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 |
6,679.0 |
6,677.5 |
-1.5 |
0.0% |
6,635.0 |
High |
6,680.0 |
6,685.0 |
5.0 |
0.1% |
6,702.0 |
Low |
6,642.0 |
6,660.0 |
18.0 |
0.3% |
6,580.5 |
Close |
6,655.5 |
6,663.5 |
8.0 |
0.1% |
6,687.0 |
Range |
38.0 |
25.0 |
-13.0 |
-34.2% |
121.5 |
ATR |
49.8 |
48.4 |
-1.5 |
-2.9% |
0.0 |
Volume |
3,287 |
17 |
-3,270 |
-99.5% |
5,736 |
|
Daily Pivots for day following 23-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,744.5 |
6,729.0 |
6,677.0 |
|
R3 |
6,719.5 |
6,704.0 |
6,670.5 |
|
R2 |
6,694.5 |
6,694.5 |
6,668.0 |
|
R1 |
6,679.0 |
6,679.0 |
6,666.0 |
6,674.0 |
PP |
6,669.5 |
6,669.5 |
6,669.5 |
6,667.0 |
S1 |
6,654.0 |
6,654.0 |
6,661.0 |
6,649.0 |
S2 |
6,644.5 |
6,644.5 |
6,659.0 |
|
S3 |
6,619.5 |
6,629.0 |
6,656.5 |
|
S4 |
6,594.5 |
6,604.0 |
6,650.0 |
|
|
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 |
6,610.5 |
110.5 |
1.7% |
37.5 |
0.6% |
48% |
False |
False |
716 |
10 |
6,721.0 |
6,498.5 |
222.5 |
3.3% |
48.0 |
0.7% |
74% |
False |
False |
930 |
20 |
6,721.0 |
6,451.5 |
269.5 |
4.0% |
38.5 |
0.6% |
79% |
False |
False |
493 |
40 |
6,721.0 |
6,321.5 |
399.5 |
6.0% |
36.0 |
0.5% |
86% |
False |
False |
388 |
60 |
6,721.0 |
6,062.5 |
658.5 |
9.9% |
35.5 |
0.5% |
91% |
False |
False |
328 |
80 |
6,721.0 |
6,062.5 |
658.5 |
9.9% |
27.5 |
0.4% |
91% |
False |
False |
262 |
100 |
6,721.0 |
6,062.5 |
658.5 |
9.9% |
24.5 |
0.4% |
91% |
False |
False |
232 |
120 |
6,721.0 |
6,062.5 |
658.5 |
9.9% |
21.0 |
0.3% |
91% |
False |
False |
193 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,791.0 |
2.618 |
6,750.5 |
1.618 |
6,725.5 |
1.000 |
6,710.0 |
0.618 |
6,700.5 |
HIGH |
6,685.0 |
0.618 |
6,675.5 |
0.500 |
6,672.5 |
0.382 |
6,669.5 |
LOW |
6,660.0 |
0.618 |
6,644.5 |
1.000 |
6,635.0 |
1.618 |
6,619.5 |
2.618 |
6,594.5 |
4.250 |
6,554.0 |
|
|
Fisher Pivots for day following 23-May-2007 |
Pivot |
1 day |
3 day |
R1 |
6,672.5 |
6,681.5 |
PP |
6,669.5 |
6,675.5 |
S1 |
6,666.5 |
6,669.5 |
|