Trading Metrics calculated at close of trading on 14-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2007 |
14-May-2007 |
Change |
Change % |
Previous Week |
Open |
13,212.20 |
13,325.81 |
113.61 |
0.9% |
13,264.13 |
High |
13,333.45 |
13,383.76 |
50.31 |
0.4% |
13,369.29 |
Low |
13,212.04 |
13,297.04 |
85.00 |
0.6% |
13,210.90 |
Close |
13,326.22 |
13,346.78 |
20.56 |
0.2% |
13,326.22 |
Range |
121.41 |
86.72 |
-34.69 |
-28.6% |
158.39 |
ATR |
98.79 |
97.93 |
-0.86 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,602.69 |
13,561.45 |
13,394.48 |
|
R3 |
13,515.97 |
13,474.73 |
13,370.63 |
|
R2 |
13,429.25 |
13,429.25 |
13,362.68 |
|
R1 |
13,388.01 |
13,388.01 |
13,354.73 |
13,408.63 |
PP |
13,342.53 |
13,342.53 |
13,342.53 |
13,352.84 |
S1 |
13,301.29 |
13,301.29 |
13,338.83 |
13,321.91 |
S2 |
13,255.81 |
13,255.81 |
13,330.88 |
|
S3 |
13,169.09 |
13,214.57 |
13,322.93 |
|
S4 |
13,082.37 |
13,127.85 |
13,299.08 |
|
|
Weekly Pivots for week ending 11-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,777.31 |
13,710.15 |
13,413.33 |
|
R3 |
13,618.92 |
13,551.76 |
13,369.78 |
|
R2 |
13,460.53 |
13,460.53 |
13,355.26 |
|
R1 |
13,393.37 |
13,393.37 |
13,340.74 |
13,426.95 |
PP |
13,302.14 |
13,302.14 |
13,302.14 |
13,318.93 |
S1 |
13,234.98 |
13,234.98 |
13,311.70 |
13,268.56 |
S2 |
13,143.75 |
13,143.75 |
13,297.18 |
|
S3 |
12,985.36 |
13,076.59 |
13,282.66 |
|
S4 |
12,826.97 |
12,918.20 |
13,239.11 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,383.76 |
13,210.90 |
172.86 |
1.3% |
104.83 |
0.8% |
79% |
True |
False |
|
10 |
13,383.76 |
13,041.30 |
342.46 |
2.6% |
90.99 |
0.7% |
89% |
True |
False |
|
20 |
13,383.76 |
12,707.45 |
676.31 |
5.1% |
95.22 |
0.7% |
95% |
True |
False |
|
40 |
13,383.76 |
12,110.41 |
1,273.35 |
9.5% |
99.37 |
0.7% |
97% |
True |
False |
|
60 |
13,383.76 |
11,939.61 |
1,444.15 |
10.8% |
114.18 |
0.9% |
97% |
True |
False |
|
80 |
13,383.76 |
11,939.61 |
1,444.15 |
10.8% |
107.35 |
0.8% |
97% |
True |
False |
|
100 |
13,383.76 |
11,939.61 |
1,444.15 |
10.8% |
103.17 |
0.8% |
97% |
True |
False |
|
120 |
13,383.76 |
11,939.61 |
1,444.15 |
10.8% |
100.20 |
0.8% |
97% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,752.32 |
2.618 |
13,610.79 |
1.618 |
13,524.07 |
1.000 |
13,470.48 |
0.618 |
13,437.35 |
HIGH |
13,383.76 |
0.618 |
13,350.63 |
0.500 |
13,340.40 |
0.382 |
13,330.17 |
LOW |
13,297.04 |
0.618 |
13,243.45 |
1.000 |
13,210.32 |
1.618 |
13,156.73 |
2.618 |
13,070.01 |
4.250 |
12,928.48 |
|
|
Fisher Pivots for day following 14-May-2007 |
Pivot |
1 day |
3 day |
R1 |
13,344.65 |
13,330.30 |
PP |
13,342.53 |
13,313.81 |
S1 |
13,340.40 |
13,297.33 |
|