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 |
6,636.0 |
6,701.5 |
65.5 |
1.0% |
6,635.0 |
High |
6,702.0 |
6,721.0 |
19.0 |
0.3% |
6,702.0 |
Low |
6,636.0 |
6,675.5 |
39.5 |
0.6% |
6,580.5 |
Close |
6,687.0 |
6,686.5 |
-0.5 |
0.0% |
6,687.0 |
Range |
66.0 |
45.5 |
-20.5 |
-31.1% |
121.5 |
ATR |
50.6 |
50.2 |
-0.4 |
-0.7% |
0.0 |
Volume |
72 |
198 |
126 |
175.0% |
5,736 |
|
Daily Pivots for day following 21-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,831.0 |
6,804.0 |
6,711.5 |
|
R3 |
6,785.5 |
6,758.5 |
6,699.0 |
|
R2 |
6,740.0 |
6,740.0 |
6,695.0 |
|
R1 |
6,713.0 |
6,713.0 |
6,690.5 |
6,704.0 |
PP |
6,694.5 |
6,694.5 |
6,694.5 |
6,689.5 |
S1 |
6,667.5 |
6,667.5 |
6,682.5 |
6,658.0 |
S2 |
6,649.0 |
6,649.0 |
6,678.0 |
|
S3 |
6,603.5 |
6,622.0 |
6,674.0 |
|
S4 |
6,558.0 |
6,576.5 |
6,661.5 |
|
|
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 |
6,721.0 |
6,581.0 |
140.0 |
2.1% |
37.0 |
0.6% |
75% |
True |
False |
1,160 |
10 |
6,721.0 |
6,498.5 |
222.5 |
3.3% |
53.0 |
0.8% |
84% |
True |
False |
620 |
20 |
6,721.0 |
6,451.5 |
269.5 |
4.0% |
38.0 |
0.6% |
87% |
True |
False |
334 |
40 |
6,721.0 |
6,321.5 |
399.5 |
6.0% |
37.0 |
0.6% |
91% |
True |
False |
330 |
60 |
6,721.0 |
6,062.5 |
658.5 |
9.8% |
35.0 |
0.5% |
95% |
True |
False |
294 |
80 |
6,721.0 |
6,062.5 |
658.5 |
9.8% |
26.5 |
0.4% |
95% |
True |
False |
247 |
100 |
6,721.0 |
6,062.5 |
658.5 |
9.8% |
24.0 |
0.4% |
95% |
True |
False |
199 |
120 |
6,721.0 |
6,062.5 |
658.5 |
9.8% |
20.5 |
0.3% |
95% |
True |
False |
166 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,914.5 |
2.618 |
6,840.0 |
1.618 |
6,794.5 |
1.000 |
6,766.5 |
0.618 |
6,749.0 |
HIGH |
6,721.0 |
0.618 |
6,703.5 |
0.500 |
6,698.0 |
0.382 |
6,693.0 |
LOW |
6,675.5 |
0.618 |
6,647.5 |
1.000 |
6,630.0 |
1.618 |
6,602.0 |
2.618 |
6,556.5 |
4.250 |
6,482.0 |
|
|
Fisher Pivots for day following 21-May-2007 |
Pivot |
1 day |
3 day |
R1 |
6,698.0 |
6,679.5 |
PP |
6,694.5 |
6,672.5 |
S1 |
6,690.5 |
6,666.0 |
|