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 |
1,543.2 |
1,545.0 |
1.8 |
0.1% |
1,527.0 |
High |
1,547.7 |
1,550.5 |
2.8 |
0.2% |
1,542.0 |
Low |
1,540.3 |
1,539.1 |
-1.2 |
-0.1% |
1,517.2 |
Close |
1,540.1 |
1,540.3 |
0.2 |
0.0% |
1,542.7 |
Range |
7.4 |
11.4 |
4.0 |
54.1% |
24.8 |
ATR |
9.9 |
10.0 |
0.1 |
1.1% |
0.0 |
Volume |
3,888 |
5,754 |
1,866 |
48.0% |
16,174 |
|
Daily Pivots for day following 23-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,577.5 |
1,570.3 |
1,546.6 |
|
R3 |
1,566.1 |
1,558.9 |
1,543.4 |
|
R2 |
1,554.7 |
1,554.7 |
1,542.4 |
|
R1 |
1,547.5 |
1,547.5 |
1,541.3 |
1,545.4 |
PP |
1,543.3 |
1,543.3 |
1,543.3 |
1,542.3 |
S1 |
1,536.1 |
1,536.1 |
1,539.3 |
1,534.0 |
S2 |
1,531.9 |
1,531.9 |
1,538.2 |
|
S3 |
1,520.5 |
1,524.7 |
1,537.2 |
|
S4 |
1,509.1 |
1,513.3 |
1,534.0 |
|
|
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 |
1,550.5 |
1,528.1 |
22.4 |
1.5% |
8.0 |
0.5% |
54% |
True |
False |
3,514 |
10 |
1,550.5 |
1,511.1 |
39.4 |
2.6% |
10.3 |
0.7% |
74% |
True |
False |
3,230 |
20 |
1,550.5 |
1,497.4 |
53.1 |
3.4% |
7.9 |
0.5% |
81% |
True |
False |
2,400 |
40 |
1,550.5 |
1,436.7 |
113.8 |
7.4% |
7.5 |
0.5% |
91% |
True |
False |
1,410 |
60 |
1,550.5 |
1,388.4 |
162.1 |
10.5% |
7.1 |
0.5% |
94% |
True |
False |
987 |
80 |
1,550.5 |
1,388.4 |
162.1 |
10.5% |
6.2 |
0.4% |
94% |
True |
False |
789 |
100 |
1,550.5 |
1,388.4 |
162.1 |
10.5% |
5.2 |
0.3% |
94% |
True |
False |
707 |
120 |
1,550.5 |
1,388.4 |
162.1 |
10.5% |
4.7 |
0.3% |
94% |
True |
False |
709 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,599.0 |
2.618 |
1,580.3 |
1.618 |
1,568.9 |
1.000 |
1,561.9 |
0.618 |
1,557.5 |
HIGH |
1,550.5 |
0.618 |
1,546.1 |
0.500 |
1,544.8 |
0.382 |
1,543.5 |
LOW |
1,539.1 |
0.618 |
1,532.1 |
1.000 |
1,527.7 |
1.618 |
1,520.7 |
2.618 |
1,509.3 |
4.250 |
1,490.7 |
|
|
Fisher Pivots for day following 23-May-2007 |
Pivot |
1 day |
3 day |
R1 |
1,544.8 |
1,544.8 |
PP |
1,543.3 |
1,543.3 |
S1 |
1,541.8 |
1,541.8 |
|