Trading Metrics calculated at close of trading on 17-May-2007 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2007 |
17-May-2007 |
Change |
Change % |
Previous Week |
Open |
13,374.13 |
13,486.96 |
112.83 |
0.8% |
13,264.13 |
High |
13,489.57 |
13,516.71 |
27.14 |
0.2% |
13,369.29 |
Low |
13,363.93 |
13,447.79 |
83.86 |
0.6% |
13,210.90 |
Close |
13,487.53 |
13,476.72 |
-10.81 |
-0.1% |
13,326.22 |
Range |
125.64 |
68.92 |
-56.72 |
-45.1% |
158.39 |
ATR |
102.84 |
100.42 |
-2.42 |
-2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-May-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,687.17 |
13,650.86 |
13,514.63 |
|
R3 |
13,618.25 |
13,581.94 |
13,495.67 |
|
R2 |
13,549.33 |
13,549.33 |
13,489.36 |
|
R1 |
13,513.02 |
13,513.02 |
13,483.04 |
13,496.72 |
PP |
13,480.41 |
13,480.41 |
13,480.41 |
13,472.25 |
S1 |
13,444.10 |
13,444.10 |
13,470.40 |
13,427.80 |
S2 |
13,411.49 |
13,411.49 |
13,464.08 |
|
S3 |
13,342.57 |
13,375.18 |
13,457.77 |
|
S4 |
13,273.65 |
13,306.26 |
13,438.81 |
|
|
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 |
13,516.71 |
13,212.04 |
304.67 |
2.3% |
108.96 |
0.8% |
87% |
True |
False |
|
10 |
13,516.71 |
13,210.90 |
305.81 |
2.3% |
97.35 |
0.7% |
87% |
True |
False |
|
20 |
13,516.71 |
12,810.17 |
706.54 |
5.2% |
97.70 |
0.7% |
94% |
True |
False |
|
40 |
13,516.71 |
12,242.60 |
1,274.11 |
9.5% |
97.23 |
0.7% |
97% |
True |
False |
|
60 |
13,516.71 |
11,939.61 |
1,577.10 |
11.7% |
116.59 |
0.9% |
97% |
True |
False |
|
80 |
13,516.71 |
11,939.61 |
1,577.10 |
11.7% |
108.18 |
0.8% |
97% |
True |
False |
|
100 |
13,516.71 |
11,939.61 |
1,577.10 |
11.7% |
104.56 |
0.8% |
97% |
True |
False |
|
120 |
13,516.71 |
11,939.61 |
1,577.10 |
11.7% |
101.66 |
0.8% |
97% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,809.62 |
2.618 |
13,697.14 |
1.618 |
13,628.22 |
1.000 |
13,585.63 |
0.618 |
13,559.30 |
HIGH |
13,516.71 |
0.618 |
13,490.38 |
0.500 |
13,482.25 |
0.382 |
13,474.12 |
LOW |
13,447.79 |
0.618 |
13,405.20 |
1.000 |
13,378.87 |
1.618 |
13,336.28 |
2.618 |
13,267.36 |
4.250 |
13,154.88 |
|
|
Fisher Pivots for day following 17-May-2007 |
Pivot |
1 day |
3 day |
R1 |
13,482.25 |
13,460.51 |
PP |
13,480.41 |
13,444.30 |
S1 |
13,478.56 |
13,428.09 |
|