Trading Metrics calculated at close of trading on 16-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2007 |
16-May-2007 |
Change |
Change % |
Previous Week |
Open |
13,346.05 |
13,374.13 |
28.08 |
0.2% |
13,264.13 |
High |
13,481.60 |
13,489.57 |
7.97 |
0.1% |
13,369.29 |
Low |
13,339.47 |
13,363.93 |
24.46 |
0.2% |
13,210.90 |
Close |
13,383.84 |
13,487.53 |
103.69 |
0.8% |
13,326.22 |
Range |
142.13 |
125.64 |
-16.49 |
-11.6% |
158.39 |
ATR |
101.09 |
102.84 |
1.75 |
1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,823.93 |
13,781.37 |
13,556.63 |
|
R3 |
13,698.29 |
13,655.73 |
13,522.08 |
|
R2 |
13,572.65 |
13,572.65 |
13,510.56 |
|
R1 |
13,530.09 |
13,530.09 |
13,499.05 |
13,551.37 |
PP |
13,447.01 |
13,447.01 |
13,447.01 |
13,457.65 |
S1 |
13,404.45 |
13,404.45 |
13,476.01 |
13,425.73 |
S2 |
13,321.37 |
13,321.37 |
13,464.50 |
|
S3 |
13,195.73 |
13,278.81 |
13,452.98 |
|
S4 |
13,070.09 |
13,153.17 |
13,418.43 |
|
|
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 |
13,489.57 |
13,210.90 |
278.67 |
2.1% |
124.83 |
0.9% |
99% |
True |
False |
|
10 |
13,489.57 |
13,196.03 |
293.54 |
2.2% |
95.54 |
0.7% |
99% |
True |
False |
|
20 |
13,489.57 |
12,734.92 |
754.65 |
5.6% |
99.01 |
0.7% |
100% |
True |
False |
|
40 |
13,489.57 |
12,242.60 |
1,246.97 |
9.2% |
100.93 |
0.7% |
100% |
True |
False |
|
60 |
13,489.57 |
11,939.61 |
1,549.96 |
11.5% |
116.70 |
0.9% |
100% |
True |
False |
|
80 |
13,489.57 |
11,939.61 |
1,549.96 |
11.5% |
108.39 |
0.8% |
100% |
True |
False |
|
100 |
13,489.57 |
11,939.61 |
1,549.96 |
11.5% |
104.29 |
0.8% |
100% |
True |
False |
|
120 |
13,489.57 |
11,939.61 |
1,549.96 |
11.5% |
101.45 |
0.8% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,023.54 |
2.618 |
13,818.50 |
1.618 |
13,692.86 |
1.000 |
13,615.21 |
0.618 |
13,567.22 |
HIGH |
13,489.57 |
0.618 |
13,441.58 |
0.500 |
13,426.75 |
0.382 |
13,411.92 |
LOW |
13,363.93 |
0.618 |
13,286.28 |
1.000 |
13,238.29 |
1.618 |
13,160.64 |
2.618 |
13,035.00 |
4.250 |
12,829.96 |
|
|
Fisher Pivots for day following 16-May-2007 |
Pivot |
1 day |
3 day |
R1 |
13,467.27 |
13,456.12 |
PP |
13,447.01 |
13,424.71 |
S1 |
13,426.75 |
13,393.31 |
|