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 |
1,542.7 |
1,543.2 |
0.5 |
0.0% |
1,527.0 |
High |
1,548.4 |
1,547.7 |
-0.7 |
0.0% |
1,542.0 |
Low |
1,541.7 |
1,540.3 |
-1.4 |
-0.1% |
1,517.2 |
Close |
1,542.7 |
1,540.1 |
-2.6 |
-0.2% |
1,542.7 |
Range |
6.7 |
7.4 |
0.7 |
10.4% |
24.8 |
ATR |
10.1 |
9.9 |
-0.2 |
-1.9% |
0.0 |
Volume |
2,374 |
3,888 |
1,514 |
63.8% |
16,174 |
|
Daily Pivots for day following 22-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,564.9 |
1,559.9 |
1,544.2 |
|
R3 |
1,557.5 |
1,552.5 |
1,542.1 |
|
R2 |
1,550.1 |
1,550.1 |
1,541.5 |
|
R1 |
1,545.1 |
1,545.1 |
1,540.8 |
1,543.9 |
PP |
1,542.7 |
1,542.7 |
1,542.7 |
1,542.1 |
S1 |
1,537.7 |
1,537.7 |
1,539.4 |
1,536.5 |
S2 |
1,535.3 |
1,535.3 |
1,538.7 |
|
S3 |
1,527.9 |
1,530.3 |
1,538.1 |
|
S4 |
1,520.5 |
1,522.9 |
1,536.0 |
|
|
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 |
1,521.0 |
27.4 |
1.8% |
8.1 |
0.5% |
70% |
False |
False |
2,992 |
10 |
1,548.4 |
1,511.1 |
37.3 |
2.4% |
10.2 |
0.7% |
78% |
False |
False |
3,025 |
20 |
1,548.4 |
1,497.4 |
51.0 |
3.3% |
8.1 |
0.5% |
84% |
False |
False |
2,125 |
40 |
1,548.4 |
1,436.7 |
111.7 |
7.3% |
7.4 |
0.5% |
93% |
False |
False |
1,271 |
60 |
1,548.4 |
1,388.4 |
160.0 |
10.4% |
7.0 |
0.5% |
95% |
False |
False |
892 |
80 |
1,548.4 |
1,388.4 |
160.0 |
10.4% |
6.1 |
0.4% |
95% |
False |
False |
717 |
100 |
1,548.4 |
1,388.4 |
160.0 |
10.4% |
5.1 |
0.3% |
95% |
False |
False |
659 |
120 |
1,548.4 |
1,388.4 |
160.0 |
10.4% |
4.6 |
0.3% |
95% |
False |
False |
661 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,579.2 |
2.618 |
1,567.1 |
1.618 |
1,559.7 |
1.000 |
1,555.1 |
0.618 |
1,552.3 |
HIGH |
1,547.7 |
0.618 |
1,544.9 |
0.500 |
1,544.0 |
0.382 |
1,543.1 |
LOW |
1,540.3 |
0.618 |
1,535.7 |
1.000 |
1,532.9 |
1.618 |
1,528.3 |
2.618 |
1,520.9 |
4.250 |
1,508.9 |
|
|
Fisher Pivots for day following 22-May-2007 |
Pivot |
1 day |
3 day |
R1 |
1,544.0 |
1,541.7 |
PP |
1,542.7 |
1,541.1 |
S1 |
1,541.4 |
1,540.6 |
|