 |
1,548.4 |
1,388.4 |
160.0 |
10.4% |
7.2 |
0.5% |
96% |
True |
False |
829 |
80 |
1,548.4 |
1,388.4 |
160.0 |
10.4% |
6.0 |
0.4% |
96% |
True |
False |
669 |
100 |
1,548.4 |
1,388.4 |
160.0 |
10.4% |
5.0 |
0.3% |
96% |
True |
False |
632 |
120 |
1,548.4 |
1,388.4 |
160.0 |
10.4% |
4.5 |
0.3% |
96% |
True |
False |
629 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,576.9 |
2.618 |
1,565.9 |
1.618 |
1,559.2 |
1.000 |
1,555.1 |
0.618 |
1,552.5 |
HIGH |
1,548.4 |
0.618 |
1,545.8 |
0.500 |
1,545.1 |
0.382 |
1,544.3 |
LOW |
1,541.7 |
0.618 |
1,537.6 |
1.000 |
1,535.0 |
1.618 |
1,530.9 |
2.618 |
1,524.2 |
4.250 |
1,513.2 |
|
|
Fisher Pivots for day following 21-May-2007 |
Pivot |
1 day |
3 day |
R1 |
1,545.1 |
1,541.2 |
PP |
1,544.3 |
1,539.7 |
S1 |
1,543.5 |
1,538.3 |
|