Trading Metrics calculated at close of trading on 18-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2007 |
18-May-2007 |
Change |
Change % |
Previous Week |
Open |
6,624.5 |
6,636.0 |
11.5 |
0.2% |
6,635.0 |
High |
6,624.5 |
6,702.0 |
77.5 |
1.2% |
6,702.0 |
Low |
6,610.5 |
6,636.0 |
25.5 |
0.4% |
6,580.5 |
Close |
6,625.0 |
6,687.0 |
62.0 |
0.9% |
6,687.0 |
Range |
14.0 |
66.0 |
52.0 |
371.4% |
121.5 |
ATR |
48.6 |
50.6 |
2.0 |
4.2% |
0.0 |
Volume |
6 |
72 |
66 |
1,100.0% |
5,736 |
|
Daily Pivots for day following 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,873.0 |
6,846.0 |
6,723.5 |
|
R3 |
6,807.0 |
6,780.0 |
6,705.0 |
|
R2 |
6,741.0 |
6,741.0 |
6,699.0 |
|
R1 |
6,714.0 |
6,714.0 |
6,693.0 |
6,727.5 |
PP |
6,675.0 |
6,675.0 |
6,675.0 |
6,682.0 |
S1 |
6,648.0 |
6,648.0 |
6,681.0 |
6,661.5 |
S2 |
6,609.0 |
6,609.0 |
6,675.0 |
|
S3 |
6,543.0 |
6,582.0 |
6,669.0 |
|
S4 |
6,477.0 |
6,516.0 |
6,650.5 |
|
|
Weekly Pivots for week ending 18-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,021.0 |
6,975.5 |
6,754.0 |
|
R3 |
6,899.5 |
6,854.0 |
6,720.5 |
|
R2 |
6,778.0 |
6,778.0 |
6,709.5 |
|
R1 |
6,732.5 |
6,732.5 |
6,698.0 |
6,755.0 |
PP |
6,656.5 |
6,656.5 |
6,656.5 |
6,668.0 |
S1 |
6,611.0 |
6,611.0 |
6,676.0 |
6,634.0 |
S2 |
6,535.0 |
6,535.0 |
6,664.5 |
|
S3 |
6,413.5 |
6,489.5 |
6,653.5 |
|
S4 |
6,292.0 |
6,368.0 |
6,620.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,702.0 |
6,580.5 |
121.5 |
1.8% |
39.5 |
0.6% |
88% |
True |
False |
1,147 |
10 |
6,702.0 |
6,498.5 |
203.5 |
3.0% |
48.0 |
0.7% |
93% |
True |
False |
600 |
20 |
6,702.0 |
6,451.5 |
250.5 |
3.7% |
36.0 |
0.5% |
94% |
True |
False |
325 |
40 |
6,702.0 |
6,321.5 |
380.5 |
5.7% |
36.5 |
0.5% |
96% |
True |
False |
331 |
60 |
6,702.0 |
6,062.5 |
639.5 |
9.6% |
34.5 |
0.5% |
98% |
True |
False |
291 |
80 |
6,702.0 |
6,062.5 |
639.5 |
9.6% |
26.0 |
0.4% |
98% |
True |
False |
245 |
100 |
6,702.0 |
6,062.5 |
639.5 |
9.6% |
23.5 |
0.4% |
98% |
True |
False |
197 |
120 |
6,702.0 |
6,062.5 |
639.5 |
9.6% |
20.0 |
0.3% |
98% |
True |
False |
164 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,982.5 |
2.618 |
6,875.0 |
1.618 |
6,809.0 |
1.000 |
6,768.0 |
0.618 |
6,743.0 |
HIGH |
6,702.0 |
0.618 |
6,677.0 |
0.500 |
6,669.0 |
0.382 |
6,661.0 |
LOW |
6,636.0 |
0.618 |
6,595.0 |
1.000 |
6,570.0 |
1.618 |
6,529.0 |
2.618 |
6,463.0 |
4.250 |
6,355.5 |
|
|
Fisher Pivots for day following 18-May-2007 |
Pivot |
1 day |
3 day |
R1 |
6,681.0 |
6,673.5 |
PP |
6,675.0 |
6,660.0 |
S1 |
6,669.0 |
6,646.0 |
|